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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: LIONS GATE CAPITAL HOLD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIONS GATE CAPITAL HOLD
Security Description
5.5% 15 Apr 2029
Maturity Date
2029-04-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
989000.00
Base Market Value
771420.00
Base Total Cost
982157.04
Base Unrealized Gain Loss
-210737.04
Base Accrued Interest
11483.37
Local Market Value
771420
Local Total Cost Amount
982157.04
Local Unrealized Gain Loss
-210737.04
Local Accrued Interest
11483.37
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
Moody S Quality Rating
B3
S And P Quality Rating
CCC+
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: LITHIA MOTORS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LITHIA MOTORS INC
Security Description
4.625% 15 Dec 2027
Maturity Date
2027-12-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
190000.00
Base Market Value
174157.80
Base Total Cost
190000
Base Unrealized Gain Loss
-15842.2
Base Accrued Interest
390.56
Local Market Value
174157.8
Local Total Cost Amount
190000
Local Unrealized Gain Loss
-15842.2
Local Accrued Interest
390.56
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
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: LITHIA MOTORS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LITHIA MOTORS INC
Security Description
4.625% 15 Dec 2027
Maturity Date
2027-12-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
350000.00
Base Market Value
320817.00
Base Total Cost
346765.63
Base Unrealized Gain Loss
-25948.63
Base Accrued Interest
719.44
Local Market Value
320817
Local Total Cost Amount
346765.63
Local Unrealized Gain Loss
-25948.63
Local Accrued Interest
719.44
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LITHIA MOTORS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LITHIA MOTORS INC
Security Description
4.375% 15 Jan 2031
Maturity Date
2031-01-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
310000.00
Base Market Value
264275.00
Base Total Cost
310000
Base Unrealized Gain Loss
-45725
Base Accrued Interest
6253.82
Local Market Value
264275
Local Total Cost Amount
310000
Local Unrealized Gain Loss
-45725
Local Accrued Interest
6253.82
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: LITHIA MOTORS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LITHIA MOTORS INC
Security Description
4.375% 15 Jan 2031
Maturity Date
2031-01-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
783000.00
Base Market Value
667507.50
Base Total Cost
825456.25
Base Unrealized Gain Loss
-157948.75
Base Accrued Interest
15795.91
Local Market Value
667507.5
Local Total Cost Amount
825456.25
Local Unrealized Gain Loss
-157948.75
Local Accrued Interest
15795.91
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: LITHIA MOTORS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LITHIA MOTORS INC
Security Description
3.875% 01 Jun 2029
Maturity Date
2029-06-01T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
277000.00
Base Market Value
235278.26
Base Total Cost
271575
Base Unrealized Gain Loss
-36296.74
Base Accrued Interest
894.48
Local Market Value
235278.26
Local Total Cost Amount
271575
Local Unrealized Gain Loss
-36296.74
Local Accrued Interest
894.48
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: LITHIA MOTORS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LITHIA MOTORS INC
Security Description
3.875% 01 Jun 2029
Maturity Date
2029-06-01T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
210000.00
Base Market Value
178369.80
Base Total Cost
210000
Base Unrealized Gain Loss
-31630.2
Base Accrued Interest
678.12
Local Market Value
178369.8
Local Total Cost Amount
210000
Local Unrealized Gain Loss
-31630.2
Local Accrued Interest
678.12
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
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: LITHIA MOTORS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LITHIA MOTORS INC
Security Description
3.875% 01 Jun 2029
Maturity Date
2029-06-01T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
330000.00
Base Market Value
280295.40
Base Total Cost
330000
Base Unrealized Gain Loss
-49704.6
Base Accrued Interest
1065.62
Local Market Value
280295.4
Local Total Cost Amount
330000
Local Unrealized Gain Loss
-49704.6
Local Accrued Interest
1065.62
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
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: LITHIA MOTORS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LITHIA MOTORS INC
Security Description
3.875% 01 Jun 2029
Maturity Date
2029-06-01T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
