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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: JAGUAR LAND ROVER AUTOMO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JAGUAR LAND ROVER AUTOMO
Security Description
7.75% 15 Oct 2025
Maturity Date
2025-10-15T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
400000.00
Base Market Value
370440.00
Base Total Cost
400000
Base Unrealized Gain Loss
-29560
Base Accrued Interest
6544.44
Local Market Value
370440
Local Total Cost Amount
400000
Local Unrealized Gain Loss
-29560
Local Accrued Interest
6544.44
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
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JAGUAR LAND ROVER AUTOMO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JAGUAR LAND ROVER AUTOMO
Security Description
5.875% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
775000.00
Base Market Value
592007.00
Base Total Cost
803812.5
Base Unrealized Gain Loss
-211805.5
Base Accrued Interest
20994.95
Local Market Value
592007
Local Total Cost Amount
803812.5
Local Unrealized Gain Loss
-211805.5
Local Accrued Interest
20994.95
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
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JAGUAR LAND ROVER AUTOMO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JAGUAR LAND ROVER AUTOMO
Security Description
5.875% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
825000.00
Base Market Value
630201.00
Base Total Cost
826237.5
Base Unrealized Gain Loss
-196036.5
Base Accrued Interest
22349.46
Local Market Value
630201
Local Total Cost Amount
826237.5
Local Unrealized Gain Loss
-196036.5
Local Accrued Interest
22349.46
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JAGUAR LAND ROVER AUTOMO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JAGUAR LAND ROVER AUTOMO
Security Description
5.875% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
589000.00
Base Market Value
449925.32
Base Total Cost
589000
Base Unrealized Gain Loss
-139074.68
Base Accrued Interest
15956.17
Local Market Value
449925.32
Local Total Cost Amount
589000
Local Unrealized Gain Loss
-139074.68
Local Accrued Interest
15956.17
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
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JAGUAR LAND ROVER AUTOMO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JAGUAR LAND ROVER AUTOMO
Security Description
5.875% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
400000.00
Base Market Value
305552.00
Base Total Cost
400000
Base Unrealized Gain Loss
-94448
Base Accrued Interest
10836.11
Local Market Value
305552
Local Total Cost Amount
400000
Local Unrealized Gain Loss
-94448
Local Accrued Interest
10836.11
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
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JAGUAR LAND ROVER AUTOMO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JAGUAR LAND ROVER AUTOMO
Security Description
5.5% 15 Jul 2029
Maturity Date
2029-07-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
820000.00
Base Market Value
594500.00
Base Total Cost
806162.5
Base Unrealized Gain Loss
-211662.5
Base Accrued Interest
20796.1
Local Market Value
594500
Local Total Cost Amount
806162.5
Local Unrealized Gain Loss
-211662.5
Local Accrued Interest
20796.1
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
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JAGUAR LAND ROVER AUTOMO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JAGUAR LAND ROVER AUTOMO
Security Description
5.5% 15 Jul 2029
Maturity Date
2029-07-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1660000.00
Base Market Value
1203500.00
Base Total Cost
1660000
Base Unrealized Gain Loss
-456500
Base Accrued Interest
42099.44
Local Market Value
1203500
Local Total Cost Amount
1660000
Local Unrealized Gain Loss
-456500
Local Accrued Interest
42099.44
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
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JAGUAR LAND ROVER AUTOMO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JAGUAR LAND ROVER AUTOMO
Security Description
5.5% 15 Jul 2029
Maturity Date
2029-07-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
926000.00
Base Market Value
671350.00
Base Total Cost
926000
Base Unrealized Gain Loss
-254650
Base Accrued Interest
23484.39
Local Market Value
671350
Local Total Cost Amount
926000
Local Unrealized Gain Loss
-254650
Local Accrued Interest
23484.39
