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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: EQM MIDSTREAM PARTNERS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQM MIDSTREAM PARTNERS L
Security Description
6% 01 Jul 2025
Maturity Date
2025-07-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
250000.00
Base Market Value
239670.00
Base Total Cost
250000
Base Unrealized Gain Loss
-10330
Base Accrued Interest
0
Local Market Value
239670
Local Total Cost Amount
250000
Local Unrealized Gain Loss
-10330
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
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: EQM MIDSTREAM PARTNERS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQM MIDSTREAM PARTNERS L
Security Description
6.5% 01 Jul 2027
Maturity Date
2027-07-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
400000.00
Base Market Value
371920.00
Base Total Cost
400000
Base Unrealized Gain Loss
-28080
Base Accrued Interest
0
Local Market Value
371920
Local Total Cost Amount
400000
Local Unrealized Gain Loss
-28080
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
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: EQM MIDSTREAM PARTNERS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQM MIDSTREAM PARTNERS L
Security Description
6.5% 01 Jul 2027
Maturity Date
2027-07-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
285000.00
Base Market Value
264993.00
Base Total Cost
285000
Base Unrealized Gain Loss
-20007
Base Accrued Interest
0
Local Market Value
264993
Local Total Cost Amount
285000
Local Unrealized Gain Loss
-20007
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
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: EQM MIDSTREAM PARTNERS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQM MIDSTREAM PARTNERS L
Security Description
6.5% 01 Jul 2027
Maturity Date
2027-07-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
350000.00
Base Market Value
325430.00
Base Total Cost
362325
Base Unrealized Gain Loss
-36895
Base Accrued Interest
0
Local Market Value
325430
Local Total Cost Amount
362325
Local Unrealized Gain Loss
-36895
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
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: EQM MIDSTREAM PARTNERS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQM MIDSTREAM PARTNERS L
Security Description
6.5% 01 Jul 2027
Maturity Date
2027-07-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
638000.00
Base Market Value
593212.40
Base Total Cost
663095
Base Unrealized Gain Loss
-69882.6
Base Accrued Interest
0
Local Market Value
593212.4
Local Total Cost Amount
663095
Local Unrealized Gain Loss
-69882.6
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: EQM MIDSTREAM PARTNERS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQM MIDSTREAM PARTNERS L
Security Description
6.5% 01 Jul 2027
Maturity Date
2027-07-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
150000.00
Base Market Value
139470.00
Base Total Cost
150000
Base Unrealized Gain Loss
-10530
Base Accrued Interest
0
Local Market Value
139470
Local Total Cost Amount
150000
Local Unrealized Gain Loss
-10530
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
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: EQM MIDSTREAM PARTNERS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQM MIDSTREAM PARTNERS L
Security Description
4.5% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
555000.00
Base Market Value
450593.40
Base Total Cost
555000
Base Unrealized Gain Loss
-104406.6
Base Accrued Interest
11516.25
Local Market Value
450593.4
Local Total Cost Amount
555000
Local Unrealized Gain Loss
-104406.6
Local Accrued Interest
11516.25
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
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: EQM MIDSTREAM PARTNERS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQM MIDSTREAM PARTNERS L
Security Description
4.5% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
260000.00
Base Market Value
211088.80
Base Total Cost
260000
Base Unrealized Gain Loss
-48911.2
Base Accrued Interest
5395
Local Market Value
211088.8
Local Total Cost Amount
260000
Local Unrealized Gain Loss
-48911.2
Local Accrued Interest
5395
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
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: EQM MIDSTREAM PARTNERS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQM MIDSTREAM PARTNERS L
Security Description
4.5% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
220000.00
Base Market Value
178613.60
Base Total Cost
220000
Base Unrealized Gain Loss
-41386.4