475000.00
Base Market Value
403455.50
Base Total Cost
478687.5
Base Unrealized Gain Loss
-75232
Base Accrued Interest
1533.85
Local Market Value
403455.5
Local Total Cost Amount
478687.5
Local Unrealized Gain Loss
-75232
Local Accrued Interest
1533.85
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
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: LIVE NATION ENTERTAINMEN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIVE NATION ENTERTAINMEN
Security Description
4.875% 01 Nov 2024
Maturity Date
2024-11-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
850000.00
Base Market Value
811750.00
Base Total Cost
820062.31
Base Unrealized Gain Loss
-8312.31
Base Accrued Interest
6906.25
Local Market Value
811750
Local Total Cost Amount
820062.31
Local Unrealized Gain Loss
-8312.31
Local Accrued Interest
6906.25
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
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: LIVE NATION ENTERTAINMEN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIVE NATION ENTERTAINMEN
Security Description
4.875% 01 Nov 2024
Maturity Date
2024-11-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
111000.00
Base Market Value
106005.00
Base Total Cost
112526.25
Base Unrealized Gain Loss
-6521.25
Base Accrued Interest
901.88
Local Market Value
106005
Local Total Cost Amount
112526.25
Local Unrealized Gain Loss
-6521.25
Local Accrued Interest
901.88
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: LIVE NATION ENTERTAINMEN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIVE NATION ENTERTAINMEN
Security Description
4.875% 01 Nov 2024
Maturity Date
2024-11-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
25000.00
Base Market Value
23875.00
Base Total Cost
24906.25
Base Unrealized Gain Loss
-1031.25
Base Accrued Interest
203.12
Local Market Value
23875
Local Total Cost Amount
24906.25
Local Unrealized Gain Loss
-1031.25
Local Accrued Interest
203.12
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
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: LIVE NATION ENTERTAINMEN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIVE NATION ENTERTAINMEN
Security Description
5.625% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
705000.00
Base Market Value
669750.00
Base Total Cost
720862.5
Base Unrealized Gain Loss
-51112.5
Base Accrued Interest
11676.56
Local Market Value
669750
Local Total Cost Amount
720862.5
Local Unrealized Gain Loss
-51112.5
Local Accrued Interest
11676.56
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
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: LIVE NATION ENTERTAINMEN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIVE NATION ENTERTAINMEN
Security Description
5.625% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
705000.00
Base Market Value
669750.00
Base Total Cost
710770.01
Base Unrealized Gain Loss
-41020.01
Base Accrued Interest
11676.56
Local Market Value
669750
Local Total Cost Amount
710770.01
Local Unrealized Gain Loss
-41020.01
Local Accrued Interest
11676.56
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
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: LIVE NATION ENTERTAINMEN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIVE NATION ENTERTAINMEN
Security Description
5.625% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
513000.00
Base Market Value
487350.00
Base Total Cost
514565
Base Unrealized Gain Loss
-27215
Base Accrued Interest
8496.58
Local Market Value
487350
Local Total Cost Amount
514565
Local Unrealized Gain Loss
-27215
Local Accrued Interest
8496.58
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
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: LIVE NATION ENTERTAINMEN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIVE NATION ENTERTAINMEN
Security Description
4.75% 15 Oct 2027
Maturity Date
2027-10-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
3165000.00
Base Market Value
2805835.80
Base Total Cost
3151050
Base Unrealized Gain Loss
-345214.2
Base Accrued Interest
31737.91
Local Market Value
2805835.8
Local Total Cost Amount
3151050
Local Unrealized Gain Loss
-345214.2
Local Accrued Interest
31737.91
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: LIVE NATION ENTERTAINMEN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIVE NATION ENTERTAINMEN
Security Description
4.75% 15 Oct 2027
Maturity Date
2027-10-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
235000.00
Base Market Value
208332.20
Base Total Cost
225705.24
Base Unrealized Gain Loss
-17373.04
Base Accrued Interest
2356.53
Local Market Value
208332.2
Local Total Cost Amount
225705.24
Local Unrealized Gain Loss
