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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: MACY S RETAIL HLDGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MACY S RETAIL HLDGS LLC
Security Description
5.875% 01 Apr 2029
Maturity Date
2029-04-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1060000.00
Base Market Value
902325.00
Base Total Cost
1061325
Base Unrealized Gain Loss
-159000
Base Accrued Interest
15568.75
Local Market Value
902325
Local Total Cost Amount
1061325
Local Unrealized Gain Loss
-159000
Local Accrued Interest
15568.75
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: MACY S RETAIL HLDGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MACY S RETAIL HLDGS LLC
Security Description
5.875% 01 Apr 2029
Maturity Date
2029-04-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
325000.00
Base Market Value
276656.25
Base Total Cost
320276.79
Base Unrealized Gain Loss
-43620.54
Base Accrued Interest
4773.43
Local Market Value
276656.25
Local Total Cost Amount
320276.79
Local Unrealized Gain Loss
-43620.54
Local Accrued Interest
4773.43
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: MACY S RETAIL HLDGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MACY S RETAIL HLDGS LLC
Security Description
5.875% 15 Mar 2030
Maturity Date
2030-03-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
75000.00
Base Market Value
62928.75
Base Total Cost
75000
Base Unrealized Gain Loss
-12071.25
Base Accrued Interest
1358.59
Local Market Value
62928.75
Local Total Cost Amount
75000
Local Unrealized Gain Loss
-12071.25
Local Accrued Interest
1358.59
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
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: MACY S RETAIL HLDGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MACY S RETAIL HLDGS LLC
Security Description
6.125% 15 Mar 2032
Maturity Date
2032-03-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
182000.00
Base Market Value
151970.00
Base Total Cost
182000
Base Unrealized Gain Loss
-30030
Base Accrued Interest
3437.14
Local Market Value
151970
Local Total Cost Amount
182000
Local Unrealized Gain Loss
-30030
Local Accrued Interest
3437.14
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
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: MACY S RETAIL HLDGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MACY S RETAIL HLDGS LLC
Security Description
6.125% 15 Mar 2032
Maturity Date
2032-03-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
25000.00
Base Market Value
20875.00
Base Total Cost
25000
Base Unrealized Gain Loss
-4125
Base Accrued Interest
472.13
Local Market Value
20875
Local Total Cost Amount
25000
Local Unrealized Gain Loss
-4125
Local Accrued Interest
472.13
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: MADISON IAQ LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MADISON IAQ LLC
Security Description
4.125% 30 Jun 2028
Maturity Date
2028-06-30T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
1135000.00
Base Market Value
937441.90
Base Total Cost
1118900
Base Unrealized Gain Loss
-181458.1
Base Accrued Interest
130.06
Local Market Value
937441.9
Local Total Cost Amount
1118900
Local Unrealized Gain Loss
-181458.1
Local Accrued Interest
130.06
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: MADISON IAQ LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MADISON IAQ LLC
Security Description
4.125% 30 Jun 2028
Maturity Date
2028-06-30T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
360000.00
Base Market Value
297338.40
Base Total Cost
360000
Base Unrealized Gain Loss
-62661.6
Base Accrued Interest
41.25
Local Market Value
297338.4
Local Total Cost Amount
360000
Local Unrealized Gain Loss
-62661.6
Local Accrued Interest
41.25
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
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: MADISON IAQ LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MADISON IAQ LLC
Security Description
4.125% 30 Jun 2028
Maturity Date
2028-06-30T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
125000.00
Base Market Value
103242.50
Base Total Cost
125000
Base Unrealized Gain Loss
-21757.5
Base Accrued Interest
14.32
Local Market Value
103242.5
Local Total Cost Amount
125000
Local Unrealized Gain Loss
-21757.5
Local Accrued Interest
14.32
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: MADISON IAQ LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MADISON IAQ LLC
Security Description
5.875% 30 Jun 2029
Maturity Date
2029-06-30T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1800000.00
Base Market Value
1379376.00
Base Total Cost
1719750
Base Unrealized Gain Loss
-340374
Base Accrued Interest