Base Accrued Interest
4565
Local Market Value
178613.6
Local Total Cost Amount
220000
Local Unrealized Gain Loss
-41386.4
Local Accrued Interest
4565
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
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: EQM MIDSTREAM PARTNERS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQM MIDSTREAM PARTNERS L
Security Description
4.5% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
680000.00
Base Market Value
552078.40
Base Total Cost
661853.75
Base Unrealized Gain Loss
-109775.35
Base Accrued Interest
14110
Local Market Value
552078.4
Local Total Cost Amount
661853.75
Local Unrealized Gain Loss
-109775.35
Local Accrued Interest
14110
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
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: EQM MIDSTREAM PARTNERS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQM MIDSTREAM PARTNERS L
Security Description
4.5% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
300000.00
Base Market Value
243564.00
Base Total Cost
295000
Base Unrealized Gain Loss
-51436
Base Accrued Interest
6225
Local Market Value
243564
Local Total Cost Amount
295000
Local Unrealized Gain Loss
-51436
Local Accrued Interest
6225
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
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: EQM MIDSTREAM PARTNERS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQM MIDSTREAM PARTNERS L
Security Description
4.75% 15 Jan 2031
Maturity Date
2031-01-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
345000.00
Base Market Value
275137.50
Base Total Cost
345000
Base Unrealized Gain Loss
-69862.5
Base Accrued Interest
7556.46
Local Market Value
275137.5
Local Total Cost Amount
345000
Local Unrealized Gain Loss
-69862.5
Local Accrued Interest
7556.46
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
ELECTRIC/GAS
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: EQM MIDSTREAM PARTNERS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQM MIDSTREAM PARTNERS L
Security Description
4.75% 15 Jan 2031
Maturity Date
2031-01-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
715000.00
Base Market Value
570212.50
Base Total Cost
715000
Base Unrealized Gain Loss
-144787.5
Base Accrued Interest
15660.48
Local Market Value
570212.5
Local Total Cost Amount
715000
Local Unrealized Gain Loss
-144787.5
Local Accrued Interest
15660.48
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
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: EQM MIDSTREAM PARTNERS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQM MIDSTREAM PARTNERS L
Security Description
4.75% 15 Jan 2031
Maturity Date
2031-01-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
175000.00
Base Market Value
139562.50
Base Total Cost
175000
Base Unrealized Gain Loss
-35437.5
Base Accrued Interest
3832.98
Local Market Value
139562.5
Local Total Cost Amount
175000
Local Unrealized Gain Loss
-35437.5
Local Accrued Interest
3832.98
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
ELECTRIC/GAS
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: EQM MIDSTREAM PARTNERS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQM MIDSTREAM PARTNERS L
Security Description
4.75% 15 Jan 2031
Maturity Date
2031-01-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
315000.00
Base Market Value
251212.50
Base Total Cost
315000
Base Unrealized Gain Loss
-63787.5
Base Accrued Interest
6899.38
Local Market Value
251212.5
Local Total Cost Amount
315000
Local Unrealized Gain Loss
-63787.5
Local Accrued Interest
6899.38
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
ELECTRIC/GAS
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: EQM MIDSTREAM PARTNERS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQM MIDSTREAM PARTNERS L
Security Description
4.75% 15 Jan 2031
Maturity Date
2031-01-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
538000.00
Base Market Value
429055.00
Base Total Cost
530920
Base Unrealized Gain Loss
-101865
Base Accrued Interest
11783.69
Local Market Value
429055
Local Total Cost Amount
530920
Local Unrealized Gain Loss
-101865
Local Accrued Interest
11783.69
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
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: EQM MIDSTREAM PARTNERS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQM MIDSTREAM PARTNERS L
Security Description
4.75% 15 Jan 2031
Maturity Date
2031-01-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
300000.00
Base Market Value
239250.00
Base Total Cost
301187.5
Base Unrealized Gain Loss
-61937.5
Base Accrued Interest
6570.83
Local Market Value
