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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: L3HARRIS TECH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
L3HARRIS TECH INC
Security Description
4.4% 15 Jun 2028
Maturity Date
2028-06-15T00:00:00.000
Interest Rate
4.4
Original Face
0
Shares Par Value
1335000.00
Base Market Value
1311116.85
Base Total Cost
1518322.2
Base Unrealized Gain Loss
-207205.35
Base Accrued Interest
2610.67
Local Market Value
1311116.85
Local Total Cost Amount
1518322.2
Local Unrealized Gain Loss
-207205.35
Local Accrued Interest
2610.67
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
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: LYB INT FINANCE III
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LYB INT FINANCE III
Security Description
4.2% 15 Oct 2049
Maturity Date
2049-10-15T00:00:00.000
Interest Rate
4.2
Original Face
0
Shares Par Value
1160000.00
Base Market Value
942616.00
Base Total Cost
1316808.8
Base Unrealized Gain Loss
-374192.8
Base Accrued Interest
10285.33
Local Market Value
942616
Local Total Cost Amount
1316808.8
Local Unrealized Gain Loss
-374192.8
Local Accrued Interest
10285.33
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: LABORATORY CORP OF AMER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LABORATORY CORP OF AMER
Security Description
4.7% 01 Feb 2045
Maturity Date
2045-02-01T00:00:00.000
Interest Rate
4.7
Original Face
0
Shares Par Value
1000000.00
Base Market Value
888060.00
Base Total Cost
1247240
Base Unrealized Gain Loss
-359180
Base Accrued Interest
19583.33
Local Market Value
888060
Local Total Cost Amount
1247240
Local Unrealized Gain Loss
-359180
Local Accrued Interest
19583.33
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
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: LADDER CAP FIN LLLP/CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LADDER CAP FIN LLLP/CORP
Security Description
4.25% 01 Feb 2027
Maturity Date
2027-02-01T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
175000.00
Base Market Value
141281.00
Base Total Cost
175000
Base Unrealized Gain Loss
-33719
Base Accrued Interest
3098.96
Local Market Value
141281
Local Total Cost Amount
175000
Local Unrealized Gain Loss
-33719
Local Accrued Interest
3098.96
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: LADDER CAP FIN LLLP/CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LADDER CAP FIN LLLP/CORP
Security Description
4.25% 01 Feb 2027
Maturity Date
2027-02-01T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
1725000.00
Base Market Value
1392627.00
Base Total Cost
1523798.22
Base Unrealized Gain Loss
-131171.22
Base Accrued Interest
30546.87
Local Market Value
1392627
Local Total Cost Amount
1523798.22
Local Unrealized Gain Loss
-131171.22
Local Accrued Interest
30546.87
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
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: LADDER CAP FIN LLLP/CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LADDER CAP FIN LLLP/CORP
Security Description
4.75% 15 Jun 2029
Maturity Date
2029-06-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
125000.00
Base Market Value
96178.75
Base Total Cost
125000
Base Unrealized Gain Loss
-28821.25
Base Accrued Interest
263.89
Local Market Value
96178.75
Local Total Cost Amount
125000
Local Unrealized Gain Loss
-28821.25
Local Accrued Interest
263.89
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
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: LADDER CAP FIN LLLP/CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LADDER CAP FIN LLLP/CORP
Security Description
4.75% 15 Jun 2029
Maturity Date
2029-06-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
555000.00
Base Market Value
427033.65
Base Total Cost
555425
Base Unrealized Gain Loss
-128391.35
Base Accrued Interest
1171.67
Local Market Value
427033.65
Local Total Cost Amount
555425
Local Unrealized Gain Loss
-128391.35
Local Accrued Interest
1171.67
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
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: LAM RESEARCH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LAM RESEARCH CORP
Security Description
4% 15 Mar 2029
Maturity Date
2029-03-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
75000.00
Base Market Value
73685.25
Base Total Cost
85773
Base Unrealized Gain Loss
-12087.75
Base Accrued Interest
883.33
Local Market Value
73685.25
Local Total Cost Amount
85773
Local Unrealized Gain Loss
-12087.75
Local Accrued Interest
883.33