293.74
Local Market Value
1379376
Local Total Cost Amount
1719750
Local Unrealized Gain Loss
-340374
Local Accrued Interest
293.74
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa1
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: MADISON IAQ LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MADISON IAQ LLC
Security Description
5.875% 30 Jun 2029
Maturity Date
2029-06-30T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
217000.00
Base Market Value
166291.44
Base Total Cost
175770.01
Base Unrealized Gain Loss
-9478.57
Base Accrued Interest
35.41
Local Market Value
166291.44
Local Total Cost Amount
175770.01
Local Unrealized Gain Loss
-9478.57
Local Accrued Interest
35.41
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
Caa1
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: MADISON IAQ LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MADISON IAQ LLC
Security Description
5.875% 30 Jun 2029
Maturity Date
2029-06-30T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1126000.00
Base Market Value
862876.32
Base Total Cost
1067201
Base Unrealized Gain Loss
-204324.68
Base Accrued Interest
183.76
Local Market Value
862876.32
Local Total Cost Amount
1067201
Local Unrealized Gain Loss
-204324.68
Local Accrued Interest
183.76
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
Caa1
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: MADISON IAQ LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MADISON IAQ LLC
Security Description
5.875% 30 Jun 2029
Maturity Date
2029-06-30T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
225000.00
Base Market Value
172422.00
Base Total Cost
225731.25
Base Unrealized Gain Loss
-53309.25
Base Accrued Interest
36.72
Local Market Value
172422
Local Total Cost Amount
225731.25
Local Unrealized Gain Loss
-53309.25
Local Accrued Interest
36.72
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
Caa1
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: MAGALLANES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MAGALLANES INC
Security Description
3.638% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
3.638
Original Face
0
Shares Par Value
980000.00
Base Market Value
949139.80
Base Total Cost
980000
Base Unrealized Gain Loss
-30860.2
Base Accrued Interest
10497.65
Local Market Value
949139.8
Local Total Cost Amount
980000
Local Unrealized Gain Loss
-30860.2
Local Accrued Interest
10497.65
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: MAGALLANES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MAGALLANES INC
Security Description
3.755% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
3.755
Original Face
0
Shares Par Value
2555000.00
Base Market Value
2396564.45
Base Total Cost
2555000
Base Unrealized Gain Loss
-158435.55
Base Accrued Interest
28249.07
Local Market Value
2396564.45
Local Total Cost Amount
2555000
Local Unrealized Gain Loss
-158435.55
Local Accrued Interest
28249.07
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
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: MAGALLANES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MAGALLANES INC
Security Description
3.755% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
3.755
Original Face
0
Shares Par Value
1910000.00
Base Market Value
1791560.90
Base Total Cost
1910859.5
Base Unrealized Gain Loss
-119298.6
Base Accrued Interest
21117.7
Local Market Value
1791560.9
Local Total Cost Amount
1910859.5
Local Unrealized Gain Loss
-119298.6
Local Accrued Interest
21117.7
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
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: MAGALLANES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MAGALLANES INC
Security Description
3.755% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
3.755
Original Face
0
Shares Par Value
7130000.00
Base Market Value
6687868.70
Base Total Cost
7130000
Base Unrealized Gain Loss
-442131.3
Base Accrued Interest
78832.05
Local Market Value
6687868.7
Local Total Cost Amount
7130000
Local Unrealized Gain Loss
-442131.3
Local Accrued Interest
78832.05
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
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: MAGALLANES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MAGALLANES INC
Security Description
4.054% 15 Mar 2029
Maturity Date
2029-03-15T00:00:00.000
Interest Rate
4.054
Original Face
0
Shares Par Value
135000.00
Base Market Value
123657.30
Base Total Cost
135484.4
Base Unrealized Gain Loss
-11827.1
Base Accrued Interest
1611.46
Local Market Value
123657.3
Local Total Cost Amount
135484.4
Local Unrealized Gain Loss
-11827.1
Local Accrued Interest
1611.46