239250
Local Total Cost Amount
301187.5
Local Unrealized Gain Loss
-61937.5
Local Accrued Interest
6570.83
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
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: EQM MIDSTREAM PARTNERS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQM MIDSTREAM PARTNERS L
Security Description
7.5% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
360000.00
Base Market Value
347238.00
Base Total Cost
360000
Base Unrealized Gain Loss
-12762
Base Accrued Interest
1800
Local Market Value
347238
Local Total Cost Amount
360000
Local Unrealized Gain Loss
-12762
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
ELECTRIC/GAS
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: EQM MIDSTREAM PARTNERS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQM MIDSTREAM PARTNERS L
Security Description
7.5% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
130000.00
Base Market Value
125391.50
Base Total Cost
130000
Base Unrealized Gain Loss
-4608.5
Base Accrued Interest
650
Local Market Value
125391.5
Local Total Cost Amount
130000
Local Unrealized Gain Loss
-4608.5
Local Accrued Interest
650
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
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: EQM MIDSTREAM PARTNERS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQM MIDSTREAM PARTNERS L
Security Description
7.5% 01 Jun 2027
Interest Rate
7.5
Original Face
0
Shares Par Value
400000.00
Base Market Value
385820.00
Base Total Cost
400000
Base Unrealized Gain Loss
-14180
Base Accrued Interest
2000
Local Market Value
385820
Local Total Cost Amount
400000
Local Unrealized Gain Loss
-14180
Local Accrued Interest
2000
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
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: EQM MIDSTREAM PARTNERS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQM MIDSTREAM PARTNERS L
Security Description
7.5% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
175000.00
Base Market Value
168796.25
Base Total Cost
175000
Base Unrealized Gain Loss
-6203.75
Base Accrued Interest
875
Local Market Value
168796.25
Local Total Cost Amount
175000
Local Unrealized Gain Loss
-6203.75
Local Accrued Interest
875
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
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: EQM MIDSTREAM PARTNERS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQM MIDSTREAM PARTNERS L
Security Description
7.5% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
250000.00
Base Market Value
241137.50
Base Total Cost
250000
Base Unrealized Gain Loss
-8862.5
Base Accrued Interest
1250
Local Market Value
241137.5
Local Total Cost Amount
250000
Local Unrealized Gain Loss
-8862.5
Local Accrued Interest
1250
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
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: EQM MIDSTREAM PARTNERS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQM MIDSTREAM PARTNERS L
Security Description
7.5% 01 Jun 2030
Maturity Date
2030-06-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
405000.00
Base Market Value
389063.25
Base Total Cost
405000
Base Unrealized Gain Loss
-15936.75
Base Accrued Interest
2025
Local Market Value
389063.25
Local Total Cost Amount
405000
Local Unrealized Gain Loss
-15936.75
Local Accrued Interest
2025
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
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: EQM MIDSTREAM PARTNERS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQM MIDSTREAM PARTNERS L
Security Description
7.5% 01 Jun 2030
Maturity Date
2030-06-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
468000.00
Base Market Value
449584.20
Base Total Cost
468000
Base Unrealized Gain Loss
-18415.8
Base Accrued Interest
2340
Local Market Value
449584.2
Local Total Cost Amount
468000
Local Unrealized Gain Loss
-18415.8
Local Accrued Interest
2340
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
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: EQM MIDSTREAM PARTNERS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQM MIDSTREAM PARTNERS L
Security Description
7.5% 01 Jun 2030
Interest Rate
7.5
Original Face
0
Shares Par Value
255000.00
Base Market Value
244965.75
Base Total Cost
256950
Base Unrealized Gain Loss
-11984.25
Base Accrued Interest
1275
Local Market Value
244965.75
Local Total Cost Amount
256950
Local Unrealized Gain Loss
-11984.25
Local Accrued Interest
1275
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
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: EQM MIDSTREAM PARTNERS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQM MIDSTREAM PARTNERS L