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
A2
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LAMAR MEDIA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LAMAR MEDIA CORP
Security Description
3.75% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
500000.00
Base Market Value
443865.00
Base Total Cost
500000
Base Unrealized Gain Loss
-56135
Base Accrued Interest
8645.83
Local Market Value
443865
Local Total Cost Amount
500000
Local Unrealized Gain Loss
-56135
Local Accrued Interest
8645.83
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
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: LAMAR MEDIA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LAMAR MEDIA CORP
Security Description
3.75% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
25000.00
Base Market Value
22193.25
Base Total Cost
25000
Base Unrealized Gain Loss
-2806.75
Base Accrued Interest
432.29
Local Market Value
22193.25
Local Total Cost Amount
25000
Local Unrealized Gain Loss
-2806.75
Local Accrued Interest
432.29
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
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: LAMAR MEDIA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LAMAR MEDIA CORP
Security Description
4% 15 Feb 2030
Maturity Date
2030-02-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
550000.00
Base Market Value
461807.50
Base Total Cost
529000
Base Unrealized Gain Loss
-67192.5
Base Accrued Interest
977.77
Local Market Value
461807.5
Local Total Cost Amount
529000
Local Unrealized Gain Loss
-67192.5
Local Accrued Interest
977.77
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: LAMAR MEDIA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LAMAR MEDIA CORP
Security Description
4% 15 Feb 2030
Maturity Date
2030-02-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
600000.00
Base Market Value
503790.00
Base Total Cost
597702
Base Unrealized Gain Loss
-93912
Base Accrued Interest
1066.66
Local Market Value
503790
Local Total Cost Amount
597702
Local Unrealized Gain Loss
-93912
Local Accrued Interest
1066.66
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: LAMAR MEDIA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LAMAR MEDIA CORP
Security Description
4% 15 Feb 2030
Maturity Date
2030-02-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
325000.00
Base Market Value
272886.25
Base Total Cost
320982.95
Base Unrealized Gain Loss
-48096.7
Base Accrued Interest
577.77
Local Market Value
272886.25
Local Total Cost Amount
320982.95
Local Unrealized Gain Loss
-48096.7
Local Accrued Interest
577.77
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: LAMAR MEDIA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LAMAR MEDIA CORP
Security Description
4.875% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
300000.00
Base Market Value
270036.00
Base Total Cost
289500
Base Unrealized Gain Loss
-19464
Base Accrued Interest
4306.25
Local Market Value
270036
Local Total Cost Amount
289500
Local Unrealized Gain Loss
-19464
Local Accrued Interest
4306.25
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
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: LAMAR MEDIA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LAMAR MEDIA CORP
Security Description
3.625% 15 Jan 2031
Maturity Date
2031-01-15T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
125000.00
Base Market Value
102302.50
Base Total Cost
125347.52
Base Unrealized Gain Loss
-23045.02
Base Accrued Interest
956.59
Local Market Value
102302.5
Local Total Cost Amount
125347.52
Local Unrealized Gain Loss
-23045.02
Local Accrued Interest
956.59
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
TELEPHONE
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: LAMAR MEDIA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LAMAR MEDIA CORP
Security Description
3.625% 15 Jan 2031
Maturity Date
2031-01-15T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
1525000.00
Base Market Value
1248090.50
Base Total Cost
1520794.05
Base Unrealized Gain Loss
-272703.55
Base Accrued Interest
11670.47
Local Market Value
1248090.5
Local Total Cost Amount
1520794.05
Local Unrealized Gain Loss
-272703.55
Local Accrued Interest
11670.47
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
TELEPHONE
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: LAMB WESTON HLD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LAMB WESTON HLD
Security Description
4.875% 15 May 2028
Maturity Date
2028-05-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
445000.00
