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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: AMER AIRLN 15 2 A PASS T
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMER AIRLN 15 2 A PASS T
Security Description
4% 22 Mar 2029
Maturity Date
2029-03-22T00:00:00.000
Interest Rate
4
Original Face
1496000
Shares Par Value
1070822.57
Base Market Value
948003.29
Base Total Cost
1051704.23
Base Unrealized Gain Loss
-103700.94
Base Accrued Interest
11779.05
Local Market Value
948003.29
Local Total Cost Amount
1051704.23
Local Unrealized Gain Loss
-103700.94
Local Accrued Interest
11779.05
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
INDUSTRIAL
Moody S Quality Rating
Baa3
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: AMER AIRLN 15 2 A PASS T
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMER AIRLN 15 2 A PASS T
Security Description
4% 22 Mar 2029
Maturity Date
2029-03-22T00:00:00.000
Interest Rate
4
Original Face
355000
Shares Par Value
254105.63
Base Market Value
224960.68
Base Total Cost
251888.1
Base Unrealized Gain Loss
-26927.42
Base Accrued Interest
2795.16
Local Market Value
224960.68
Local Total Cost Amount
251888.1
Local Unrealized Gain Loss
-26927.42
Local Accrued Interest
2795.16
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
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: AMER AIRLN 15 2 AA PTT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMER AIRLN 15 2 AA PTT
Security Description
3.6% 22 Mar 2029
Maturity Date
2029-03-22T00:00:00.000
Interest Rate
3.6
Original Face
200000
Shares Par Value
143157.38
Base Market Value
132551.48
Base Total Cost
148167.9
Base Unrealized Gain Loss
-15616.42
Base Accrued Interest
1417.26
Local Market Value
132551.48
Local Total Cost Amount
148167.9
Local Unrealized Gain Loss
-15616.42
Local Accrued Interest
1417.26
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
Baa1
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: AMER AIRLINE 17 2 A PTT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMER AIRLINE 17 2 A PTT
Security Description
3.6% 15 Apr 2031
Maturity Date
2031-04-15T00:00:00.000
Interest Rate
3.6
Original Face
100000
Shares Par Value
78350.98
Base Market Value
68544.17
Base Total Cost
78350.98
Base Unrealized Gain Loss
-9806.81
Base Accrued Interest
595.47
Local Market Value
68544.17
Local Total Cost Amount
78350.98
Local Unrealized Gain Loss
-9806.81
Local Accrued Interest
595.47
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
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: AMER AIRLINE 17 1 A PTT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMER AIRLINE 17 1 A PTT
Security Description
4% 15 Aug 2030
Maturity Date
2030-08-15T00:00:00.000
Interest Rate
4
Original Face
660000
Shares Par Value
499950.00
Base Market Value
439822.96
Base Total Cost
502283.86
Base Unrealized Gain Loss
-62460.9
Base Accrued Interest
7554.8
Local Market Value
439822.96
Local Total Cost Amount
502283.86
Local Unrealized Gain Loss
-62460.9
Local Accrued Interest
7554.8
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
Baa3
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: AMER AIRLINE 19 1B PTT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMER AIRLINE 19 1B PTT
Security Description
3.85% 15 Aug 2029
Maturity Date
2029-08-15T00:00:00.000
Interest Rate
3.85
Original Face
350000
Shares Par Value
283668.53
Base Market Value
239247.83
Base Total Cost
269567.11
Base Unrealized Gain Loss
-30319.28
Base Accrued Interest
4125.8
Local Market Value
239247.83
Local Total Cost Amount
269567.11
Local Unrealized Gain Loss
-30319.28
Local Accrued Interest
4125.8
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
Ba2
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: AMER AIRLINE 21 1A EETC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMER AIRLINE 21 1A EETC
Security Description
2.875% 11 Jan 2036
Maturity Date
2036-01-11T00:00:00.000
Interest Rate
2.875
Original Face
0
Shares Par Value
6775000.00
Base Market Value
5767600.86
Base Total Cost
6775000
Base Unrealized Gain Loss
-1007399.14
Base Accrued Interest
126066.75
Local Market Value
5767600.86
Local Total Cost Amount
6775000
Local Unrealized Gain Loss
-1007399.14
Local Accrued Interest
126066.75
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
Baa1
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: AMER AIRLINE 21 1A EETC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMER AIRLINE 21 1A EETC
Security Description
2.875% 11 Jan 2036
Maturity Date
2036-01-11T00:00:00.000
Interest Rate
2.875
Original Face
0
Shares Par Value
2035000.00
Base Market Value
1732408.52
Base Total Cost
2035000
Base Unrealized Gain Loss
-302591.48
Base Accrued Interest
37866.54
Local Market Value
1732408.52
Local Total Cost Amount
2035000
Local Unrealized Gain Loss