Security Description
7.5% 01 Jun 2030
Maturity Date
2030-06-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
559000.00
Base Market Value
537003.35
Base Total Cost
559000
Base Unrealized Gain Loss
-21996.65
Base Accrued Interest
2795
Local Market Value
537003.35
Local Total Cost Amount
559000
Local Unrealized Gain Loss
-21996.65
Local Accrued Interest
2795
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
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: EQM MIDSTREAM PARTNERS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQM MIDSTREAM PARTNERS L
Security Description
7.5% 01 Jun 2030
Maturity Date
2030-06-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
175000.00
Base Market Value
168113.75
Base Total Cost
175000
Base Unrealized Gain Loss
-6886.25
Base Accrued Interest
875
Local Market Value
168113.75
Local Total Cost Amount
175000
Local Unrealized Gain Loss
-6886.25
Local Accrued Interest
875
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
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: EQM MIDSTREAM PARTNERS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQM MIDSTREAM PARTNERS L
Security Description
7.5% 01 Jun 2030
Maturity Date
2030-06-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
946000.00
Base Market Value
908774.90
Base Total Cost
957370.89
Base Unrealized Gain Loss
-48595.99
Base Accrued Interest
4730
Local Market Value
908774.9
Local Total Cost Amount
957370.89
Local Unrealized Gain Loss
-48595.99
Local Accrued Interest
4730
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
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: EAGLE MATERIALS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EAGLE MATERIALS
Security Description
2.5% 01 Jul 2031
Maturity Date
2031-07-01T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
2532000.00
Base Market Value
1999773.60
Base Total Cost
2547723.72
Base Unrealized Gain Loss
-547950.12
Base Accrued Interest
0
Local Market Value
1999773.6
Local Total Cost Amount
2547723.72
Local Unrealized Gain Loss
-547950.12
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: EARTHSTONE ENERGY HOL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EARTHSTONE ENERGY HOL
Security Description
8% 15 Apr 2027
Interest Rate
8
Original Face
0
Shares Par Value
250000.00
Base Market Value
236562.50
Base Total Cost
250000
Base Unrealized Gain Loss
-13437.5
Base Accrued Interest
4388.89
Local Market Value
236562.5
Local Total Cost Amount
250000
Local Unrealized Gain Loss
-13437.5
Local Accrued Interest
4388.89
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
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: EBURY FINANCE LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EBURY FINANCE LTD
Security Description
1.58% 05 Jul 2022
Maturity Date
2022-07-05T00:00:00.000
Interest Rate
1.58
Original Face
0
Shares Par Value
30000000.00
Base Market Value
29994733.34
Base Total Cost
29994733.34
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
29994733.34
Local Total Cost Amount
29994733.34
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
CASH EQUIVALENT
Investment Type Name
SHORT TERMS
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
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: ECOLAB INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ECOLAB INC
Security Description
2.7% 01 Nov 2026
Maturity Date
2026-11-01T00:00:00.000
Interest Rate
2.7
Original Face
0
Shares Par Value
7338000.00
Base Market Value
7071337.08
Base Total Cost
7870222.42
Base Unrealized Gain Loss
-798885.34
Base Accrued Interest
33021
Local Market Value
7071337.08
Local Total Cost Amount
7870222.42
Local Unrealized Gain Loss
-798885.34
Local Accrued Interest
33021
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A3
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ECOLAB INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ECOLAB INC
Security Description
3.95% 01 Dec 2047
Maturity Date
2047-12-01T00:00:00.000
Interest Rate
3.95
Original Face
0
Shares Par Value
3065000.00
Base Market Value
2785839.80
Base Total Cost
3048970.05
Base Unrealized Gain Loss
-263130.25
Base Accrued Interest
10088.96
Local Market Value
2785839.8
Local Total Cost Amount
3048970.05
Local Unrealized Gain Loss
-263130.25
Local Accrued Interest
10088.96
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A3
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ECOLAB INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ECOLAB INC
Security Description
4.8% 24 Mar 2030
Maturity Date
2030-03-24T00:00:00.000