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
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JAGUAR LAND ROVER AUTOMO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JAGUAR LAND ROVER AUTOMO
Security Description
5.5% 15 Jul 2029
Maturity Date
2029-07-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
200000.00
Base Market Value
145000.00
Base Total Cost
200000
Base Unrealized Gain Loss
-55000
Base Accrued Interest
5072.22
Local Market Value
145000
Local Total Cost Amount
200000
Local Unrealized Gain Loss
-55000
Local Accrued Interest
5072.22
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
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JAMES HARDIE INTL FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JAMES HARDIE INTL FIN
Security Description
5% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1200000.00
Base Market Value
1068000.00
Base Total Cost
1203506.25
Base Unrealized Gain Loss
-135506.25
Base Accrued Interest
27666.67
Local Market Value
1068000
Local Total Cost Amount
1203506.25
Local Unrealized Gain Loss
-135506.25
Local Accrued Interest
27666.67
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Ba1
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JAMF HOLDING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JAMF HOLDING CORP
Security Description
0.125% 01 Sep 2026
Maturity Date
2026-09-01T00:00:00.000
Interest Rate
0.125
Original Face
0
Shares Par Value
8219000.00
Base Market Value
6949164.50
Base Total Cost
7668546.95
Base Unrealized Gain Loss
-719382.45
Base Accrued Interest
3424.57
Local Market Value
6949164.5
Local Total Cost Amount
7668546.95
Local Unrealized Gain Loss
-719382.45
Local Accrued Interest
3424.57
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JANE STREET GRP/JSG FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JANE STREET GRP/JSG FIN
Security Description
4.5% 15 Nov 2029
Maturity Date
2029-11-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
830000.00
Base Market Value
738700.00
Base Total Cost
830000
Base Unrealized Gain Loss
-91300
Base Accrued Interest
4772.5
Local Market Value
738700
Local Total Cost Amount
830000
Local Unrealized Gain Loss
-91300
Local Accrued Interest
4772.5
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
FINANCE
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: JANE STREET GRP/JSG FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JANE STREET GRP/JSG FIN
Security Description
4.5% 15 Nov 2029
Maturity Date
2029-11-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1080000.00
Base Market Value
961200.00
Base Total Cost
1080000
Base Unrealized Gain Loss
-118800
Base Accrued Interest
6210
Local Market Value
961200
Local Total Cost Amount
1080000
Local Unrealized Gain Loss
-118800
Local Accrued Interest
6210
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
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: JANE STREET GRP/JSG FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JANE STREET GRP/JSG FIN
Security Description
4.5% 15 Nov 2029
Interest Rate
4.5
Original Face
0
Shares Par Value
530000.00
Base Market Value
471700.00
Base Total Cost
532675
Base Unrealized Gain Loss
-60975
Base Accrued Interest
3047.5
Local Market Value
471700
Local Total Cost Amount
532675
Local Unrealized Gain Loss
-60975
Local Accrued Interest
3047.5
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
FINANCE
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: JANE STREET GRP/JSG FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JANE STREET GRP/JSG FIN
Security Description
4.5% 15 Nov 2029
Maturity Date
2029-11-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1018000.00
Base Market Value
906020.00
Base Total Cost
1018300.75
Base Unrealized Gain Loss
-112280.75
Base Accrued Interest
5853.5
Local Market Value
906020
Local Total Cost Amount
1018300.75
Local Unrealized Gain Loss
-112280.75
Local Accrued Interest
5853.5
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
FINANCE
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: JANE STREET GRP/JSG FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JANE STREET GRP/JSG FIN
Security Description
4.5% 15 Nov 2029
Maturity Date
2029-11-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
350000.00
Base Market Value
311500.00
Base Total Cost
351312.5
Base Unrealized Gain Loss
-39812.5
Base Accrued Interest
2012.5
Local Market Value
311500
Local Total Cost Amount
351312.5
Local Unrealized Gain Loss
-39812.5
