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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: 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
450000.00
Base Market Value
411750.00
Base Total Cost
508500
Base Unrealized Gain Loss
-96750
Base Accrued Interest
2946.88
Local Market Value
411750
Local Total Cost Amount
508500
Local Unrealized Gain Loss
-96750
Local Accrued Interest
2946.88
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
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: AMFAM HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMFAM HOLDINGS INC
Security Description
2.805% 11 Mar 2031
Maturity Date
2031-03-11T00:00:00.000
Interest Rate
2.805
Original Face
0
Shares Par Value
420000.00
Base Market Value
353320.80
Base Total Cost
420168
Base Unrealized Gain Loss
-66847.2
Base Accrued Interest
3599.75
Local Market Value
353320.8
Local Total Cost Amount
420168
Local Unrealized Gain Loss
-66847.2
Local Accrued Interest
3599.75
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
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AMGEN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMGEN INC
Security Description
3.625% 22 May 2024
Interest Rate
3.625
Original Face
0
Shares Par Value
300000.00
Base Market Value
299379.00
Base Total Cost
303825
Base Unrealized Gain Loss
-4446
Base Accrued Interest
1178.12
Local Market Value
299379
Local Total Cost Amount
303825
Local Unrealized Gain Loss
-4446
Local Accrued Interest
1178.12
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
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: AMGEN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMGEN INC
Security Description
4.4% 01 May 2045
Maturity Date
2045-05-01T00:00:00.000
Interest Rate
4.4
Original Face
0
Shares Par Value
4715000.00
Base Market Value
4251939.85
Base Total Cost
5708725.25
Base Unrealized Gain Loss
-1456785.4
Base Accrued Interest
34576.67
Local Market Value
4251939.85
Local Total Cost Amount
5708725.25
Local Unrealized Gain Loss
-1456785.4
Local Accrued Interest
34576.67
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
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: AMGEN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMGEN INC
Security Description
4.4% 01 May 2045
Interest Rate
4.4
Original Face
0
Shares Par Value
100000.00
Base Market Value
90179.00
Base Total Cost
107892
Base Unrealized Gain Loss
-17713
Base Accrued Interest
733.33
Local Market Value
90179
Local Total Cost Amount
107892
Local Unrealized Gain Loss
-17713
Local Accrued Interest
733.33
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
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: AMGEN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMGEN INC
Security Description
3.15% 21 Feb 2040
Interest Rate
3.15
Original Face
0
Shares Par Value
900000.00
Base Market Value
711450.00
Base Total Cost
695934.48
Base Unrealized Gain Loss
15515.52
Base Accrued Interest
10237.5
Local Market Value
711450
Local Total Cost Amount
695934.48
Local Unrealized Gain Loss
15515.52
Local Accrued Interest
10237.5
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
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: AMGEN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMGEN INC
Security Description
3.15% 21 Feb 2040
Maturity Date
2040-02-21T00:00:00.000
Interest Rate
3.15
Original Face
0
Shares Par Value
1674000.00
Base Market Value
1323297.00
Base Total Cost
1697206.94
Base Unrealized Gain Loss
-373909.94
Base Accrued Interest
19041.75
Local Market Value
1323297
Local Total Cost Amount
1697206.94
Local Unrealized Gain Loss
-373909.94
Local Accrued Interest
19041.75
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: AMGEN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMGEN INC
Security Description
1.9% 21 Feb 2025
Maturity Date
2025-02-21T00:00:00.000
Interest Rate
1.9
Original Face
0
Shares Par Value
285000.00
Base Market Value
271969.80
Base Total Cost
292116.45
Base Unrealized Gain Loss
-20146.65
Base Accrued Interest
1955.42
Local Market Value
271969.8
Local Total Cost Amount
292116.45
Local Unrealized Gain Loss
-20146.65
Local Accrued Interest
1955.42
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: AMGEN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMGEN INC
Security Description
2.3% 25 Feb 2031
Maturity Date
2031-02-25T00:00:00.000
Interest Rate
2.3
Original Face
0
Shares Par Value
150000.00
Base Market Value
127510.50
Base Total Cost
149463
Base Unrealized Gain Loss
-21952.5
Base Accrued Interest
1207.5
Local Market Value
127510.5
Local Total Cost Amount
149463
Local Unrealized Gain Loss