Interest Rate
4.8
Original Face
0
Shares Par Value
720000.00
Base Market Value
746568.00
Base Total Cost
789739.2
Base Unrealized Gain Loss
-43171.2
Base Accrued Interest
9312
Local Market Value
746568
Local Total Cost Amount
789739.2
Local Unrealized Gain Loss
-43171.2
Local Accrued Interest
9312
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A3
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ECOLAB INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ECOLAB INC
Security Description
2.7% 15 Dec 2051
Maturity Date
2051-12-15T00:00:00.000
Interest Rate
2.7
Original Face
0
Shares Par Value
1644000.00
Base Market Value
1172402.16
Base Total Cost
1639972.2
Base Unrealized Gain Loss
-467570.04
Base Accrued Interest
1972.8
Local Market Value
1172402.16
Local Total Cost Amount
1639972.2
Local Unrealized Gain Loss
-467570.04
Local Accrued Interest
1972.8
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: EDGEWELL PERSONAL CARE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EDGEWELL PERSONAL CARE
Security Description
5.5% 01 Jun 2028
Maturity Date
2028-06-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
760000.00
Base Market Value
691524.00
Base Total Cost
760000
Base Unrealized Gain Loss
-68476
Base Accrued Interest
3483.33
Local Market Value
691524
Local Total Cost Amount
760000
Local Unrealized Gain Loss
-68476
Local Accrued Interest
3483.33
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
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: EDGEWELL PERSONAL CARE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EDGEWELL PERSONAL CARE
Security Description
5.5% 01 Jun 2028
Maturity Date
2028-06-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
450000.00
Base Market Value
409455.00
Base Total Cost
457656.25
Base Unrealized Gain Loss
-48201.25
Base Accrued Interest
2062.5
Local Market Value
409455
Local Total Cost Amount
457656.25
Local Unrealized Gain Loss
-48201.25
Local Accrued Interest
2062.5
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
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: EDGEWELL PERSONAL CARE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EDGEWELL PERSONAL CARE
Security Description
5.5% 01 Jun 2028
Maturity Date
2028-06-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
523000.00
Base Market Value
475877.70
Base Total Cost
527089.36
Base Unrealized Gain Loss
-51211.66
Base Accrued Interest
2397.08
Local Market Value
475877.7
Local Total Cost Amount
527089.36
Local Unrealized Gain Loss
-51211.66
Local Accrued Interest
2397.08
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: EDGEWELL PERSONAL CARE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EDGEWELL PERSONAL CARE
Security Description
5.5% 01 Jun 2028
Maturity Date
2028-06-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
325000.00
Base Market Value
295717.50
Base Total Cost
325000
Base Unrealized Gain Loss
-29282.5
Base Accrued Interest
1489.58
Local Market Value
295717.5
Local Total Cost Amount
325000
Local Unrealized Gain Loss
-29282.5
Local Accrued Interest
1489.58
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
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: EDGEWELL PERSONAL CARE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EDGEWELL PERSONAL CARE
Security Description
4.125% 01 Apr 2029
Maturity Date
2029-04-01T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
835000.00
Base Market Value
689183.95
Base Total Cost
835000
Base Unrealized Gain Loss
-145816.05
Base Accrued Interest
8610.93
Local Market Value
689183.95
Local Total Cost Amount
835000
Local Unrealized Gain Loss
-145816.05
Local Accrued Interest
8610.93
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: EDGEWELL PERSONAL CARE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EDGEWELL PERSONAL CARE
Security Description
4.125% 01 Apr 2029
Maturity Date
2029-04-01T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
800000.00
Base Market Value
660296.00
Base Total Cost
800000
Base Unrealized Gain Loss
-139704
Base Accrued Interest
8250
Local Market Value
660296
Local Total Cost Amount
800000
Local Unrealized Gain Loss
-139704
Local Accrued Interest
8250
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: EDGEWELL PERSONAL CARE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EDGEWELL PERSONAL CARE
Security Description
4.125% 01 Apr 2029
Maturity Date
2029-04-01T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
352000.00
Base Market Value
290530.24
Base Total Cost
331761.25
Base Unrealized Gain Loss
-41231.01
Base Accrued Interest
3630
Local Market Value
290530.24
Local Total Cost Amount