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: MAGALLANES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MAGALLANES INC
Security Description
4.054% 15 Mar 2029
Maturity Date
2029-03-15T00:00:00.000
Interest Rate
4.054
Original Face
0
Shares Par Value
480000.00
Base Market Value
439670.40
Base Total Cost
480000
Base Unrealized Gain Loss
-40329.6
Base Accrued Interest
5729.64
Local Market Value
439670.4
Local Total Cost Amount
480000
Local Unrealized Gain Loss
-40329.6
Local Accrued Interest
5729.64
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
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: MAGALLANES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MAGALLANES INC
Security Description
4.279% 15 Mar 2032
Maturity Date
2032-03-15T00:00:00.000
Interest Rate
4.279
Original Face
0
Shares Par Value
1348000.00
Base Market Value
1204761.52
Base Total Cost
1347184.23
Base Unrealized Gain Loss
-142422.71
Base Accrued Interest
16983.82
Local Market Value
1204761.52
Local Total Cost Amount
1347184.23
Local Unrealized Gain Loss
-142422.71
Local Accrued Interest
16983.82
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
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: MAGALLANES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MAGALLANES INC
Security Description
5.05% 15 Mar 2042
Maturity Date
2042-03-15T00:00:00.000
Interest Rate
5.05
Original Face
0
Shares Par Value
110000.00
Base Market Value
93586.90
Base Total Cost
111270.96
Base Unrealized Gain Loss
-17684.06
Base Accrued Interest
1635.64
Local Market Value
93586.9
Local Total Cost Amount
111270.96
Local Unrealized Gain Loss
-17684.06
Local Accrued Interest
1635.64
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
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: MAGALLANES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MAGALLANES INC
Security Description
5.05% 15 Mar 2042
Maturity Date
2042-03-15T00:00:00.000
Interest Rate
5.05
Original Face
0
Shares Par Value
5915000.00
Base Market Value
5032422.85
Base Total Cost
5915000
Base Unrealized Gain Loss
-882577.15
Base Accrued Interest
87952.76
Local Market Value
5032422.85
Local Total Cost Amount
5915000
Local Unrealized Gain Loss
-882577.15
Local Accrued Interest
87952.76
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: MAGALLANES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MAGALLANES INC
Security Description
5.05% 15 Mar 2042
Maturity Date
2042-03-15T00:00:00.000
Interest Rate
5.05
Original Face
0
Shares Par Value
1020000.00
Base Market Value
867805.80
Base Total Cost
1028378.07
Base Unrealized Gain Loss
-160572.27
Base Accrued Interest
15166.82
Local Market Value
867805.8
Local Total Cost Amount
1028378.07
Local Unrealized Gain Loss
-160572.27
Local Accrued Interest
15166.82
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
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: MAGALLANES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MAGALLANES INC
Security Description
5.141% 15 Mar 2052
Maturity Date
2052-03-15T00:00:00.000
Interest Rate
5.141
Original Face
0
Shares Par Value
3315000.00
Base Market Value
2782445.25
Base Total Cost
2791395.75
Base Unrealized Gain Loss
-8950.5
Base Accrued Interest
50180.44
Local Market Value
2782445.25
Local Total Cost Amount
2791395.75
Local Unrealized Gain Loss
-8950.5
Local Accrued Interest
50180.44
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
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: MAGALLANES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MAGALLANES INC
Security Description
5.141% 15 Mar 2052
Maturity Date
2052-03-15T00:00:00.000
Interest Rate
5.141
Original Face
0
Shares Par Value
542000.00
Base Market Value
454927.70
Base Total Cost
542000
Base Unrealized Gain Loss
-87072.3
Base Accrued Interest
8204.46
Local Market Value
454927.7
Local Total Cost Amount
542000
Local Unrealized Gain Loss
-87072.3
Local Accrued Interest
8204.46
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: MAGALLANES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MAGALLANES INC
Security Description
5.141% 15 Mar 2052
Maturity Date
2052-03-15T00:00:00.000
Interest Rate
5.141
Original Face
0
Shares Par Value
3628000.00
Base Market Value
3045161.80
Base Total Cost
3471846.05
Base Unrealized Gain Loss
-426684.25
Base Accrued Interest
54918.41
Local Market Value
3045161.8
Local Total Cost Amount
3471846.05
Local Unrealized Gain Loss
-426684.25
Local Accrued Interest
54918.41
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: MAGALLANES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MAGALLANES INC
Security Description
5.391% 15 Mar 2062
Maturity Date
2062-03-15T00:00:00.000
Interest Rate
5.391
Original Face
0
Shares Par Value