-17373.04
Local Accrued Interest
2356.53
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: LIVE NATION ENTERTAINMEN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIVE NATION ENTERTAINMEN
Security Description
4.75% 15 Oct 2027
Maturity Date
2027-10-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
574000.00
Base Market Value
508862.48
Base Total Cost
553555
Base Unrealized Gain Loss
-44692.52
Base Accrued Interest
5755.95
Local Market Value
508862.48
Local Total Cost Amount
553555
Local Unrealized Gain Loss
-44692.52
Local Accrued Interest
5755.95
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: LIVE NATION ENTERTAINMEN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIVE NATION ENTERTAINMEN
Security Description
6.5% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
1090000.00
Base Market Value
1071927.80
Base Total Cost
1110937.5
Base Unrealized Gain Loss
-39009.7
Base Accrued Interest
9053.05
Local Market Value
1071927.8
Local Total Cost Amount
1110937.5
Local Unrealized Gain Loss
-39009.7
Local Accrued Interest
9053.05
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: LIVE NATION ENTERTAINMEN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIVE NATION ENTERTAINMEN
Security Description
6.5% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
1500000.00
Base Market Value
1475130.00
Base Total Cost
1601575
Base Unrealized Gain Loss
-126445
Base Accrued Interest
12458.33
Local Market Value
1475130
Local Total Cost Amount
1601575
Local Unrealized Gain Loss
-126445
Local Accrued Interest
12458.33
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
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: LIVE NATION ENTERTAINMEN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIVE NATION ENTERTAINMEN
Security Description
6.5% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
476000.00
Base Market Value
468107.92
Base Total Cost
521819.99
Base Unrealized Gain Loss
-53712.07
Base Accrued Interest
3953.44
Local Market Value
468107.92
Local Total Cost Amount
521819.99
Local Unrealized Gain Loss
-53712.07
Local Accrued Interest
3953.44
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: LIVE NATION ENTERTAINMEN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIVE NATION ENTERTAINMEN
Security Description
6.5% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
1050000.00
Base Market Value
1032591.00
Base Total Cost
1086837.5
Base Unrealized Gain Loss
-54246.5
Base Accrued Interest
8720.84
Local Market Value
1032591
Local Total Cost Amount
1086837.5
Local Unrealized Gain Loss
-54246.5
Local Accrued Interest
8720.84
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
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: LIVE NATION ENTERTAINMEN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIVE NATION ENTERTAINMEN
Security Description
3.75% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
430000.00
Base Market Value
370875.00
Base Total Cost
430787.5
Base Unrealized Gain Loss
-59912.5
Base Accrued Interest
7435.42
Local Market Value
370875
Local Total Cost Amount
430787.5
Local Unrealized Gain Loss
-59912.5
Local Accrued Interest
7435.42
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
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: LIVE NATION ENTERTAINMEN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIVE NATION ENTERTAINMEN
Security Description
3.75% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
100000.00
Base Market Value
86250.00
Base Total Cost
100000
Base Unrealized Gain Loss
-13750
Base Accrued Interest
1729.17
Local Market Value
86250
Local Total Cost Amount
100000
Local Unrealized Gain Loss
-13750
Local Accrued Interest
1729.17
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
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: LIVEPERSON INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIVEPERSON INC
Security Description
0.01% 15 Dec 2026
Maturity Date
2026-12-15T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
14592000.00
Base Market Value
10487270.40
Base Total Cost
13479980.34
Base Unrealized Gain Loss
-2992709.94
Base Accrued Interest
0
Local Market Value
10487270.4
Local Total Cost Amount
13479980.34
Local Unrealized Gain Loss
-2992709.94
Local Accrued Interest
0
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: LLOYDS BANKING GROUP PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LLOYDS BANKING GROUP PLC
Security Description
4.582% 10 Dec 2025
Maturity Date
2025-12-10T00:00:00.000
Interest Rate
4.582
Original Face
0
Shares Par Value
1670000.00
Base Market Value
1637384.90
Base Total Cost
1858927.1
Base Unrealized Gain Loss
-221542.2
