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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: MINERAL RESOURCES LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MINERAL RESOURCES LTD
Security Description
8.5% 01 May 2030
Maturity Date
2030-05-01T00:00:00.000
Interest Rate
8.5
Original Face
0
Shares Par Value
532000.00
Base Market Value
524020.00
Base Total Cost
532000
Base Unrealized Gain Loss
-7980
Base Accrued Interest
7411.06
Local Market Value
524020
Local Total Cost Amount
532000
Local Unrealized Gain Loss
-7980
Local Accrued Interest
7411.06
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Ba3
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: MINERALS TECHNOLOGIES IN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MINERALS TECHNOLOGIES IN
Security Description
5% 01 Jul 2028
Maturity Date
2028-07-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
175000.00
Base Market Value
152302.50
Base Total Cost
175000
Base Unrealized Gain Loss
-22697.5
Base Accrued Interest
0
Local Market Value
152302.5
Local Total Cost Amount
175000
Local Unrealized Gain Loss
-22697.5
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MINERALS TECHNOLOGIES IN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MINERALS TECHNOLOGIES IN
Security Description
5% 01 Jul 2028
Maturity Date
2028-07-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1944500.00
Base Market Value
1692298.35
Base Total Cost
1868836.88
Base Unrealized Gain Loss
-176538.53
Base Accrued Interest
0
Local Market Value
1692298.35
Local Total Cost Amount
1868836.88
Local Unrealized Gain Loss
-176538.53
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MINERVA MERGER SUB INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MINERVA MERGER SUB INC
Security Description
6.5% 15 Feb 2030
Maturity Date
2030-02-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
3225000.00
Base Market Value
2681877.75
Base Total Cost
3225000
Base Unrealized Gain Loss
-543122.25
Base Accrued Interest
79191.67
Local Market Value
2681877.75
Local Total Cost Amount
3225000
Local Unrealized Gain Loss
-543122.25
Local Accrued Interest
79191.67
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
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: MINERVA MERGER SUB INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MINERVA MERGER SUB INC
Security Description
6.5% 15 Feb 2030
Maturity Date
2030-02-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
2370000.00
Base Market Value
1970868.30
Base Total Cost
2370000
Base Unrealized Gain Loss
-399131.7
Base Accrued Interest
58196.67
Local Market Value
1970868.3
Local Total Cost Amount
2370000
Local Unrealized Gain Loss
-399131.7
Local Accrued Interest
58196.67
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
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: MINERVA MERGER SUB INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MINERVA MERGER SUB INC
Security Description
6.5% 15 Feb 2030
Maturity Date
2030-02-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
1380000.00
Base Market Value
1147594.20
Base Total Cost
1380000
Base Unrealized Gain Loss
-232405.8
Base Accrued Interest
33886.67
Local Market Value
1147594.2
Local Total Cost Amount
1380000
Local Unrealized Gain Loss
-232405.8
Local Accrued Interest
33886.67
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
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: MINERVA MERGER SUB INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MINERVA MERGER SUB INC
Security Description
6.5% 15 Feb 2030
Maturity Date
2030-02-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
750000.00
Base Market Value
623692.50
Base Total Cost
750000
Base Unrealized Gain Loss
-126307.5
Base Accrued Interest
18416.67
Local Market Value
623692.5
Local Total Cost Amount
750000
Local Unrealized Gain Loss
-126307.5
Local Accrued Interest
18416.67
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
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: MINERVA MERGER SUB INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MINERVA MERGER SUB INC
Security Description
6.5% 15 Feb 2030
Maturity Date
2030-02-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
1233000.00
Base Market Value
1025350.47
Base Total Cost
1230740.89
Base Unrealized Gain Loss
-205390.42
Base Accrued Interest
30277
Local Market Value
1025350.47
Local Total Cost Amount
1230740.89
Local Unrealized Gain Loss
-205390.42
Local Accrued Interest
30277
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
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: MINERVA MERGER SUB INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MINERVA MERGER SUB INC
Security Description
6.5% 15 Feb 2030
Maturity Date
2030-02-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