-302591.48
Local Accrued Interest
37866.54
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
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: AMERICAN AXLE + MFG INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN AXLE + MFG INC
Security Description
6.25% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
177000.00
Base Market Value
162408.12
Base Total Cost
182752.51
Base Unrealized Gain Loss
-20344.39
Base Accrued Interest
3257.29
Local Market Value
162408.12
Local Total Cost Amount
182752.51
Local Unrealized Gain Loss
-20344.39
Local Accrued Interest
3257.29
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
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: AMERICAN AXLE + MFG INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN AXLE + MFG INC
Security Description
5% 01 Oct 2029
Maturity Date
2029-10-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
2360000.00
Base Market Value
1917051.60
Base Total Cost
2357375
Base Unrealized Gain Loss
-440323.4
Base Accrued Interest
29500
Local Market Value
1917051.6
Local Total Cost Amount
2357375
Local Unrealized Gain Loss
-440323.4
Local Accrued Interest
29500
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AMERICAN AXLE + MFG INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN AXLE + MFG INC
Security Description
5% 01 Oct 2029
Maturity Date
2029-10-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1294000.00
Base Market Value
1051129.14
Base Total Cost
1245470.74
Base Unrealized Gain Loss
-194341.6
Base Accrued Interest
16175
Local Market Value
1051129.14
Local Total Cost Amount
1245470.74
Local Unrealized Gain Loss
-194341.6
Local Accrued Interest
16175
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AMERICAN AXLE + MFG INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN AXLE + MFG INC
Security Description
5% 01 Oct 2029
Maturity Date
2029-10-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
355000.00
Base Market Value
288370.05
Base Total Cost
353225
Base Unrealized Gain Loss
-64854.95
Base Accrued Interest
4437.5
Local Market Value
288370.05
Local Total Cost Amount
353225
Local Unrealized Gain Loss
-64854.95
Local Accrued Interest
4437.5
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
B2
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: ABC SUPPLY CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABC SUPPLY CO INC
Security Description
4% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
60000.00
Base Market Value
51390.60
Base Total Cost
60000
Base Unrealized Gain Loss
-8609.4
Base Accrued Interest
1106.67
Local Market Value
51390.6
Local Total Cost Amount
60000
Local Unrealized Gain Loss
-8609.4
Local Accrued Interest
1106.67
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: ABC SUPPLY CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ABC SUPPLY CO INC
Security Description
4% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
100000.00
Base Market Value
85651.00
Base Total Cost
93250
Base Unrealized Gain Loss
-7599
Base Accrued Interest
1844.44
Local Market Value
85651
Local Total Cost Amount
93250
Local Unrealized Gain Loss
-7599
Local Accrued Interest
1844.44
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
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: AMERICAN CAMPUS CMNTYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN CAMPUS CMNTYS
Security Description
2.25% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
2.25
Original Face
0
Shares Par Value
474000.00
Base Market Value
438924.00
Base Total Cost
470473.63
Base Unrealized Gain Loss
-31549.63
Base Accrued Interest
4917.74
Local Market Value
438924
Local Total Cost Amount
470473.63
Local Unrealized Gain Loss
-31549.63
Local Accrued Interest
4917.74
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: AMERICAN ELECTRIC POWER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN ELECTRIC POWER
Security Description
3.25% 01 Mar 2050
Interest Rate
3.25
Original Face
0
Shares Par Value
2500000.00
Base Market Value
1794400.00
Base Total Cost
2540200
Base Unrealized Gain Loss
-745800
Base Accrued Interest
27083.33
Local Market Value
1794400
Local Total Cost Amount
2540200
Local Unrealized Gain Loss
-745800
Local Accrued Interest
27083.33
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
ELECTRIC/GAS
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AMERICAN ELECTRIC POWER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN ELECTRIC POWER
Security Description
0.75% 01 Nov 2023
Maturity Date
2023-11-01T00:00:00.000
Interest Rate
0.75
Original Face
0
Shares Par Value
5165000.00
Base Market Value
4967490.40
Base Total Cost
5176414.65
Base Unrealized Gain Loss
-208924.25
Base Accrued Interest
6456.25
Local Market Value
4967490.4
Local Total Cost Amount
5176414.65
Local Unrealized Gain Loss
-208924.25
Local Accrued Interest