Base Market Value
418793.95
Base Total Cost
473056.25
Base Unrealized Gain Loss
-54262.3
Base Accrued Interest
2771.97
Local Market Value
418793.95
Local Total Cost Amount
473056.25
Local Unrealized Gain Loss
-54262.3
Local Accrued Interest
2771.97
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
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: LAMB WESTON HLD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LAMB WESTON HLD
Security Description
4.125% 31 Jan 2030
Maturity Date
2030-01-31T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
200000.00
Base Market Value
173112.00
Base Total Cost
199500
Base Unrealized Gain Loss
-26388
Base Accrued Interest
5339.58
Local Market Value
173112
Local Total Cost Amount
199500
Local Unrealized Gain Loss
-26388
Local Accrued Interest
5339.58
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LAMB WESTON HLD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LAMB WESTON HLD
Security Description
4.125% 31 Jan 2030
Maturity Date
2030-01-31T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
225000.00
Base Market Value
194751.00
Base Total Cost
225000
Base Unrealized Gain Loss
-30249
Base Accrued Interest
6007.03
Local Market Value
194751
Local Total Cost Amount
225000
Local Unrealized Gain Loss
-30249
Local Accrued Interest
6007.03
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: LAMB WESTON HLD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LAMB WESTON HLD
Security Description
4.375% 31 Jan 2032
Maturity Date
2032-01-31T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
225000.00
Base Market Value
195750.00
Base Total Cost
225000
Base Unrealized Gain Loss
-29250
Base Accrued Interest
6371.09
Local Market Value
195750
Local Total Cost Amount
225000
Local Unrealized Gain Loss
-29250
Local Accrued Interest
6371.09
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: LAND O LAKES CAP TRST I
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LAND O LAKES CAP TRST I
Security Description
7.45% 15 Mar 2028
Maturity Date
2028-03-15T00:00:00.000
Interest Rate
7.45
Original Face
0
Shares Par Value
675000.00
Base Market Value
700312.50
Base Total Cost
762375
Base Unrealized Gain Loss
-62062.5
Base Accrued Interest
14806.89
Local Market Value
700312.5
Local Total Cost Amount
762375
Local Unrealized Gain Loss
-62062.5
Local Accrued Interest
14806.89
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
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: LAND O LAKES CAP TRST I
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LAND O LAKES CAP TRST I
Security Description
7.45% 15 Mar 2028
Maturity Date
2028-03-15T00:00:00.000
Interest Rate
7.45
Original Face
0
Shares Par Value
1212000.00
Base Market Value
1257450.00
Base Total Cost
1340810
Base Unrealized Gain Loss
-83360
Base Accrued Interest
26586.56
Local Market Value
1257450
Local Total Cost Amount
1340810
Local Unrealized Gain Loss
-83360
Local Accrued Interest
26586.56
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
INDUSTRIAL
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: LAND O LAKES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LAND O LAKES INC
Security Description
6% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
135000.00
Base Market Value
135359.10
Base Total Cost
138707.1
Base Unrealized Gain Loss
-3348
Base Accrued Interest
1035
Local Market Value
135359.1
Local Total Cost Amount
138707.1
Local Unrealized Gain Loss
-3348
Local Accrued Interest
1035
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: LAS VEGAS SANDS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LAS VEGAS SANDS CORP
Security Description
3.2% 08 Aug 2024
Maturity Date
2024-08-08T00:00:00.000
Interest Rate
3.2
Original Face
0
Shares Par Value
1555000.00
Base Market Value
1468868.55
Base Total Cost
1553771.55
Base Unrealized Gain Loss
-84903
Base Accrued Interest
19765.78
Local Market Value
1468868.55
Local Total Cost Amount
1553771.55
Local Unrealized Gain Loss
-84903
Local Accrued Interest
19765.78
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
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: LD HOLDINGS GROUP LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LD HOLDINGS GROUP LLC
Security Description
6.5% 01 Nov 2025
Maturity Date
2025-11-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
1140000.00
Base Market Value
775200.00
Base Total Cost
1168141.99
Base Unrealized Gain Loss
-392941.99
Base Accrued Interest
12350
Local Market Value
775200
Local Total Cost Amount
1168141.99
Local Unrealized Gain Loss