725000.00
Base Market Value
602902.75
Base Total Cost
711437.5
Base Unrealized Gain Loss
-108534.75
Base Accrued Interest
17802.78
Local Market Value
602902.75
Local Total Cost Amount
711437.5
Local Unrealized Gain Loss
-108534.75
Local Accrued Interest
17802.78
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: MINERVA MERGER SUB INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MINERVA MERGER SUB INC
Security Description
6.5% 15 Feb 2030
Maturity Date
2030-02-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
1241000.00
Base Market Value
1032003.19
Base Total Cost
1227214.51
Base Unrealized Gain Loss
-195211.32
Base Accrued Interest
30473.45
Local Market Value
1032003.19
Local Total Cost Amount
1227214.51
Local Unrealized Gain Loss
-195211.32
Local Accrued Interest
30473.45
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
FINANCE
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: MITSUBISHI UFJ FIN GRP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MITSUBISHI UFJ FIN GRP
Security Description
3.777% 02 Mar 2025
Maturity Date
2025-03-02T00:00:00.000
Interest Rate
3.777
Original Face
0
Shares Par Value
2715000.00
Base Market Value
2694746.10
Base Total Cost
2975124.15
Base Unrealized Gain Loss
-280378.05
Base Accrued Interest
33897
Local Market Value
2694746.1
Local Total Cost Amount
2975124.15
Local Unrealized Gain Loss
-280378.05
Local Accrued Interest
33897
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
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: MITSUBISHI UFJ FIN GRP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MITSUBISHI UFJ FIN GRP
Security Description
2.193% 25 Feb 2025
Maturity Date
2025-02-25T00:00:00.000
Interest Rate
2.193
Original Face
0
Shares Par Value
1956000.00
Base Market Value
1856380.92
Base Total Cost
2034807.24
Base Unrealized Gain Loss
-178426.32
Base Accrued Interest
15013.28
Local Market Value
1856380.92
Local Total Cost Amount
2034807.24
Local Unrealized Gain Loss
-178426.32
Local Accrued Interest
15013.28
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
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: MITSUBISHI UFJ FIN GRP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MITSUBISHI UFJ FIN GRP
Security Description
1% 20 Jul 2032
Maturity Date
2032-07-20T00:00:00.000
Interest Rate
2.309
Original Face
0
Shares Par Value
2560000.00
Base Market Value
2083942.40
Base Total Cost
2591769.6
Base Unrealized Gain Loss
-507827.2
Base Accrued Interest
26435.48
Local Market Value
2083942.4
Local Total Cost Amount
2591769.6
Local Unrealized Gain Loss
-507827.2
Local Accrued Interest
26435.48
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
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: MITSUBISHI UFJ FIN GRP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MITSUBISHI UFJ FIN GRP
Security Description
1% 13 Oct 2027
Maturity Date
2027-10-13T00:00:00.000
Interest Rate
1.64
Original Face
0
Shares Par Value
600000.00
Base Market Value
528852.00
Base Total Cost
600000
Base Unrealized Gain Loss
-71148
Base Accrued Interest
2132
Local Market Value
528852
Local Total Cost Amount
600000
Local Unrealized Gain Loss
-71148
Local Accrued Interest
2132
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
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: MIZUHO FINANCIAL GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MIZUHO FINANCIAL GROUP
Security Description
1% 11 Sep 2024
Maturity Date
2024-09-11T00:00:00.000
Interest Rate
3.922
Original Face
0
Shares Par Value
1675000.00
Base Market Value
1669757.25
Base Total Cost
1774377.75
Base Unrealized Gain Loss
-104620.5
Base Accrued Interest
20073.01
Local Market Value
1669757.25
Local Total Cost Amount
1774377.75
Local Unrealized Gain Loss
-104620.5
Local Accrued Interest
20073.01
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
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: MIZUHO FINANCIAL GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MIZUHO FINANCIAL GROUP
Security Description
1% 13 Sep 2025
Maturity Date
2025-09-13T00:00:00.000
Interest Rate
2.555
Original Face
0
Shares Par Value
3821000.00
Base Market Value
3660556.21
Base Total Cost
4004600.19
Base Unrealized Gain Loss
-344043.98
Base Accrued Interest
29287.96
Local Market Value
3660556.21
Local Total Cost Amount
4004600.19
Local Unrealized Gain Loss
-344043.98
Local Accrued Interest
29287.96
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
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: MIZUHO FINANCIAL GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MIZUHO FINANCIAL GROUP
Security Description
2.564% 13 Sep 2031
Maturity Date
2031-09-13T00:00:00.000
Interest Rate
2.564
Original Face
0
Shares Par Value
1790000.00