1705000.00
Base Market Value
1426232.50
Base Total Cost
1705000
Base Unrealized Gain Loss
-278767.5
Base Accrued Interest
27064.32
Local Market Value
1426232.5
Local Total Cost Amount
1705000
Local Unrealized Gain Loss
-278767.5
Local Accrued Interest
27064.32
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: MAGALLANES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MAGALLANES INC
Security Description
5.391% 15 Mar 2062
Maturity Date
2062-03-15T00:00:00.000
Interest Rate
5.391
Original Face
0
Shares Par Value
529000.00
Base Market Value
442508.50
Base Total Cost
529000
Base Unrealized Gain Loss
-86491.5
Base Accrued Interest
8397.08
Local Market Value
442508.5
Local Total Cost Amount
529000
Local Unrealized Gain Loss
-86491.5
Local Accrued Interest
8397.08
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
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: MAGALLANES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MAGALLANES INC
Security Description
3.788% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
3.788
Original Face
0
Shares Par Value
180000.00
Base Market Value
174474.00
Base Total Cost
178315.2
Base Unrealized Gain Loss
-3841.2
Base Accrued Interest
2007.64
Local Market Value
174474
Local Total Cost Amount
178315.2
Local Unrealized Gain Loss
-3841.2
Local Accrued Interest
2007.64
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
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: MAGELLAN MIDSTREAM PARTN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MAGELLAN MIDSTREAM PARTN
Security Description
3.95% 01 Mar 2050
Maturity Date
2050-03-01T00:00:00.000
Interest Rate
3.95
Original Face
0
Shares Par Value
4220000.00
Base Market Value
3328398.40
Base Total Cost
4427188.75
Base Unrealized Gain Loss
-1098790.35
Base Accrued Interest
55563.34
Local Market Value
3328398.4
Local Total Cost Amount
4427188.75
Local Unrealized Gain Loss
-1098790.35
Local Accrued Interest
55563.34
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: MICHAELS COS INC/THE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICHAELS COS INC/THE
Security Description
5.25% 01 May 2028
Maturity Date
2028-05-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
50000.00
Base Market Value
39298.50
Base Total Cost
50000
Base Unrealized Gain Loss
-10701.5
Base Accrued Interest
437.5
Local Market Value
39298.5
Local Total Cost Amount
50000
Local Unrealized Gain Loss
-10701.5
Local Accrued Interest
437.5
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
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: MICHAELS COS INC/THE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICHAELS COS INC/THE
Security Description
7.875% 01 May 2029
Maturity Date
2029-05-01T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
816000.00
Base Market Value
537760.32
Base Total Cost
821995.71
Base Unrealized Gain Loss
-284235.39
Base Accrued Interest
10710.02
Local Market Value
537760.32
Local Total Cost Amount
821995.71
Local Unrealized Gain Loss
-284235.39
Local Accrued Interest
10710.02
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
Caa1
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: MICHAELS COS INC/THE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICHAELS COS INC/THE
Security Description
7.875% 01 May 2029
Maturity Date
2029-05-01T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
75000.00
Base Market Value
49426.50
Base Total Cost
70075
Base Unrealized Gain Loss
-20648.5
Base Accrued Interest
984.38
Local Market Value
49426.5
Local Total Cost Amount
70075
Local Unrealized Gain Loss
-20648.5
Local Accrued Interest
984.38
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
Caa1
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: MAGNA INTERNATIONAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MAGNA INTERNATIONAL INC
Security Description
2.45% 15 Jun 2030
Maturity Date
2030-06-15T00:00:00.000
Interest Rate
2.45
Original Face
0
Shares Par Value
320000.00
Base Market Value
272435.20
Base Total Cost
319571.2
Base Unrealized Gain Loss
-47136
Base Accrued Interest
348.44
Local Market Value
272435.2
Local Total Cost Amount
319571.2
Local Unrealized Gain Loss
-47136
Local Accrued Interest
348.44
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
CANADIAN
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: MAIN STREET CAPITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MAIN STREET CAPITAL CORP
Security Description
5.2% 01 May 2024
Maturity Date
2024-05-01T00:00:00.000
Interest Rate
5.2
Original Face
0
Shares Par Value
1079000.00
Base Market Value
1075752.21
Base Total Cost
1166420.58
Base Unrealized Gain Loss
-90668.37
Base Accrued Interest
9351.33