-21952.5
Local Accrued Interest
1207.5
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
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: AMGEN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMGEN INC
Security Description
2.8% 15 Aug 2041
Maturity Date
2041-08-15T00:00:00.000
Interest Rate
2.8
Original Face
0
Shares Par Value
5960000.00
Base Market Value
4416956.00
Base Total Cost
5941822
Base Unrealized Gain Loss
-1524866
Base Accrued Interest
63043.55
Local Market Value
4416956
Local Total Cost Amount
5941822
Local Unrealized Gain Loss
-1524866
Local Accrued Interest
63043.55
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: AMGEN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMGEN INC
Security Description
2.8% 15 Aug 2041
Maturity Date
2041-08-15T00:00:00.000
Interest Rate
2.8
Original Face
0
Shares Par Value
3154000.00
Base Market Value
2337429.40
Base Total Cost
3124636.26
Base Unrealized Gain Loss
-787206.86
Base Accrued Interest
33362.31
Local Market Value
2337429.4
Local Total Cost Amount
3124636.26
Local Unrealized Gain Loss
-787206.86
Local Accrued Interest
33362.31
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: AMGEN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMGEN INC
Security Description
4.2% 22 Feb 2052
Maturity Date
2052-02-22T00:00:00.000
Interest Rate
4.2
Original Face
0
Shares Par Value
2870000.00
Base Market Value
2518051.90
Base Total Cost
2853985.4
Base Unrealized Gain Loss
-335933.5
Base Accrued Interest
43193.5
Local Market Value
2518051.9
Local Total Cost Amount
2853985.4
Local Unrealized Gain Loss
-335933.5
Local Accrued Interest
43193.5
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
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: AMGEN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMGEN INC
Security Description
4.2% 22 Feb 2052
Maturity Date
2052-02-22T00:00:00.000
Interest Rate
4.2
Original Face
0
Shares Par Value
493000.00
Base Market Value
432543.41
Base Total Cost
491949.78
Base Unrealized Gain Loss
-59406.37
Base Accrued Interest
7419.65
Local Market Value
432543.41
Local Total Cost Amount
491949.78
Local Unrealized Gain Loss
-59406.37
Local Accrued Interest
7419.65
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
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: AMGEN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMGEN INC
Security Description
4.4% 22 Feb 2062
Maturity Date
2062-02-22T00:00:00.000
Interest Rate
4.4
Original Face
0
Shares Par Value
498000.00
Base Market Value
433419.36
Base Total Cost
496367.1
Base Unrealized Gain Loss
-62947.74
Base Accrued Interest
7851.81
Local Market Value
433419.36
Local Total Cost Amount
496367.1
Local Unrealized Gain Loss
-62947.74
Local Accrued Interest
7851.81
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
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: AMKOR TECHNOLOGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMKOR TECHNOLOGY INC
Security Description
6.625% 15 Sep 2027
Maturity Date
2027-09-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
350000.00
Base Market Value
331341.50
Base Total Cost
363637.53
Base Unrealized Gain Loss
-32296.03
Base Accrued Interest
6827.43
Local Market Value
331341.5
Local Total Cost Amount
363637.53
Local Unrealized Gain Loss
-32296.03
Local Accrued Interest
6827.43
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: AMWINS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMWINS GROUP INC
Security Description
4.875% 30 Jun 2029
Maturity Date
2029-06-30T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
1235000.00
Base Market Value
1011366.20
Base Total Cost
1224575
Base Unrealized Gain Loss
-213208.8
Base Accrued Interest
167.25
Local Market Value
1011366.2
Local Total Cost Amount
1224575
Local Unrealized Gain Loss
-213208.8
Local Accrued Interest
167.25
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
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: AMWINS GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMWINS GROUP INC
Security Description
4.875% 30 Jun 2029
Maturity Date
2029-06-30T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
1052000.00
Base Market Value
861503.84
Base Total Cost
995572.56
Base Unrealized Gain Loss
-134068.72
Base Accrued Interest
142.46
Local Market Value
861503.84
Local Total Cost Amount
995572.56
Local Unrealized Gain Loss
-134068.72
Local Accrued Interest
142.46
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
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: AMSTED INDUSTRIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMSTED INDUSTRIES
Security Description
5.625% 01 Jul 2027