Base Accrued Interest
4463.63
Local Market Value
1637384.9
Local Total Cost Amount
1858927.1
Local Unrealized Gain Loss
-221542.2
Local Accrued Interest
4463.63
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
A3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LLOYDS BANKING GROUP PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LLOYDS BANKING GROUP PLC
Security Description
1% 07 Nov 2023
Maturity Date
2023-11-07T00:00:00.000
Interest Rate
2.907
Original Face
0
Shares Par Value
3585000.00
Base Market Value
3572560.05
Base Total Cost
3687746.1
Base Unrealized Gain Loss
-115186.05
Base Accrued Interest
15632.4
Local Market Value
3572560.05
Local Total Cost Amount
3687746.1
Local Unrealized Gain Loss
-115186.05
Local Accrued Interest
15632.4
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
A2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LLOYDS BANKING GROUP PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LLOYDS BANKING GROUP PLC
Security Description
1% 07 Nov 2028
Maturity Date
2028-11-07T00:00:00.000
Interest Rate
3.574
Original Face
0
Shares Par Value
1435000.00
Base Market Value
1342686.45
Base Total Cost
1597427.65
Base Unrealized Gain Loss
-254741.2
Base Accrued Interest
7693.03
Local Market Value
1342686.45
Local Total Cost Amount
1597427.65
Local Unrealized Gain Loss
-254741.2
Local Accrued Interest
7693.03
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
A2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LLOYDS BANKING GROUP PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LLOYDS BANKING GROUP PLC
Security Description
4.375% 22 Mar 2028
Maturity Date
2028-03-22T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
1225000.00
Base Market Value
1190283.50
Base Total Cost
1387949.5
Base Unrealized Gain Loss
-197666
Base Accrued Interest
14738.28
Local Market Value
1190283.5
Local Total Cost Amount
1387949.5
Local Unrealized Gain Loss
-197666
Local Accrued Interest
14738.28
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
A2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LLOYDS BANKING GROUP PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LLOYDS BANKING GROUP PLC
Security Description
1% 05 Feb 2026
Maturity Date
2026-02-05T00:00:00.000
Interest Rate
2.438
Original Face
0
Shares Par Value
500000.00
Base Market Value
473125.00
Base Total Cost
521540
Base Unrealized Gain Loss
-48415
Base Accrued Interest
4943.72
Local Market Value
473125
Local Total Cost Amount
521540
Local Unrealized Gain Loss
-48415
Local Accrued Interest
4943.72
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
A2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LLOYDS BANKING GROUP PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LLOYDS BANKING GROUP PLC
Security Description
1% 05 Feb 2026
Maturity Date
2026-02-05T00:00:00.000
Interest Rate
2.438
Original Face
0
Shares Par Value
250000.00
Base Market Value
236562.50
Base Total Cost
258192.5
Base Unrealized Gain Loss
-21630
Base Accrued Interest
2471.86
Local Market Value
236562.5
Local Total Cost Amount
258192.5
Local Unrealized Gain Loss
-21630
Local Accrued Interest
2471.86
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
A2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LLOYDS BANKING GROUP PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LLOYDS BANKING GROUP PLC
Security Description
1% 05 Feb 2026
Maturity Date
2026-02-05T00:00:00.000
Interest Rate
2.438
Original Face
0
Shares Par Value
210000.00
Base Market Value
198712.50
Base Total Cost
209485.5
Base Unrealized Gain Loss
-10773
Base Accrued Interest
2076.36
Local Market Value
198712.5
Local Total Cost Amount
209485.5
Local Unrealized Gain Loss
-10773
Local Accrued Interest
2076.36
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
A2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LLOYDS BANKING GROUP PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LLOYDS BANKING GROUP PLC
Security Description
4.45% 08 May 2025
Maturity Date
2025-05-08T00:00:00.000
Interest Rate
4.45
Original Face
0
Shares Par Value
2530000.00
Base Market Value
2532201.10
Base Total Cost
2797041.5
Base Unrealized Gain Loss
-264840.4
Base Accrued Interest
16575.01
Local Market Value
2532201.1
Local Total Cost Amount
2797041.5
Local Unrealized Gain Loss
-264840.4
Local Accrued Interest
16575.01
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
A2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LLOYDS BANKING GROUP PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LLOYDS BANKING GROUP PLC
Security Description
1% 09 Jul 2025
Maturity Date
2025-07-09T00:00:00.000
Interest Rate
3.87
Original Face
0
Shares Par Value
11165000.00