Local Market Value
1075752.21
Local Total Cost Amount
1166420.58
Local Unrealized Gain Loss
-90668.37
Local Accrued Interest
9351.33
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
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: MAIN STREET CAPITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MAIN STREET CAPITAL CORP
Security Description
3% 14 Jul 2026
Maturity Date
2026-07-14T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
3556000.00
Base Market Value
3102858.92
Base Total Cost
3587897.32
Base Unrealized Gain Loss
-485038.4
Base Accrued Interest
49487.67
Local Market Value
3102858.92
Local Total Cost Amount
3587897.32
Local Unrealized Gain Loss
-485038.4
Local Accrued Interest
49487.67
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
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: MAJORDRIVE HOLDINGS IV L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MAJORDRIVE HOLDINGS IV L
Security Description
6.375% 01 Jun 2029
Maturity Date
2029-06-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
350000.00
Base Market Value
239750.00
Base Total Cost
332625
Base Unrealized Gain Loss
-92875
Base Accrued Interest
1859.37
Local Market Value
239750
Local Total Cost Amount
332625
Local Unrealized Gain Loss
-92875
Local Accrued Interest
1859.37
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
INDUSTRIAL
Moody S Quality Rating
Caa2
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: MALLINCKRODT FIN/SB
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MALLINCKRODT FIN/SB
Security Description
10% 15 Jun 2029
Maturity Date
2029-06-15T00:00:00.000
Interest Rate
10
Original Face
0
Shares Par Value
60000.00
Base Market Value
42000.00
Base Total Cost
118879.12
Base Unrealized Gain Loss
-76879.12
Base Accrued Interest
233.33
Local Market Value
42000
Local Total Cost Amount
118879.12
Local Unrealized Gain Loss
-76879.12
Local Accrued Interest
233.33
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
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: MANITOWOC COMPANY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MANITOWOC COMPANY INC
Security Description
9% 01 Apr 2026
Maturity Date
2026-04-01T00:00:00.000
Interest Rate
9
Original Face
0
Shares Par Value
150000.00
Base Market Value
139651.50
Base Total Cost
152250
Base Unrealized Gain Loss
-12598.5
Base Accrued Interest
3375
Local Market Value
139651.5
Local Total Cost Amount
152250
Local Unrealized Gain Loss
-12598.5
Local Accrued Interest
3375
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: MANITOWOC COMPANY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MANITOWOC COMPANY INC
Security Description
9% 01 Apr 2026
Maturity Date
2026-04-01T00:00:00.000
Interest Rate
9
Original Face
0
Shares Par Value
125000.00
Base Market Value
116376.25
Base Total Cost
125000
Base Unrealized Gain Loss
-8623.75
Base Accrued Interest
2812.5
Local Market Value
116376.25
Local Total Cost Amount
125000
Local Unrealized Gain Loss
-8623.75
Local Accrued Interest
2812.5
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
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: MANULIFE FINANCIAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MANULIFE FINANCIAL CORP
Security Description
1% 24 Feb 2032
Maturity Date
2032-02-24T00:00:00.000
Interest Rate
4.061
Original Face
0
Shares Par Value
310000.00
Base Market Value
286644.60
Base Total Cost
313086.9
Base Unrealized Gain Loss
-26442.3
Base Accrued Interest
4441.14
Local Market Value
286644.6
Local Total Cost Amount
313086.9
Local Unrealized Gain Loss
-26442.3
Local Accrued Interest
4441.14
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
CANADIAN
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: MARATHON PETROLEUM CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARATHON PETROLEUM CORP
Security Description
3.625% 15 Sep 2024
Maturity Date
2024-09-15T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
3000000.00
Base Market Value
2968050.00
Base Total Cost
3268500
Base Unrealized Gain Loss
-300450
Base Accrued Interest
32020.83
Local Market Value
2968050
Local Total Cost Amount
3268500
Local Unrealized Gain Loss
-300450
Local Accrued Interest
32020.83
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
ELECTRIC/GAS
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MARATHON PETROLEUM CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARATHON PETROLEUM CORP
Security Description
4.7% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
4.7
Original Face
0
Shares Par Value
4850000.00
Base Market Value
4906793.50
Base Total Cost
5547495.85
Base Unrealized Gain Loss
-640702.35
Base Accrued Interest
37991.66
Local Market Value
4906793.5
Local Total Cost Amount