-392941.99
Local Accrued Interest
12350
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LEAR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEAR CORP
Security Description
4.25% 15 May 2029
Maturity Date
2029-05-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
405000.00
Base Market Value
371980.35
Base Total Cost
435314.25
Base Unrealized Gain Loss
-63333.9
Base Accrued Interest
2199.38
Local Market Value
371980.35
Local Total Cost Amount
435314.25
Local Unrealized Gain Loss
-63333.9
Local Accrued Interest
2199.38
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
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: LEEWARD RENEWABL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEEWARD RENEWABL
Security Description
4.25% 01 Jul 2029
Maturity Date
2029-07-01T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
810000.00
Base Market Value
645885.90
Base Total Cost
810000
Base Unrealized Gain Loss
-164114.1
Base Accrued Interest
0
Local Market Value
645885.9
Local Total Cost Amount
810000
Local Unrealized Gain Loss
-164114.1
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
ELECTRIC/GAS
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: LEEWARD RENEWABL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEEWARD RENEWABL
Security Description
4.25% 01 Jul 2029
Maturity Date
2029-07-01T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
985000.00
Base Market Value
785429.15
Base Total Cost
1001606.25
Base Unrealized Gain Loss
-216177.1
Base Accrued Interest
0
Local Market Value
785429.15
Local Total Cost Amount
1001606.25
Local Unrealized Gain Loss
-216177.1
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
ELECTRIC/GAS
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: LEEWARD RENEWABL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEEWARD RENEWABL
Security Description
4.25% 01 Jul 2029
Maturity Date
2029-07-01T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
750000.00
Base Market Value
598042.50
Base Total Cost
755780.5
Base Unrealized Gain Loss
-157738
Base Accrued Interest
0
Local Market Value
598042.5
Local Total Cost Amount
755780.5
Local Unrealized Gain Loss
-157738
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
ELECTRIC/GAS
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: LEEWARD RENEWABL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEEWARD RENEWABL
Security Description
4.25% 01 Jul 2029
Maturity Date
2029-07-01T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
845000.00
Base Market Value
673794.55
Base Total Cost
847112.5
Base Unrealized Gain Loss
-173317.95
Base Accrued Interest
0
Local Market Value
673794.55
Local Total Cost Amount
847112.5
Local Unrealized Gain Loss
-173317.95
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
ELECTRIC/GAS
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: LEEWARD RENEWABL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEEWARD RENEWABL
Security Description
4.25% 01 Jul 2029
Maturity Date
2029-07-01T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
125000.00
Base Market Value
99673.75
Base Total Cost
125000
Base Unrealized Gain Loss
-25326.25
Base Accrued Interest
0
Local Market Value
99673.75
Local Total Cost Amount
125000
Local Unrealized Gain Loss
-25326.25
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
ELECTRIC/GAS
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: LEGENDS HOSPITALITY HOLD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEGENDS HOSPITALITY HOLD
Security Description
5% 01 Feb 2026
Maturity Date
2026-02-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
965000.00
Base Market Value
808670.00
Base Total Cost
957762.5
Base Unrealized Gain Loss
-149092.5
Base Accrued Interest
20104.17
Local Market Value
808670
Local Total Cost Amount
957762.5
Local Unrealized Gain Loss
-149092.5
Local Accrued Interest
20104.17
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
B3
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: LEGENDS HOSPITALITY HOLD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEGENDS HOSPITALITY HOLD
Security Description
5% 01 Feb 2026
Maturity Date
2026-02-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
2795000.00
Base Market Value
2342210.00
Base Total Cost
2762531.25
Base Unrealized Gain Loss
-420321.25
Base Accrued Interest
58229.16
Local Market Value
2342210
Local Total Cost Amount
2762531.25
Local Unrealized Gain Loss
-420321.25
Local Accrued Interest
58229.16
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
B3