Local Accrued Interest
2012.5
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
FINANCE
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: JAZZ INVESTMENTS I LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JAZZ INVESTMENTS I LTD
Security Description
2% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
10864000.00
Base Market Value
12738040.00
Base Total Cost
12694348.9
Base Unrealized Gain Loss
43691.1
Base Accrued Interest
9656.89
Local Market Value
12738040
Local Total Cost Amount
12694348.9
Local Unrealized Gain Loss
43691.1
Local Accrued Interest
9656.89
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JAZZ SECURITIES DAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JAZZ SECURITIES DAC
Security Description
4.375% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
1090000.00
Base Market Value
969576.80
Base Total Cost
1077712.5
Base Unrealized Gain Loss
-108135.7
Base Accrued Interest
21989.23
Local Market Value
969576.8
Local Total Cost Amount
1077712.5
Local Unrealized Gain Loss
-108135.7
Local Accrued Interest
21989.23
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
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: JAZZ SECURITIES DAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JAZZ SECURITIES DAC
Security Description
4.375% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
400000.00
Base Market Value
355808.00
Base Total Cost
405666.67
Base Unrealized Gain Loss
-49858.67
Base Accrued Interest
8069.44
Local Market Value
355808
Local Total Cost Amount
405666.67
Local Unrealized Gain Loss
-49858.67
Local Accrued Interest
8069.44
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
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: JEFFERIES GROUP LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JEFFERIES GROUP LLC
Security Description
6.5% 20 Jan 2043
Maturity Date
2043-01-20T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
180000.00
Base Market Value
177944.40
Base Total Cost
247386.6
Base Unrealized Gain Loss
-69442.2
Base Accrued Interest
5232.5
Local Market Value
177944.4
Local Total Cost Amount
247386.6
Local Unrealized Gain Loss
-69442.2
Local Accrued Interest
5232.5
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
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: JEFFERIES FIN LLC / JFIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JEFFERIES FIN LLC / JFIN
Security Description
5% 15 Aug 2028
Maturity Date
2028-08-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
535000.00
Base Market Value
440037.50
Base Total Cost
543218.16
Base Unrealized Gain Loss
-103180.66
Base Accrued Interest
10105.55
Local Market Value
440037.5
Local Total Cost Amount
543218.16
Local Unrealized Gain Loss
-103180.66
Local Accrued Interest
10105.55
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
FINANCE
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: JEFFERIES FIN LLC / JFIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JEFFERIES FIN LLC / JFIN
Security Description
5% 15 Aug 2028
Maturity Date
2028-08-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1225000.00
Base Market Value
1007562.50
Base Total Cost
1199937.5
Base Unrealized Gain Loss
-192375
Base Accrued Interest
23138.89
Local Market Value
1007562.5
Local Total Cost Amount
1199937.5
Local Unrealized Gain Loss
-192375
Local Accrued Interest
23138.89
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: JEFFERIES FIN LLC / JFIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JEFFERIES FIN LLC / JFIN
Security Description
5% 15 Aug 2028
Maturity Date
2028-08-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
200000.00
Base Market Value
164500.00
Base Total Cost
200000
Base Unrealized Gain Loss
-35500
Base Accrued Interest
3777.78
Local Market Value
164500
Local Total Cost Amount
200000
Local Unrealized Gain Loss
-35500
Local Accrued Interest
3777.78
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
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: JEFFERIES GRP LLC / CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JEFFERIES GRP LLC / CAP
Security Description
4.85% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
4.85
Original Face
0
Shares Par Value
210000.00
Base Market Value
210071.40
Base Total Cost
228347.87
Base Unrealized Gain Loss
-18276.47
Base Accrued Interest
4696.42
Local Market Value
210071.4
Local Total Cost Amount
228347.87
Local Unrealized Gain Loss
-18276.47
Local Accrued Interest
4696.42