Base Market Value
11025995.75
Base Total Cost
12288766.35
Base Unrealized Gain Loss
-1262770.6
Base Accrued Interest
206440.85
Local Market Value
11025995.75
Local Total Cost Amount
12288766.35
Local Unrealized Gain Loss
-1262770.6
Local Accrued Interest
206440.85
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
A2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LOCKHEED MARTIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOCKHEED MARTIN CORP
Security Description
6.15% 01 Sep 2036
Maturity Date
2036-09-01T00:00:00.000
Interest Rate
6.15
Original Face
0
Shares Par Value
280000.00
Base Market Value
321686.40
Base Total Cost
394522.8
Base Unrealized Gain Loss
-72836.4
Base Accrued Interest
5740
Local Market Value
321686.4
Local Total Cost Amount
394522.8
Local Unrealized Gain Loss
-72836.4
Local Accrued Interest
5740
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: LOCKHEED MARTIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOCKHEED MARTIN CORP
Security Description
4.07% 15 Dec 2042
Maturity Date
2042-12-15T00:00:00.000
Interest Rate
4.07
Original Face
0
Shares Par Value
410000.00
Base Market Value
380664.50
Base Total Cost
493922.9
Base Unrealized Gain Loss
-113258.4
Base Accrued Interest
741.64
Local Market Value
380664.5
Local Total Cost Amount
493922.9
Local Unrealized Gain Loss
-113258.4
Local Accrued Interest
741.64
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: LOCKHEED MARTIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOCKHEED MARTIN CORP
Security Description
3.6% 01 Mar 2035
Maturity Date
2035-03-01T00:00:00.000
Interest Rate
3.6
Original Face
0
Shares Par Value
1595000.00
Base Market Value
1475518.55
Base Total Cost
1581251.1
Base Unrealized Gain Loss
-105732.55
Base Accrued Interest
19140
Local Market Value
1475518.55
Local Total Cost Amount
1581251.1
Local Unrealized Gain Loss
-105732.55
Local Accrued Interest
19140
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: LOCKHEED MARTIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOCKHEED MARTIN CORP
Security Description
4.5% 15 May 2036
Maturity Date
2036-05-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
3250000.00
Base Market Value
3228907.50
Base Total Cost
3379418.76
Base Unrealized Gain Loss
-150511.26
Base Accrued Interest
18687.5
Local Market Value
3228907.5
Local Total Cost Amount
3379418.76
Local Unrealized Gain Loss
-150511.26
Local Accrued Interest
18687.5
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
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: LOCKHEED MARTIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOCKHEED MARTIN CORP
Security Description
4.7% 15 May 2046
Maturity Date
2046-05-15T00:00:00.000
Interest Rate
4.7
Original Face
0
Shares Par Value
235000.00
Base Market Value
237223.10
Base Total Cost
309873.35
Base Unrealized Gain Loss
-72650.25
Base Accrued Interest
1411.31
Local Market Value
237223.1
Local Total Cost Amount
309873.35
Local Unrealized Gain Loss
-72650.25
Local Accrued Interest
1411.31
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
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: LOCKHEED MARTIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOCKHEED MARTIN CORP
Security Description
4.09% 15 Sep 2052
Maturity Date
2052-09-15T00:00:00.000
Interest Rate
4.09
Original Face
0
Shares Par Value
100000.00
Base Market Value
93099.00
Base Total Cost
124269
Base Unrealized Gain Loss
-31170
Base Accrued Interest
1204.28
Local Market Value
93099
Local Total Cost Amount
124269
Local Unrealized Gain Loss
-31170
Local Accrued Interest
1204.28
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
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: LOCKHEED MARTIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOCKHEED MARTIN CORP
Security Description
4.15% 15 Jun 2053
Maturity Date
2053-06-15T00:00:00.000
Interest Rate
4.15
Original Face
0
Shares Par Value
75000.00
Base Market Value
69956.25
Base Total Cost
74484
Base Unrealized Gain Loss
-4527.75
Base Accrued Interest
138.33
Local Market Value
69956.25
Local Total Cost Amount
74484
Local Unrealized Gain Loss
-4527.75
Local Accrued Interest
138.33
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
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: LOCKHEED MARTIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOCKHEED MARTIN CORP
Security Description
4.3% 15 Jun 2062
Maturity Date
2062-06-15T00:00:00.000
Interest Rate
4.3
Original Face
0
Shares Par Value
5015000.00
Base Market Value
4707079.00
Base Total Cost
4977237.05
Base Unrealized Gain Loss
-270158.05
Base Accrued Interest
9584.22
Local Market Value
4707079
Local Total Cost Amount