Maturity Date
2027-07-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
800000.00
Base Market Value
752000.00
Base Total Cost
809819.09
Base Unrealized Gain Loss
-57819.09
Base Accrued Interest
0
Local Market Value
752000
Local Total Cost Amount
809819.09
Local Unrealized Gain Loss
-57819.09
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: AMSTED INDUSTRIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMSTED INDUSTRIES
Security Description
4.625% 15 May 2030
Maturity Date
2030-05-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
205000.00
Base Market Value
174762.50
Base Total Cost
205000
Base Unrealized Gain Loss
-30237.5
Base Accrued Interest
1211.49
Local Market Value
174762.5
Local Total Cost Amount
205000
Local Unrealized Gain Loss
-30237.5
Local Accrued Interest
1211.49
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
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: AMS OSRAM AG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMS OSRAM AG
Security Description
7% 31 Jul 2025
Maturity Date
2025-07-31T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
200000.00
Base Market Value
190748.00
Base Total Cost
198000
Base Unrealized Gain Loss
-7252
Base Accrued Interest
5833.33
Local Market Value
190748
Local Total Cost Amount
198000
Local Unrealized Gain Loss
-7252
Local Accrued Interest
5833.33
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: ANALOG DEVICES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANALOG DEVICES INC
Security Description
2.1% 01 Oct 2031
Maturity Date
2031-10-01T00:00:00.000
Interest Rate
2.1
Original Face
0
Shares Par Value
5175000.00
Base Market Value
4418570.25
Base Total Cost
5145399
Base Unrealized Gain Loss
-726828.75
Base Accrued Interest
27168.75
Local Market Value
4418570.25
Local Total Cost Amount
5145399
Local Unrealized Gain Loss
-726828.75
Local Accrued Interest
27168.75
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
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: ANALOG DEVICES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANALOG DEVICES INC
Security Description
2.95% 01 Oct 2051
Maturity Date
2051-10-01T00:00:00.000
Interest Rate
2.95
Original Face
0
Shares Par Value
7005000.00
Base Market Value
5344674.90
Base Total Cost
6947068.65
Base Unrealized Gain Loss
-1602393.75
Base Accrued Interest
51661.87
Local Market Value
5344674.9
Local Total Cost Amount
6947068.65
Local Unrealized Gain Loss
-1602393.75
Local Accrued Interest
51661.87
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
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: ANGEL OAK MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANGEL OAK MORTGAGE TRUST
Security Description
1% 25 Mar 2049
Maturity Date
2049-03-25T00:00:00.000
Interest Rate
3.628
Original Face
65000
Shares Par Value
2010.09
Base Market Value
2002.99
Base Total Cost
2068.76
Base Unrealized Gain Loss
-65.77
Base Accrued Interest
0
Local Market Value
2002.99
Local Total Cost Amount
2068.76
Local Unrealized Gain Loss
-65.77
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
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: ANGEL OAK MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANGEL OAK MORTGAGE TRUST
Security Description
1% 25 Apr 2065
Maturity Date
2065-04-25T00:00:00.000
Interest Rate
1.691
Original Face
4405000
Shares Par Value
1184461.85
Base Market Value
1130863.65
Base Total Cost
1195010.97
Base Unrealized Gain Loss
-64147.32
Base Accrued Interest
0
Local Market Value
1130863.65
Local Total Cost Amount
1195010.97
Local Unrealized Gain Loss
-64147.32
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
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: ANGLESEA FDG PLC + ANG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANGLESEA FDG PLC + ANG
Security Description
1.55% 01 Jul 2022
Maturity Date
2022-07-01T00:00:00.000
Interest Rate
1.55
Original Face
0
Shares Par Value
125000000.00
Base Market Value
125000000.00
Base Total Cost
125000000
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
125000000
Local Total Cost Amount
125000000
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: ANHEUSER BUSCH CO/INBEV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANHEUSER BUSCH CO/INBEV
Security Description
4.7% 01 Feb 2036
Maturity Date
2036-02-01T00:00:00.000
Interest Rate
4.7
Original Face
0
Shares Par Value
3315000.00
Base Market Value
3175869.45
Base Total Cost
3548210.25
Base Unrealized Gain Loss
-372340.8
Base Accrued Interest
64918.75
Local Market Value
3175869.45
Local Total Cost Amount
3548210.25
Local Unrealized Gain Loss
-372340.8
Local Accrued Interest
64918.75