5547495.85
Local Unrealized Gain Loss
-640702.35
Local Accrued Interest
37991.66
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
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: MARKEL CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARKEL CORPORATION
Security Description
5% 30 Mar 2043
Maturity Date
2043-03-30T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
115000.00
Base Market Value
108885.45
Base Total Cost
142467.75
Base Unrealized Gain Loss
-33582.3
Base Accrued Interest
1453.47
Local Market Value
108885.45
Local Total Cost Amount
142467.75
Local Unrealized Gain Loss
-33582.3
Local Accrued Interest
1453.47
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
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: MARKEL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARKEL CORP
Security Description
4.3% 01 Nov 2047
Maturity Date
2047-11-01T00:00:00.000
Interest Rate
4.3
Original Face
0
Shares Par Value
1535000.00
Base Market Value
1322970.45
Base Total Cost
1846574.3
Base Unrealized Gain Loss
-523603.85
Base Accrued Interest
11000.83
Local Market Value
1322970.45
Local Total Cost Amount
1846574.3
Local Unrealized Gain Loss
-523603.85
Local Accrued Interest
11000.83
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
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: MARKEL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARKEL CORP
Security Description
5% 20 May 2049
Interest Rate
5
Original Face
0
Shares Par Value
570000.00
Base Market Value
544350.00
Base Total Cost
758499
Base Unrealized Gain Loss
-214149
Base Accrued Interest
3245.83
Local Market Value
544350
Local Total Cost Amount
758499
Local Unrealized Gain Loss
-214149
Local Accrued Interest
3245.83
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
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: MARRIOTT OWNERSHIP RESOR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARRIOTT OWNERSHIP RESOR
Security Description
6.125% 15 Sep 2025
Maturity Date
2025-09-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
511000.00
Base Market Value
505685.60
Base Total Cost
526452.11
Base Unrealized Gain Loss
-20766.51
Base Accrued Interest
3999.28
Local Market Value
505685.6
Local Total Cost Amount
526452.11
Local Unrealized Gain Loss
-20766.51
Local Accrued Interest
3999.28
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
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: MARRIOTT OWNERSHIP RESOR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARRIOTT OWNERSHIP RESOR
Security Description
6.125% 15 Sep 2025
Maturity Date
2025-09-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
487000.00
Base Market Value
481935.20
Base Total Cost
488452.98
Base Unrealized Gain Loss
-6517.78
Base Accrued Interest
3811.45
Local Market Value
481935.2
Local Total Cost Amount
488452.98
Local Unrealized Gain Loss
-6517.78
Local Accrued Interest
3811.45
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: MARRIOTT VACATION WORLDW
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARRIOTT VACATION WORLDW
Security Description
0.01% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
0.01
Original Face
0
Shares Par Value
4394000.00
Base Market Value
3987555.00
Base Total Cost
4397666.76
Base Unrealized Gain Loss
-410111.76
Base Accrued Interest
0
Local Market Value
3987555
Local Total Cost Amount
4397666.76
Local Unrealized Gain Loss
-410111.76
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: MARS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARS INC
Security Description
3.95% 01 Apr 2049
Maturity Date
2049-04-01T00:00:00.000
Interest Rate
3.95
Original Face
0
Shares Par Value
3725000.00
Base Market Value
3318081.00
Base Total Cost
3702948
Base Unrealized Gain Loss
-384867
Base Accrued Interest
36784.37
Local Market Value
3318081
Local Total Cost Amount
3702948
Local Unrealized Gain Loss
-384867
Local Accrued Interest
36784.37
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
INDUSTRIAL
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: MARS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARS INC
Security Description
2.375% 16 Jul 2040
Maturity Date
2040-07-16T00:00:00.000
Interest Rate
2.375
Original Face
0
Shares Par Value
1525000.00
Base Market Value
1109544.25
Base Total Cost
1447103
Base Unrealized Gain Loss
-337558.75
Base Accrued Interest
16600.26
Local Market Value
1109544.25
Local Total Cost Amount
1447103
Local Unrealized Gain Loss
-337558.75
Local Accrued Interest
16600.26
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A1
S And P Quality Rating
A
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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