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
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: JEFFERSON CAPITAL HOLDIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JEFFERSON CAPITAL HOLDIN
Security Description
6% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
987000.00
Base Market Value
863625.00
Base Total Cost
991096
Base Unrealized Gain Loss
-127471
Base Accrued Interest
22372
Local Market Value
863625
Local Total Cost Amount
991096
Local Unrealized Gain Loss
-127471
Local Accrued Interest
22372
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
Ba3
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: JEFFERSON CAPITAL HOLDIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JEFFERSON CAPITAL HOLDIN
Security Description
6% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
325000.00
Base Market Value
284375.00
Base Total Cost
325000
Base Unrealized Gain Loss
-40625
Base Accrued Interest
7366.67
Local Market Value
284375
Local Total Cost Amount
325000
Local Unrealized Gain Loss
-40625
Local Accrued Interest
7366.67
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba3
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: JELD WEN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JELD WEN INC
Security Description
4.625% 15 Dec 2025
Maturity Date
2025-12-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
975000.00
Base Market Value
828750.00
Base Total Cost
911625
Base Unrealized Gain Loss
-82875
Base Accrued Interest
2004.17
Local Market Value
828750
Local Total Cost Amount
911625
Local Unrealized Gain Loss
-82875
Local Accrued Interest
2004.17
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
B2
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JELD WEN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JELD WEN INC
Security Description
4.875% 15 Dec 2027
Maturity Date
2027-12-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
1900000.00
Base Market Value
1482000.00
Base Total Cost
1693149.09
Base Unrealized Gain Loss
-211149.09
Base Accrued Interest
4116.67
Local Market Value
1482000
Local Total Cost Amount
1693149.09
Local Unrealized Gain Loss
-211149.09
Local Accrued Interest
4116.67
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
B2
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JELD WEN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JELD WEN INC
Security Description
6.25% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
275000.00
Base Market Value
264000.00
Base Total Cost
276312.5
Base Unrealized Gain Loss
-12312.5
Base Accrued Interest
2196.18
Local Market Value
264000
Local Total Cost Amount
276312.5
Local Unrealized Gain Loss
-12312.5
Local Accrued Interest
2196.18
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: JETBLUE 2019 1 CLASS AA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JETBLUE 2019 1 CLASS AA
Security Description
2.75% 15 Nov 2033
Maturity Date
2033-11-15T00:00:00.000
Interest Rate
2.75
Original Face
525000
Shares Par Value
467388.75
Base Market Value
404442.00
Base Total Cost
426492.23
Base Unrealized Gain Loss
-22050.23
Base Accrued Interest
1642.35
Local Market Value
404442
Local Total Cost Amount
426492.23
Local Unrealized Gain Loss
-22050.23
Local Accrued Interest
1642.35
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
A2
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: JETBLUE AIRWAYS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JETBLUE AIRWAYS CORP
Security Description
0.5% 01 Apr 2026
Maturity Date
2026-04-01T00:00:00.000
Interest Rate
0.5
Original Face
0
Shares Par Value
296000.00
Base Market Value
217708.00
Base Total Cost
290673.03
Base Unrealized Gain Loss
-72965.03
Base Accrued Interest
370
Local Market Value
217708
Local Total Cost Amount
290673.03
Local Unrealized Gain Loss
-72965.03
Local Accrued Interest
370
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JETBLUE AIRWAYS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JETBLUE AIRWAYS CORP
Security Description
0.5% 01 Apr 2026
Maturity Date
2026-04-01T00:00:00.000
Interest Rate
0.5
Original Face
0
Shares Par Value
19346000.00
Base Market Value
14228983.00
Base Total Cost
19224692.42
Base Unrealized Gain Loss
-4995709.42
Base Accrued Interest
24182.5
Local Market Value
14228983
Local Total Cost Amount
19224692.42
Local Unrealized Gain Loss
-4995709.42
Local Accrued Interest
24182.5
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JOHNSON + JOHNSON