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: LEHMAN BRTH HLD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEHMAN BRTH HLD
Security Description
6.75% 28 Dec 2017
Maturity Date
2017-12-28T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
1975000.00
Base Market Value
0.02
Base Total Cost
0.2
Base Unrealized Gain Loss
-0.18
Base Accrued Interest
0
Local Market Value
0.02
Local Total Cost Amount
0.2
Local Unrealized Gain Loss
-0.18
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
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: LEHMAN BRTH HLD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEHMAN BRTH HLD
Security Description
6.5% 19 Jul 2017
Maturity Date
2017-07-19T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
4630000.00
Base Market Value
0.05
Base Total Cost
0.46
Base Unrealized Gain Loss
-0.41
Base Accrued Interest
0
Local Market Value
0.05
Local Total Cost Amount
0.46
Local Unrealized Gain Loss
-0.41
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
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: LEIDOS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEIDOS INC
Security Description
3.625% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
60000.00
Base Market Value
58732.20
Base Total Cost
64616.47
Base Unrealized Gain Loss
-5884.27
Base Accrued Interest
277.92
Local Market Value
58732.2
Local Total Cost Amount
64616.47
Local Unrealized Gain Loss
-5884.27
Local Accrued Interest
277.92
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
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: LEIDOS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEIDOS INC
Security Description
3.625% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
2750000.00
Base Market Value
2691892.50
Base Total Cost
2981440
Base Unrealized Gain Loss
-289547.5
Base Accrued Interest
12737.85
Local Market Value
2691892.5
Local Total Cost Amount
2981440
Local Unrealized Gain Loss
-289547.5
Local Accrued Interest
12737.85
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: LEIDOS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEIDOS INC
Security Description
4.375% 15 May 2030
Maturity Date
2030-05-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
500000.00
Base Market Value
462485.00
Base Total Cost
585830
Base Unrealized Gain Loss
-123345
Base Accrued Interest
2795.14
Local Market Value
462485
Local Total Cost Amount
585830
Local Unrealized Gain Loss
-123345
Local Accrued Interest
2795.14
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: LENDINGTREE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LENDINGTREE INC
Security Description
0.5% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
0.5
Original Face
0
Shares Par Value
5507000.00
Base Market Value
3711718.00
Base Total Cost
5242447.2
Base Unrealized Gain Loss
-1530729.2
Base Accrued Interest
12696.69
Local Market Value
3711718
Local Total Cost Amount
5242447.2
Local Unrealized Gain Loss
-1530729.2
Local Accrued Interest
12696.69
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: LENNOX INTERNATIONAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LENNOX INTERNATIONAL INC
Security Description
1.35% 01 Aug 2025
Maturity Date
2025-08-01T00:00:00.000
Interest Rate
1.35
Original Face
0
Shares Par Value
5000000.00
Base Market Value
4580650.00
Base Total Cost
4995400
Base Unrealized Gain Loss
-414750
Base Accrued Interest
28125
Local Market Value
4580650
Local Total Cost Amount
4995400
Local Unrealized Gain Loss
-414750
Local Accrued Interest
28125
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: LEVEL 3 FINANCING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEVEL 3 FINANCING INC
Security Description
5.375% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
353000.00
Base Market Value
341905.21
Base Total Cost
348831.27
Base Unrealized Gain Loss
-6926.06
Base Accrued Interest
6324.58
Local Market Value
341905.21
Local Total Cost Amount
348831.27
Local Unrealized Gain Loss
-6926.06
Local Accrued Interest
6324.58
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LEVEL 3 FINANCING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEVEL 3 FINANCING INC
Security Description
5.375% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
400000.00
Base Market Value
387428.00
Base Total Cost
406937.5
Base Unrealized Gain Loss
-19509.5
Base Accrued Interest
7166.67
Local Market Value
387428
Local Total Cost Amount
406937.5
Local Unrealized Gain Loss
-19509.5
Local Accrued Interest
7166.67
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