6456.25
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
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: AMERICAN ELECTRIC POWER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN ELECTRIC POWER
Security Description
1% 15 Feb 2062
Maturity Date
2062-02-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
1496000.00
Base Market Value
1182976.96
Base Total Cost
1500102.8
Base Unrealized Gain Loss
-317125.84
Base Accrued Interest
21899.79
Local Market Value
1182976.96
Local Total Cost Amount
1500102.8
Local Unrealized Gain Loss
-317125.84
Local Accrued Interest
21899.79
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
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: AMERICAN EXPRESS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN EXPRESS CO
Security Description
3.375% 03 May 2024
Maturity Date
2024-05-03T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
10400000.00
Base Market Value
10325120.00
Base Total Cost
10398960
Base Unrealized Gain Loss
-73840
Base Accrued Interest
56550
Local Market Value
10325120
Local Total Cost Amount
10398960
Local Unrealized Gain Loss
-73840
Local Accrued Interest
56550
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
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: AMERICAN EXPRESS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN EXPRESS CO
Security Description
4.05% 03 May 2029
Maturity Date
2029-05-03T00:00:00.000
Interest Rate
4.05
Original Face
0
Shares Par Value
711000.00
Base Market Value
697099.95
Base Total Cost
709670.43
Base Unrealized Gain Loss
-12570.48
Base Accrued Interest
4639.28
Local Market Value
697099.95
Local Total Cost Amount
709670.43
Local Unrealized Gain Loss
-12570.48
Local Accrued Interest
4639.28
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
A2
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: AMERICAN EXPRESS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN EXPRESS CO
Security Description
4.05% 03 May 2029
Maturity Date
2029-05-03T00:00:00.000
Interest Rate
4.05
Original Face
0
Shares Par Value
450000.00
Base Market Value
441202.50
Base Total Cost
443133
Base Unrealized Gain Loss
-1930.5
Base Accrued Interest
2936.25
Local Market Value
441202.5
Local Total Cost Amount
443133
Local Unrealized Gain Loss
-1930.5
Local Accrued Interest
2936.25
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
A2
S And P Quality Rating
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: AMERICAN EXPRESS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN EXPRESS CO
Security Description
1% 26 May 2033
Maturity Date
2033-05-26T00:00:00.000
Interest Rate
4.989
Original Face
0
Shares Par Value
180000.00
Base Market Value
180030.60
Base Total Cost
180000
Base Unrealized Gain Loss
30.6
Base Accrued Interest
873.08
Local Market Value
180030.6
Local Total Cost Amount
180000
Local Unrealized Gain Loss
30.6
Local Accrued Interest
873.08
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
FINANCE
Moody S Quality Rating
A3
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: AMERICAN FIN TR/FINAN OP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN FIN TR/FINAN OP
Security Description
4.5% 30 Sep 2028
Maturity Date
2028-09-30T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1030000.00
Base Market Value
808550.00
Base Total Cost
1030000
Base Unrealized Gain Loss
-221450
Base Accrued Interest
11716.25
Local Market Value
808550
Local Total Cost Amount
1030000
Local Unrealized Gain Loss
-221450
Local Accrued Interest
11716.25
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
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: AMERICAN FIN TR/FINAN OP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN FIN TR/FINAN OP
Security Description
4.5% 30 Sep 2028
Maturity Date
2028-09-30T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
3600000.00
Base Market Value
2826000.00
Base Total Cost
3600000
Base Unrealized Gain Loss
-774000
Base Accrued Interest
40950
Local Market Value
2826000
Local Total Cost Amount
3600000
Local Unrealized Gain Loss
-774000
Local Accrued Interest
40950
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
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: AMERICAN FIN TR/FINAN OP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN FIN TR/FINAN OP
Security Description
4.5% 30 Sep 2028
Maturity Date
2028-09-30T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
2280000.00
Base Market Value
1789800.00
Base Total Cost
2280000
Base Unrealized Gain Loss
-490200
Base Accrued Interest
25935
Local Market Value
1789800
Local Total Cost Amount
2280000
Local Unrealized Gain Loss
-490200
Local Accrued Interest
25935
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
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: AMERICAN FIN TR/FINAN OP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN FIN TR/FINAN OP