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JOHNSON + JOHNSON
Security Description
3.7% 01 Mar 2046
Maturity Date
2046-03-01T00:00:00.000
Interest Rate
3.7
Original Face
0
Shares Par Value
371000.00
Base Market Value
341524.05
Base Total Cost
410533.76
Base Unrealized Gain Loss
-69009.71
Base Accrued Interest
4575.67
Local Market Value
341524.05
Local Total Cost Amount
410533.76
Local Unrealized Gain Loss
-69009.71
Local Accrued Interest
4575.67
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
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: JOHNSON + JOHNSON
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JOHNSON + JOHNSON
Security Description
2.1% 01 Sep 2040
Maturity Date
2040-09-01T00:00:00.000
Interest Rate
2.1
Original Face
0
Shares Par Value
1894000.00
Base Market Value
1384040.50
Base Total Cost
1794385.6
Base Unrealized Gain Loss
-410345.1
Base Accrued Interest
13258
Local Market Value
1384040.5
Local Total Cost Amount
1794385.6
Local Unrealized Gain Loss
-410345.1
Local Accrued Interest
13258
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
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: JOHNSON CONTROLS INTL PL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JOHNSON CONTROLS INTL PL
Security Description
3.9% 14 Feb 2026
Maturity Date
2026-02-14T00:00:00.000
Interest Rate
3.9
Original Face
0
Shares Par Value
152000.00
Base Market Value
150925.36
Base Total Cost
168593.84
Base Unrealized Gain Loss
-17668.48
Base Accrued Interest
2255.93
Local Market Value
150925.36
Local Total Cost Amount
168593.84
Local Unrealized Gain Loss
-17668.48
Local Accrued Interest
2255.93
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
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: JOHNSON CONTROLS INTL PL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JOHNSON CONTROLS INTL PL
Security Description
4.5% 15 Feb 2047
Maturity Date
2047-02-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
470000.00
Base Market Value
411179.50
Base Total Cost
595396
Base Unrealized Gain Loss
-184216.5
Base Accrued Interest
7990
Local Market Value
411179.5
Local Total Cost Amount
595396
Local Unrealized Gain Loss
-184216.5
Local Accrued Interest
7990
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
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: JOSEPH T RYERSON + SON I
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JOSEPH T RYERSON + SON I
Security Description
8.5% 01 Aug 2028
Maturity Date
2028-08-01T00:00:00.000
Interest Rate
8.5
Original Face
0
Shares Par Value
65000.00
Base Market Value
67119.00
Base Total Cost
69233.97
Base Unrealized Gain Loss
-2114.97
Base Accrued Interest
2302.08
Local Market Value
67119
Local Total Cost Amount
69233.97
Local Unrealized Gain Loss
-2114.97
Local Accrued Interest
2302.08
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
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: JOSEPH T RYERSON + SON I
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JOSEPH T RYERSON + SON I
Security Description
8.5% 01 Aug 2028
Maturity Date
2028-08-01T00:00:00.000
Interest Rate
8.5
Original Face
0
Shares Par Value
63000.00
Base Market Value
65053.80
Base Total Cost
66553.7
Base Unrealized Gain Loss
-1499.9
Base Accrued Interest
2231.25
Local Market Value
65053.8
Local Total Cost Amount
66553.7
Local Unrealized Gain Loss
-1499.9
Local Accrued Interest
2231.25
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
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: ZIFF DAVIS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ZIFF DAVIS INC
Security Description
4.625% 15 Oct 2030
Maturity Date
2030-10-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
2027000.00
Base Market Value
1727916.15
Base Total Cost
1996189.53
Base Unrealized Gain Loss
-268273.38
Base Accrued Interest
19791.4
Local Market Value
1727916.15
Local Total Cost Amount
1996189.53
Local Unrealized Gain Loss
-268273.38
Local Accrued Interest
19791.4
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ZIFF DAVIS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ZIFF DAVIS INC
Security Description
4.625% 15 Oct 2030
Maturity Date
2030-10-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
264000.00
Base Market Value
225046.80
Base Total Cost
243540
Base Unrealized Gain Loss
-18493.2
Base Accrued Interest
2577.66
Local Market Value
225046.8
Local Total Cost Amount
243540
Local Unrealized Gain Loss
-18493.2
Local Accrued Interest
2577.66