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: LEVEL 3 FINANCING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEVEL 3 FINANCING INC
Security Description
5.375% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
100000.00
Base Market Value
96857.00
Base Total Cost
100250
Base Unrealized Gain Loss
-3393
Base Accrued Interest
1791.67
Local Market Value
96857
Local Total Cost Amount
100250
Local Unrealized Gain Loss
-3393
Local Accrued Interest
1791.67
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
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: LEVEL 3 FINANCING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEVEL 3 FINANCING INC
Security Description
5.25% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
59000.00
Base Market Value
55607.50
Base Total Cost
60548.76
Base Unrealized Gain Loss
-4941.26
Base Accrued Interest
653.92
Local Market Value
55607.5
Local Total Cost Amount
60548.76
Local Unrealized Gain Loss
-4941.26
Local Accrued Interest
653.92
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
TELEPHONE
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: LEVEL 3 FINANCING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEVEL 3 FINANCING INC
Security Description
4.625% 15 Sep 2027
Maturity Date
2027-09-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
6660000.00
Base Market Value
5677650.00
Base Total Cost
6801403.22
Base Unrealized Gain Loss
-1123753.22
Base Accrued Interest
90696.23
Local Market Value
5677650
Local Total Cost Amount
6801403.22
Local Unrealized Gain Loss
-1123753.22
Local Accrued Interest
90696.23
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
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: LEVEL 3 FINANCING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEVEL 3 FINANCING INC
Security Description
4.625% 15 Sep 2027
Maturity Date
2027-09-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
1350000.00
Base Market Value
1150875.00
Base Total Cost
1349332.31
Base Unrealized Gain Loss
-198457.31
Base Accrued Interest
18384.38
Local Market Value
1150875
Local Total Cost Amount
1349332.31
Local Unrealized Gain Loss
-198457.31
Local Accrued Interest
18384.38
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
FINANCE
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: LEVEL 3 FINANCING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEVEL 3 FINANCING INC
Security Description
4.625% 15 Sep 2027
Maturity Date
2027-09-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
221000.00
Base Market Value
188402.50
Base Total Cost
206358.75
Base Unrealized Gain Loss
-17956.25
Base Accrued Interest
3009.59
Local Market Value
188402.5
Local Total Cost Amount
206358.75
Local Unrealized Gain Loss
-17956.25
Local Accrued Interest
3009.59
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
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: LEVEL 3 FINANCING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEVEL 3 FINANCING INC
Security Description
4.625% 15 Sep 2027
Maturity Date
2027-09-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
150000.00
Base Market Value
127875.00
Base Total Cost
151312.5
Base Unrealized Gain Loss
-23437.5
Base Accrued Interest
2042.7
Local Market Value
127875
Local Total Cost Amount
151312.5
Local Unrealized Gain Loss
-23437.5
Local Accrued Interest
2042.7
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
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: LEVEL 3 FINANCING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEVEL 3 FINANCING INC
Security Description
4.25% 01 Jul 2028
Maturity Date
2028-07-01T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
365000.00
Base Market Value
292456.25
Base Total Cost
306600
Base Unrealized Gain Loss
-14143.75
Base Accrued Interest
0
Local Market Value
292456.25
Local Total Cost Amount
306600
Local Unrealized Gain Loss
-14143.75
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
FINANCE
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: LEVEL 3 FINANCING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LEVEL 3 FINANCING INC
Security Description
4.25% 01 Jul 2028
Maturity Date
2028-07-01T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
1500000.00
Base Market Value
1201875.00
Base Total Cost
1511811
Base Unrealized Gain Loss
-309936
Base Accrued Interest
0
Local Market Value
1201875
Local Total Cost Amount
1511811
Local Unrealized Gain Loss
-309936
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
FINANCE
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
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