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
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: ANHEUSER BUSCH CO/INBEV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANHEUSER BUSCH CO/INBEV
Security Description
4.9% 01 Feb 2046
Interest Rate
4.9
Original Face
0
Shares Par Value
3945000.00
Base Market Value
3707866.05
Base Total Cost
4959332.7
Base Unrealized Gain Loss
-1251466.65
Base Accrued Interest
80543.75
Local Market Value
3707866.05
Local Total Cost Amount
4959332.7
Local Unrealized Gain Loss
-1251466.65
Local Accrued Interest
80543.75
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
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: ANHEUSER BUSCH CO/INBEV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANHEUSER BUSCH CO/INBEV
Security Description
4.9% 01 Feb 2046
Maturity Date
2046-02-01T00:00:00.000
Interest Rate
4.9
Original Face
0
Shares Par Value
2451000.00
Base Market Value
2303670.39
Base Total Cost
3072815.64
Base Unrealized Gain Loss
-769145.25
Base Accrued Interest
50041.24
Local Market Value
2303670.39
Local Total Cost Amount
3072815.64
Local Unrealized Gain Loss
-769145.25
Local Accrued Interest
50041.24
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
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ANHEUSER BUSCH INBEV WOR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANHEUSER BUSCH INBEV WOR
Security Description
4.439% 06 Oct 2048
Maturity Date
2048-10-06T00:00:00.000
Interest Rate
4.439
Original Face
0
Shares Par Value
1270000.00
Base Market Value
1113866.20
Base Total Cost
1503172
Base Unrealized Gain Loss
-389305.8
Base Accrued Interest
13310.83
Local Market Value
1113866.2
Local Total Cost Amount
1503172
Local Unrealized Gain Loss
-389305.8
Local Accrued Interest
13310.83
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ANHEUSER BUSCH INBEV WOR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANHEUSER BUSCH INBEV WOR
Security Description
5.45% 23 Jan 2039
Maturity Date
2039-01-23T00:00:00.000
Interest Rate
5.45
Original Face
0
Shares Par Value
517000.00
Base Market Value
525633.90
Base Total Cost
672100
Base Unrealized Gain Loss
-146466.1
Base Accrued Interest
12366.35
Local Market Value
525633.9
Local Total Cost Amount
672100
Local Unrealized Gain Loss
-146466.1
Local Accrued Interest
12366.35
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ANHEUSER BUSCH INBEV WOR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANHEUSER BUSCH INBEV WOR
Security Description
5.55% 23 Jan 2049
Maturity Date
2049-01-23T00:00:00.000
Interest Rate
5.55
Original Face
0
Shares Par Value
280000.00
Base Market Value
285969.60
Base Total Cost
365962.8
Base Unrealized Gain Loss
-79993.2
Base Accrued Interest
6820.33
Local Market Value
285969.6
Local Total Cost Amount
365962.8
Local Unrealized Gain Loss
-79993.2
Local Accrued Interest
6820.33
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
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ANHEUSER BUSCH INBEV WOR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANHEUSER BUSCH INBEV WOR
Security Description
5.8% 23 Jan 2059
Maturity Date
2059-01-23T00:00:00.000
Interest Rate
5.8
Original Face
0
Shares Par Value
545000.00
Base Market Value
566849.05
Base Total Cost
784342.2
Base Unrealized Gain Loss
-217493.15
Base Accrued Interest
13873.28
Local Market Value
566849.05
Local Total Cost Amount
784342.2
Local Unrealized Gain Loss
-217493.15
Local Accrued Interest
13873.28
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ANHEUSER BUSCH INBEV WOR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANHEUSER BUSCH INBEV WOR
Security Description
4.6% 15 Apr 2048
Maturity Date
2048-04-15T00:00:00.000
Interest Rate
4.6
Original Face
0
Shares Par Value
5620000.00
Base Market Value
5045579.80
Base Total Cost
6708106.1
Base Unrealized Gain Loss
-1662526.3
Base Accrued Interest
54576.43
Local Market Value
5045579.8
Local Total Cost Amount
6708106.1
Local Unrealized Gain Loss
-1662526.3
Local Accrued Interest
54576.43
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ANHEUSER BUSCH INBEV WOR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANHEUSER BUSCH INBEV WOR
Security Description
4.6% 15 Apr 2048
Maturity Date
2048-04-15T00:00:00.000
Interest Rate
4.6
Original Face
0
Shares Par Value
3305000.00
Base Market Value
2967195.95
Base Total Cost
4117864.75
Base Unrealized Gain Loss
-1150668.8
Base Accrued Interest
32095.22
Local Market Value
2967195.95
Local Total Cost Amount
4117864.75
Local Unrealized Gain Loss
-1150668.8
Local Accrued Interest
32095.22
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