Security Description
4.5% 30 Sep 2028
Maturity Date
2028-09-30T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1965000.00
Base Market Value
1542525.00
Base Total Cost
1864868.75
Base Unrealized Gain Loss
-322343.75
Base Accrued Interest
22351.9
Local Market Value
1542525
Local Total Cost Amount
1864868.75
Local Unrealized Gain Loss
-322343.75
Local Accrued Interest
22351.9
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
FINANCE
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: AMERICAN FIN TR/FINAN OP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN FIN TR/FINAN OP
Security Description
4.5% 30 Sep 2028
Maturity Date
2028-09-30T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
997000.00
Base Market Value
782645.00
Base Total Cost
997000
Base Unrealized Gain Loss
-214355
Base Accrued Interest
11340.88
Local Market Value
782645
Local Total Cost Amount
997000
Local Unrealized Gain Loss
-214355
Local Accrued Interest
11340.88
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
FINANCE
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: AMERICAN HOMES 4 RENT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN HOMES 4 RENT
Security Description
4.25% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
2480000.00
Base Market Value
2368499.20
Base Total Cost
2774872
Base Unrealized Gain Loss
-406372.8
Base Accrued Interest
39817.78
Local Market Value
2368499.2
Local Total Cost Amount
2774872
Local Unrealized Gain Loss
-406372.8
Local Accrued Interest
39817.78
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
FINANCE
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AMERICAN INTL GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN INTL GROUP
Security Description
3.9% 01 Apr 2026
Maturity Date
2026-04-01T00:00:00.000
Interest Rate
3.9
Original Face
0
Shares Par Value
943000.00
Base Market Value
923941.97
Base Total Cost
1034659.6
Base Unrealized Gain Loss
-110717.63
Base Accrued Interest
9159.15
Local Market Value
923941.97
Local Total Cost Amount
1034659.6
Local Unrealized Gain Loss
-110717.63
Local Accrued Interest
9159.15
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
FINANCE
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: AMERICAN INTL GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN INTL GROUP
Security Description
4.75% 01 Apr 2048
Maturity Date
2048-04-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
70000.00
Base Market Value
65469.60
Base Total Cost
88588.1
Base Unrealized Gain Loss
-23118.5
Base Accrued Interest
831.25
Local Market Value
65469.6
Local Total Cost Amount
88588.1
Local Unrealized Gain Loss
-23118.5
Local Accrued Interest
831.25
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: AMERICAN INTL GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN INTL GROUP
Security Description
4.75% 01 Apr 2048
Maturity Date
2048-04-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
1160000.00
Base Market Value
1084924.80
Base Total Cost
1488952.8
Base Unrealized Gain Loss
-404028
Base Accrued Interest
13775
Local Market Value
1084924.8
Local Total Cost Amount
1488952.8
Local Unrealized Gain Loss
-404028
Local Accrued Interest
13775
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
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: AMERICAN TOWER TRUST I
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN TOWER TRUST I
Security Description
3.652% 15 Mar 2048
Maturity Date
2048-03-15T00:00:00.000
Interest Rate
3.652
Original Face
0
Shares Par Value
450000.00
Base Market Value
444207.74
Base Total Cost
467575.3
Base Unrealized Gain Loss
-23367.56
Base Accrued Interest
730.4
Local Market Value
444207.74
Local Total Cost Amount
467575.3
Local Unrealized Gain Loss
-23367.56
Local Accrued Interest
730.4
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
FINANCE
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: AMERICAN TOWER CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN TOWER CORP
Security Description
3.375% 15 Oct 2026
Maturity Date
2026-10-15T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
625000.00
Base Market Value
590943.75
Base Total Cost
673106.25
Base Unrealized Gain Loss
-82162.5
Base Accrued Interest
4453.13
Local Market Value
590943.75
Local Total Cost Amount
673106.25
Local Unrealized Gain Loss
-82162.5
Local Accrued Interest
4453.13
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
FINANCE
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AMERICAN TOWER CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN TOWER CORP
Security Description
3.375% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
950000.00
Base Market Value
936120.50
Base Total Cost
1007247
Base Unrealized Gain Loss
-71126.5
Base Accrued Interest
4096.88
Local Market Value
936120.5
Local Total Cost Amount