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: ZIFF DAVIS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ZIFF DAVIS INC
Security Description
4.625% 15 Oct 2030
Maturity Date
2030-10-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
131000.00
Base Market Value
111670.95
Base Total Cost
131946.12
Base Unrealized Gain Loss
-20275.17
Base Accrued Interest
1279.07
Local Market Value
111670.95
Local Total Cost Amount
131946.12
Local Unrealized Gain Loss
-20275.17
Local Accrued Interest
1279.07
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 29 Oct 2049
Maturity Date
2049-10-29T00:00:00.000
Interest Rate
6.1
Original Face
0
Shares Par Value
1400000.00
Base Market Value
1307320.00
Base Total Cost
1464613.28
Base Unrealized Gain Loss
-157293.28
Base Accrued Interest
21350
Local Market Value
1307320
Local Total Cost Amount
1464613.28
Local Unrealized Gain Loss
-157293.28
Local Accrued Interest
21350
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1384000.00
Base Market Value
1221380.00
Base Total Cost
1436592
Base Unrealized Gain Loss
-215212
Base Accrued Interest
28833.33
Local Market Value
1221380
Local Total Cost Amount
1436592
Local Unrealized Gain Loss
-215212
Local Accrued Interest
28833.33
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
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
4.6
Original Face
0
Shares Par Value
220000.00
Base Market Value
185794.40
Base Total Cost
228492
Base Unrealized Gain Loss
-42697.6
Base Accrued Interest
4216.66
Local Market Value
185794.4
Local Total Cost Amount
228492
Local Unrealized Gain Loss
-42697.6
Local Accrued Interest
4216.66
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
4.6
Original Face
0
Shares Par Value
450000.00
Base Market Value
380034.00
Base Total Cost
462442.5
Base Unrealized Gain Loss
-82408.5
Base Accrued Interest
8625
Local Market Value
380034
Local Total Cost Amount
462442.5
Local Unrealized Gain Loss
-82408.5
Local Accrued Interest
8625
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
4.6
Original Face
0
Shares Par Value
964000.00
Base Market Value
814117.28
Base Total Cost
970487.2
Base Unrealized Gain Loss
-156369.92
Base Accrued Interest
18476.66
Local Market Value
814117.28
Local Total Cost Amount
970487.2
Local Unrealized Gain Loss
-156369.92
Local Accrued Interest
18476.66
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
4.6
Original Face
0
Shares Par Value
175000.00
Base Market Value
147791.00
Base Total Cost
174812.5
Base Unrealized Gain Loss
-27021.5
Base Accrued Interest
3354.17
Local Market Value
147791
Local Total Cost Amount
174812.5
Local Unrealized Gain Loss
-27021.5
Local Accrued Interest
3354.17
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
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
3.65
Original Face
0
Shares Par Value
4525000.00
Base Market Value
3705975.00
Base Total Cost
4525555
Base Unrealized Gain Loss
-819580
Base Accrued Interest
13763.54
Local Market Value
3705975
Local Total Cost Amount
4525555
Local Unrealized Gain Loss
-819580
Local Accrued Interest
13763.54
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
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: JPMORGAN CHASE FINANCIAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE FINANCIAL
Security Description
0.25% 01 May 2023
Maturity Date
2023-05-01T00:00:00.000
Interest Rate
0.25
Original Face
0
Shares Par Value
23680000.00
Base Market Value
24449600.00
Base Total Cost
23833363.59
Base Unrealized Gain Loss
616236.41
Base Accrued Interest
9866.66
Local Market Value
24449600
Local Total Cost Amount
23833363.59
Local Unrealized Gain Loss
616236.41
Local Accrued Interest
9866.66
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Moody S Quality Rating
A2
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: JPMORGAN CHASE FINANCIAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE FINANCIAL
Security Description
0.25% 01 May 2023
Maturity Date
2023-05-01T00:00:00.000
Interest Rate
0.25
Original Face
0
Shares Par Value
8179000.00
Base Market Value
8444817.50
Base Total Cost
8164935.63
Base Unrealized Gain Loss
279881.87
Base Accrued Interest
3407.91
Local Market Value
8444817.5
Local Total Cost Amount
8164935.63
Local Unrealized Gain Loss
279881.87
Local Accrued Interest
3407.91
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Moody S Quality Rating
A2
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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