331761.25
Local Unrealized Gain Loss
-41231.01
Local Accrued Interest
3630
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: EDGEWELL PERSONAL CARE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EDGEWELL PERSONAL CARE
Security Description
4.125% 01 Apr 2029
Maturity Date
2029-04-01T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
350000.00
Base Market Value
288879.50
Base Total Cost
350000
Base Unrealized Gain Loss
-61120.5
Base Accrued Interest
3609.37
Local Market Value
288879.5
Local Total Cost Amount
350000
Local Unrealized Gain Loss
-61120.5
Local Accrued Interest
3609.37
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
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: EDGEWELL PERSONAL CARE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EDGEWELL PERSONAL CARE
Security Description
4.125% 01 Apr 2029
Maturity Date
2029-04-01T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
2175000.00
Base Market Value
1795179.75
Base Total Cost
2184850
Base Unrealized Gain Loss
-389670.25
Base Accrued Interest
22429.68
Local Market Value
1795179.75
Local Total Cost Amount
2184850
Local Unrealized Gain Loss
-389670.25
Local Accrued Interest
22429.68
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: EDISON INTERNATIONAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EDISON INTERNATIONAL
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
180000.00
Base Market Value
167805.00
Base Total Cost
193134.6
Base Unrealized Gain Loss
-25329.6
Base Accrued Interest
2186.25
Local Market Value
167805
Local Total Cost Amount
193134.6
Local Unrealized Gain Loss
-25329.6
Local Accrued Interest
2186.25
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
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: EDISON INTERNATIONAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EDISON INTERNATIONAL
Security Description
3.55% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
3.55
Original Face
0
Shares Par Value
4545000.00
Base Market Value
4434102.00
Base Total Cost
4912899.66
Base Unrealized Gain Loss
-478797.66
Base Accrued Interest
20616.63
Local Market Value
4434102
Local Total Cost Amount
4912899.66
Local Unrealized Gain Loss
-478797.66
Local Accrued Interest
20616.63
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
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: EDISON INTERNATIONAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EDISON INTERNATIONAL
Security Description
3.55% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
3.55
Original Face
0
Shares Par Value
1490000.00
Base Market Value
1453644.00
Base Total Cost
1487973.6
Base Unrealized Gain Loss
-34329.6
Base Accrued Interest
6758.81
Local Market Value
1453644
Local Total Cost Amount
1487973.6
Local Unrealized Gain Loss
-34329.6
Local Accrued Interest
6758.81
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: EDISON INTERNATIONAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EDISON INTERNATIONAL
Security Description
4.95% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
4.95
Original Face
0
Shares Par Value
795000.00
Base Market Value
796995.45
Base Total Cost
793163.55
Base Unrealized Gain Loss
3831.9
Base Accrued Interest
8307.75
Local Market Value
796995.45
Local Total Cost Amount
793163.55
Local Unrealized Gain Loss
3831.9
Local Accrued Interest
8307.75
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
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: EDISON INTERNATIONAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EDISON INTERNATIONAL
Security Description
1% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
270000.00
Base Market Value
219375.00
Base Total Cost
259537.5
Base Unrealized Gain Loss
-40162.5
Base Accrued Interest
4273.12
Local Market Value
219375
Local Total Cost Amount
259537.5
Local Unrealized Gain Loss
-40162.5
Local Accrued Interest
4273.12
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
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: EDISON INTERNATIONAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EDISON INTERNATIONAL
Security Description
1% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
10910000.00
Base Market Value
8680323.30
Base Total Cost
10801200
Base Unrealized Gain Loss
-2120876.7
Base Accrued Interest
160619.45
Local Market Value
8680323.3
Local Total Cost Amount
10801200
Local Unrealized Gain Loss
-2120876.7
Local Accrued Interest
160619.45
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
ELECTRIC/GAS
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
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