1007247
Local Unrealized Gain Loss
-71126.5
Local Accrued Interest
4096.88
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: AMERICAN TOWER CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN TOWER CORP
Security Description
2.9% 15 Jan 2030
Maturity Date
2030-01-15T00:00:00.000
Interest Rate
2.9
Original Face
0
Shares Par Value
1000000.00
Base Market Value
856130.00
Base Total Cost
902320
Base Unrealized Gain Loss
-46190
Base Accrued Interest
13372.22
Local Market Value
856130
Local Total Cost Amount
902320
Local Unrealized Gain Loss
-46190
Local Accrued Interest
13372.22
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
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: AMERICAN TOWER CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN TOWER CORP
Security Description
3.65% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
3.65
Original Face
0
Shares Par Value
6015000.00
Base Market Value
5712024.45
Base Total Cost
5985947.55
Base Unrealized Gain Loss
-273923.1
Base Accrued Interest
54886.87
Local Market Value
5712024.45
Local Total Cost Amount
5985947.55
Local Unrealized Gain Loss
-273923.1
Local Accrued Interest
54886.87
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
FINANCE
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AMERICAN TOWER CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN TOWER CORP
Security Description
3.65% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
3.65
Original Face
0
Shares Par Value
633000.00
Base Market Value
601115.79
Base Total Cost
629942.61
Base Unrealized Gain Loss
-28826.82
Base Accrued Interest
5776.12
Local Market Value
601115.79
Local Total Cost Amount
629942.61
Local Unrealized Gain Loss
-28826.82
Local Accrued Interest
5776.12
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
FINANCE
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AMERICAN TOWER CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN TOWER CORP
Security Description
4.05% 15 Mar 2032
Maturity Date
2032-03-15T00:00:00.000
Interest Rate
4.05
Original Face
0
Shares Par Value
1013000.00
Base Market Value
923136.77
Base Total Cost
1009652.24
Base Unrealized Gain Loss
-86515.47
Base Accrued Interest
10256.62
Local Market Value
923136.77
Local Total Cost Amount
1009652.24
Local Unrealized Gain Loss
-86515.47
Local Accrued Interest
10256.62
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AMERICAN WATER CAPITAL C
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN WATER CAPITAL C
Security Description
4% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
985000.00
Base Market Value
854625.40
Base Total Cost
1172199.25
Base Unrealized Gain Loss
-317573.85
Base Accrued Interest
3283.33
Local Market Value
854625.4
Local Total Cost Amount
1172199.25
Local Unrealized Gain Loss
-317573.85
Local Accrued Interest
3283.33
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
FINANCE
Moody S Quality Rating
Baa1
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: AMERICAN WATER CAPITAL C
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN WATER CAPITAL C
Security Description
3.25% 01 Jun 2051
Maturity Date
2051-06-01T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
980000.00
Base Market Value
753492.60
Base Total Cost
1042661.2
Base Unrealized Gain Loss
-289168.6
Base Accrued Interest
2654.17
Local Market Value
753492.6
Local Total Cost Amount
1042661.2
Local Unrealized Gain Loss
-289168.6
Local Accrued Interest
2654.17
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
ELECTRIC/GAS
Moody S Quality Rating
Baa1
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: AMERICO LIFE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICO LIFE INC
Security Description
3.45% 15 Apr 2031
Maturity Date
2031-04-15T00:00:00.000
Interest Rate
3.45
Original Face
0
Shares Par Value
1235000.00
Base Market Value
1003511.60
Base Total Cost
1263878.51
Base Unrealized Gain Loss
-260366.91
Base Accrued Interest
8994.92
Local Market Value
1003511.6
Local Total Cost Amount
1263878.51
Local Unrealized Gain Loss
-260366.91
Local Accrued Interest
8994.92
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: AMERICREDIT AUTOMOBILE RECEIVA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICREDIT AUTOMOBILE RECEIVA
Security Description
4.38% 18 Apr 2028
Maturity Date
2028-04-18T00:00:00.000
Interest Rate
4.38
Original Face
530000
Shares Par Value
530000.00
Base Market Value
534722.25
Base Total Cost
529894.37
Base Unrealized Gain Loss
4827.88
Base Accrued Interest
580.35
Local Market Value
534722.25
Local Total Cost Amount
529894.37
Local Unrealized Gain Loss
4827.88
Local Accrued Interest
580.35
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
AUTO LOAN RECEIVABLE
Major Industry Name
ASSET BACKED
Minor Industry Name
AUTO LOAN
Moody S Quality Rating
Aaa