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ANHEUSER BUSCH INBEV WOR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANHEUSER BUSCH INBEV WOR
Security Description
4.6% 15 Apr 2048
Maturity Date
2048-04-15T00:00:00.000
Interest Rate
4.6
Original Face
0
Shares Par Value
479000.00
Base Market Value
430041.41
Base Total Cost
575480.18
Base Unrealized Gain Loss
-145438.77
Base Accrued Interest
4651.62
Local Market Value
430041.41
Local Total Cost Amount
575480.18
Local Unrealized Gain Loss
-145438.77
Local Accrued Interest
4651.62
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ANHEUSER BUSCH INBEV WOR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANHEUSER BUSCH INBEV WOR
Security Description
4.75% 15 Apr 2058
Maturity Date
2058-04-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
1350000.00
Base Market Value
1208128.50
Base Total Cost
1672528.5
Base Unrealized Gain Loss
-464400
Base Accrued Interest
13537.5
Local Market Value
1208128.5
Local Total Cost Amount
1672528.5
Local Unrealized Gain Loss
-464400
Local Accrued Interest
13537.5
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ANHEUSER BUSCH INBEV WOR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANHEUSER BUSCH INBEV WOR
Security Description
4.75% 23 Jan 2029
Maturity Date
2029-01-23T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
1480000.00
Base Market Value
1505692.80
Base Total Cost
1741116.4
Base Unrealized Gain Loss
-235423.6
Base Accrued Interest
30853.89
Local Market Value
1505692.8
Local Total Cost Amount
1741116.4
Local Unrealized Gain Loss
-235423.6
Local Accrued Interest
30853.89
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
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ANHEUSER BUSCH INBEV WOR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANHEUSER BUSCH INBEV WOR
Security Description
4.35% 01 Jun 2040
Maturity Date
2040-06-01T00:00:00.000
Interest Rate
4.35
Original Face
0
Shares Par Value
10755000.00
Base Market Value
9624004.20
Base Total Cost
12653637.55
Base Unrealized Gain Loss
-3029633.35
Base Accrued Interest
38986.87
Local Market Value
9624004.2
Local Total Cost Amount
12653637.55
Local Unrealized Gain Loss
-3029633.35
Local Accrued Interest
38986.87
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
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ANHEUSER BUSCH INBEV WOR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANHEUSER BUSCH INBEV WOR
Security Description
4.35% 01 Jun 2040
Maturity Date
2040-06-01T00:00:00.000
Interest Rate
4.35
Original Face
0
Shares Par Value
4965000.00
Base Market Value
4442880.60
Base Total Cost
5877826.5
Base Unrealized Gain Loss
-1434945.9
Base Accrued Interest
17998.12
Local Market Value
4442880.6
Local Total Cost Amount
5877826.5
Local Unrealized Gain Loss
-1434945.9
Local Accrued Interest
17998.12
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
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ANHEUSER BUSCH INBEV WOR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANHEUSER BUSCH INBEV WOR
Security Description
4.5% 01 Jun 2050
Maturity Date
2050-06-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
70000.00
Base Market Value
62928.60
Base Total Cost
63154.7
Base Unrealized Gain Loss
-226.1
Base Accrued Interest
262.5
Local Market Value
62928.6
Local Total Cost Amount
63154.7
Local Unrealized Gain Loss
-226.1
Local Accrued Interest
262.5
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ANHEUSER BUSCH INBEV WOR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANHEUSER BUSCH INBEV WOR
Security Description
4.5% 01 Jun 2050
Maturity Date
2050-06-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
6203000.00
Base Market Value
5576372.94
Base Total Cost
7659098.9
Base Unrealized Gain Loss
-2082725.96
Base Accrued Interest
23261.25
Local Market Value
5576372.94
Local Total Cost Amount
7659098.9
Local Unrealized Gain Loss
-2082725.96
Local Accrued Interest
23261.25
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
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ANHEUSER BUSCH INBEV WOR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANHEUSER BUSCH INBEV WOR
Security Description
4.6% 01 Jun 2060
Maturity Date
2060-06-01T00:00:00.000
Interest Rate
4.6
Original Face
0
Shares Par Value
789000.00
Base Market Value
689680.68
Base Total Cost
951660.24
Base Unrealized Gain Loss
-261979.56
Base Accrued Interest
3024.5
Local Market Value
689680.68
Local Total Cost Amount
951660.24
Local Unrealized Gain Loss
-261979.56
Local Accrued Interest
3024.5
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ANHEUSER BUSCH INBEV FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANHEUSER BUSCH INBEV FIN