4977237.05
Local Unrealized Gain Loss
-270158.05
Local Accrued Interest
9584.22
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
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: LOGMEIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOGMEIN INC
Security Description
5.5% 01 Sep 2027
Maturity Date
2027-09-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
26000.00
Base Market Value
18102.76
Base Total Cost
26000
Base Unrealized Gain Loss
-7897.24
Base Accrued Interest
476.67
Local Market Value
18102.76
Local Total Cost Amount
26000
Local Unrealized Gain Loss
-7897.24
Local Accrued Interest
476.67
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
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: LOGMEIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOGMEIN INC
Security Description
5.5% 01 Sep 2027
Maturity Date
2027-09-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
525000.00
Base Market Value
365536.50
Base Total Cost
530460
Base Unrealized Gain Loss
-164923.5
Base Accrued Interest
9625
Local Market Value
365536.5
Local Total Cost Amount
530460
Local Unrealized Gain Loss
-164923.5
Local Accrued Interest
9625
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: LONG BEACH MORTGAGE LOAN TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LONG BEACH MORTGAGE LOAN TRUST
Security Description
1% 25 Nov 2036
Maturity Date
2036-11-25T00:00:00.000
Interest Rate
1.73357
Original Face
90000
Shares Par Value
30709.91
Base Market Value
10582.71
Base Total Cost
15700.43
Base Unrealized Gain Loss
-5117.72
Base Accrued Interest
5.92
Local Market Value
10582.71
Local Total Cost Amount
15700.43
Local Unrealized Gain Loss
-5117.72
Local Accrued Interest
5.92
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
Moody S Quality Rating
Ca
S And P Quality Rating
CC
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: LOUISVILLE GAS + ELEC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOUISVILLE GAS + ELEC
Security Description
4.375% 01 Oct 2045
Maturity Date
2045-10-01T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
140000.00
Base Market Value
126746.20
Base Total Cost
168889
Base Unrealized Gain Loss
-42142.8
Base Accrued Interest
1531.25
Local Market Value
126746.2
Local Total Cost Amount
168889
Local Unrealized Gain Loss
-42142.8
Local Accrued Interest
1531.25
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
A1
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: LOWE S COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOWE S COS INC
Security Description
3.7% 15 Apr 2046
Maturity Date
2046-04-15T00:00:00.000
Interest Rate
3.7
Original Face
0
Shares Par Value
900000.00
Base Market Value
721332.00
Base Total Cost
990216
Base Unrealized Gain Loss
-268884
Base Accrued Interest
7030
Local Market Value
721332
Local Total Cost Amount
990216
Local Unrealized Gain Loss
-268884
Local Accrued Interest
7030
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: LOWE S COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOWE S COS INC
Security Description
4.05% 03 May 2047
Maturity Date
2047-05-03T00:00:00.000
Interest Rate
4.05
Original Face
0
Shares Par Value
609000.00
Base Market Value
508441.92
Base Total Cost
698983.86
Base Unrealized Gain Loss
-190541.94
Base Accrued Interest
3973.73
Local Market Value
508441.92
Local Total Cost Amount
698983.86
Local Unrealized Gain Loss
-190541.94
Local Accrued Interest
3973.73
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: LOWE S COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOWE S COS INC
Security Description
3% 15 Oct 2050
Maturity Date
2050-10-15T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
1385000.00
Base Market Value
965040.30
Base Total Cost
1401155.82
Base Unrealized Gain Loss
-436115.52
Base Accrued Interest
8771.66
Local Market Value
965040.3
Local Total Cost Amount
1401155.82
Local Unrealized Gain Loss
-436115.52
Local Accrued Interest
8771.66
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
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: LOWE S COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOWE S COS INC
Security Description
3% 15 Oct 2050
Maturity Date
2050-10-15T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
6347000.00
Base Market Value
4422462.66
Base Total Cost
6154520.09
Base Unrealized Gain Loss
-1732057.43
Base Accrued Interest
40197.66
Local Market Value
4422462.66
Local Total Cost Amount
6154520.09
Local Unrealized Gain Loss
-1732057.43
Local Accrued Interest
40197.66
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
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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