S And P 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: AMERIGAS PART/FIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERIGAS PART/FIN CORP
Security Description
5.625% 20 May 2024
Maturity Date
2024-05-20T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
828000.00
Base Market Value
798962.04
Base Total Cost
797532.47
Base Unrealized Gain Loss
1429.57
Base Accrued Interest
5304.38
Local Market Value
798962.04
Local Total Cost Amount
797532.47
Local Unrealized Gain Loss
1429.57
Local Accrued Interest
5304.38
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
B1
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: AMERIGAS PART/FIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERIGAS PART/FIN CORP
Security Description
5.625% 20 May 2024
Maturity Date
2024-05-20T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
350000.00
Base Market Value
337725.50
Base Total Cost
345257.18
Base Unrealized Gain Loss
-7531.68
Base Accrued Interest
2242.19
Local Market Value
337725.5
Local Total Cost Amount
345257.18
Local Unrealized Gain Loss
-7531.68
Local Accrued Interest
2242.19
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
ELECTRIC/GAS
Moody S Quality Rating
B1
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: AMERIGAS PART/FIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERIGAS PART/FIN CORP
Security Description
5.875% 20 Aug 2026
Maturity Date
2026-08-20T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
470000.00
Base Market Value
438458.30
Base Total Cost
483891.94
Base Unrealized Gain Loss
-45433.64
Base Accrued Interest
10047.87
Local Market Value
438458.3
Local Total Cost Amount
483891.94
Local Unrealized Gain Loss
-45433.64
Local Accrued Interest
10047.87
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
ELECTRIC/GAS
Moody S Quality Rating
B1
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: AMERIGAS PART/FIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERIGAS PART/FIN CORP
Security Description
5.875% 20 Aug 2026
Maturity Date
2026-08-20T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
325000.00
Base Market Value
303189.25
Base Total Cost
339716.05
Base Unrealized Gain Loss
-36526.8
Base Accrued Interest
6948
Local Market Value
303189.25
Local Total Cost Amount
339716.05
Local Unrealized Gain Loss
-36526.8
Local Accrued Interest
6948
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
B1
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: AMERIGAS PART/FIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERIGAS PART/FIN CORP
Security Description
5.5% 20 May 2025
Maturity Date
2025-05-20T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
67000.00
Base Market Value
63059.06
Base Total Cost
69345
Base Unrealized Gain Loss
-6285.94
Base Accrued Interest
419.68
Local Market Value
63059.06
Local Total Cost Amount
69345
Local Unrealized Gain Loss
-6285.94
Local Accrued Interest
419.68
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
ELECTRIC/GAS
Moody S Quality Rating
B1
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: AMERIGAS PART/FIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERIGAS PART/FIN CORP
Security Description
5.5% 20 May 2025
Maturity Date
2025-05-20T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
250000.00
Base Market Value
235295.00
Base Total Cost
244319.03
Base Unrealized Gain Loss
-9024.03
Base Accrued Interest
1565.97
Local Market Value
235295
Local Total Cost Amount
244319.03
Local Unrealized Gain Loss
-9024.03
Local Accrued Interest
1565.97
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B1
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: AMERIGAS PART/FIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERIGAS PART/FIN CORP
Security Description
5.75% 20 May 2027
Maturity Date
2027-05-20T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
357000.00
Base Market Value
326655.00
Base Total Cost
343451.27
Base Unrealized Gain Loss
-16796.27
Base Accrued Interest
2337.86
Local Market Value
326655
Local Total Cost Amount
343451.27
Local Unrealized Gain Loss
-16796.27
Local Accrued Interest
2337.86
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B1
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: AMERIGAS PART/FIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERIGAS PART/FIN CORP
Security Description
5.75% 20 May 2027
Maturity Date
2027-05-20T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
240000.00
Base Market Value
219600.00
Base Total Cost
248442.86
Base Unrealized Gain Loss
-28842.86
Base Accrued Interest
1571.67
Local Market Value
219600
Local Total Cost Amount
248442.86
Local Unrealized Gain Loss
-28842.86
Local Accrued Interest
1571.67
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
B1
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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