Security Description
4% 17 Jan 2043
Maturity Date
2043-01-17T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
600000.00
Base Market Value
496116.00
Base Total Cost
665088
Base Unrealized Gain Loss
-168972
Base Accrued Interest
10933.33
Local Market Value
496116
Local Total Cost Amount
665088
Local Unrealized Gain Loss
-168972
Local Accrued Interest
10933.33
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
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: ANHEUSER BUSCH INBEV FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANHEUSER BUSCH INBEV FIN
Security Description
4.7% 01 Feb 2036
Maturity Date
2036-02-01T00:00:00.000
Interest Rate
4.7
Original Face
0
Shares Par Value
554000.00
Base Market Value
530748.62
Base Total Cost
665093.62
Base Unrealized Gain Loss
-134345
Base Accrued Interest
10849.17
Local Market Value
530748.62
Local Total Cost Amount
665093.62
Local Unrealized Gain Loss
-134345
Local Accrued Interest
10849.17
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
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ANTARES HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANTARES HOLDINGS
Security Description
2.75% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
2.75
Original Face
0
Shares Par Value
601000.00
Base Market Value
479934.56
Base Total Cost
525953.13
Base Unrealized Gain Loss
-46018.57
Base Accrued Interest
7621.01
Local Market Value
479934.56
Local Total Cost Amount
525953.13
Local Unrealized Gain Loss
-46018.57
Local Accrued Interest
7621.01
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
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: ANTARES HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANTARES HOLDINGS
Security Description
3.75% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
182000.00
Base Market Value
153016.50
Base Total Cost
180190.92
Base Unrealized Gain Loss
-27174.42
Base Accrued Interest
2938.54
Local Market Value
153016.5
Local Total Cost Amount
180190.92
Local Unrealized Gain Loss
-27174.42
Local Accrued Interest
2938.54
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
FINANCE
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: ELEVANCE HEALTH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ELEVANCE HEALTH INC
Security Description
2.875% 15 Sep 2029
Maturity Date
2029-09-15T00:00:00.000
Interest Rate
2.875
Original Face
0
Shares Par Value
1835000.00
Base Market Value
1653169.85
Base Total Cost
1646839.1
Base Unrealized Gain Loss
6330.75
Base Accrued Interest
15533.78
Local Market Value
1653169.85
Local Total Cost Amount
1646839.1
Local Unrealized Gain Loss
6330.75
Local Accrued Interest
15533.78
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
INDUSTRIAL
Moody S Quality Rating
Baa2
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: ELEVANCE HEALTH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ELEVANCE HEALTH INC
Security Description
2.875% 15 Sep 2029
Maturity Date
2029-09-15T00:00:00.000
Interest Rate
2.875
Original Face
0
Shares Par Value
1000000.00
Base Market Value
900910.00
Base Total Cost
1044270
Base Unrealized Gain Loss
-143360
Base Accrued Interest
8465.28
Local Market Value
900910
Local Total Cost Amount
1044270
Local Unrealized Gain Loss
-143360
Local Accrued Interest
8465.28
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
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: ELEVANCE HEALTH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ELEVANCE HEALTH INC
Security Description
3.6% 15 Mar 2051
Maturity Date
2051-03-15T00:00:00.000
Interest Rate
3.6
Original Face
0
Shares Par Value
370000.00
Base Market Value
300243.90
Base Total Cost
414918
Base Unrealized Gain Loss
-114674.1
Base Accrued Interest
3922
Local Market Value
300243.9
Local Total Cost Amount
414918
Local Unrealized Gain Loss
-114674.1
Local Accrued Interest
3922
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
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: ELEVANCE HEALTH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ELEVANCE HEALTH INC
Security Description
4.1% 15 May 2032
Maturity Date
2032-05-15T00:00:00.000
Interest Rate
4.1
Original Face
0
Shares Par Value
631000.00
Base Market Value
613880.97
Base Total Cost
629548.7
Base Unrealized Gain Loss
-15667.73
Base Accrued Interest
4455.56
Local Market Value
613880.97
Local Total Cost Amount
629548.7
Local Unrealized Gain Loss
-15667.73
Local Accrued Interest
4455.56
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa2
S And P Quality Rating
A
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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