Base Market Value
1428312.60
Base Total Cost
1790000
Base Unrealized Gain Loss
-361687.4
Base Accrued Interest
13768.68
Local Market Value
1428312.6
Local Total Cost Amount
1790000
Local Unrealized Gain Loss
-361687.4
Local Accrued Interest
13768.68
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: MODIVCARE ESCROW ISSUER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MODIVCARE ESCROW ISSUER
Security Description
5% 01 Oct 2029
Maturity Date
2029-10-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
500000.00
Base Market Value
403870.00
Base Total Cost
493343.75
Base Unrealized Gain Loss
-89473.75
Base Accrued Interest
6250
Local Market Value
403870
Local Total Cost Amount
493343.75
Local Unrealized Gain Loss
-89473.75
Local Accrued Interest
6250
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: MODIVCARE ESCROW ISSUER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MODIVCARE ESCROW ISSUER
Security Description
5% 01 Oct 2029
Maturity Date
2029-10-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
401000.00
Base Market Value
323903.74
Base Total Cost
401000
Base Unrealized Gain Loss
-77096.26
Base Accrued Interest
5012.5
Local Market Value
323903.74
Local Total Cost Amount
401000
Local Unrealized Gain Loss
-77096.26
Local Accrued Interest
5012.5
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
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: MODIVCARE ESCROW ISSUER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MODIVCARE ESCROW ISSUER
Security Description
5% 01 Oct 2029
Maturity Date
2029-10-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
150000.00
Base Market Value
121161.00
Base Total Cost
150000
Base Unrealized Gain Loss
-28839
Base Accrued Interest
1875
Local Market Value
121161
Local Total Cost Amount
150000
Local Unrealized Gain Loss
-28839
Local Accrued Interest
1875
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: MOHEGAN GAMING + ENT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOHEGAN GAMING + ENT
Security Description
7.875% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
7.875
Original Face
0
Shares Par Value
450000.00
Base Market Value
461092.50
Base Total Cost
447836.53
Base Unrealized Gain Loss
13255.97
Base Accrued Interest
7481.25
Local Market Value
461092.5
Local Total Cost Amount
447836.53
Local Unrealized Gain Loss
13255.97
Local Accrued Interest
7481.25
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
Caa3
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: MOHEGAN GAMING + ENT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOHEGAN GAMING + ENT
Security Description
8% 01 Feb 2026
Maturity Date
2026-02-01T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
425000.00
Base Market Value
361250.00
Base Total Cost
425000
Base Unrealized Gain Loss
-63750
Base Accrued Interest
14166.67
Local Market Value
361250
Local Total Cost Amount
425000
Local Unrealized Gain Loss
-63750
Local Accrued Interest
14166.67
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
TELEPHONE
Moody S Quality Rating
Caa1
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: MOLINA HEALTHCARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOLINA HEALTHCARE INC
Security Description
4.375% 15 Jun 2028
Maturity Date
2028-06-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
525000.00
Base Market Value
468966.75
Base Total Cost
525000
Base Unrealized Gain Loss
-56033.25
Base Accrued Interest
1020.83
Local Market Value
468966.75
Local Total Cost Amount
525000
Local Unrealized Gain Loss
-56033.25
Local Accrued Interest
1020.83
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: MOLINA HEALTHCARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOLINA HEALTHCARE INC
Security Description
4.375% 15 Jun 2028
Maturity Date
2028-06-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
820000.00
Base Market Value
732481.40
Base Total Cost
835800
Base Unrealized Gain Loss
-103318.6
Base Accrued Interest
1594.45
Local Market Value
732481.4
Local Total Cost Amount
835800
Local Unrealized Gain Loss
-103318.6
Local Accrued Interest
1594.45
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
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: MOLINA HEALTHCARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOLINA HEALTHCARE INC
Security Description
4.375% 15 Jun 2028
Maturity Date
2028-06-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
645000.00
Base Market Value
576159.15
Base Total Cost
663975.9
Base Unrealized Gain Loss
-87816.75
Base Accrued Interest
1254.17
Local Market Value
576159.15
Local Total Cost Amount
663975.9
Local Unrealized Gain Loss
-87816.75
Local Accrued Interest
1254.17
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
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: MOLINA HEALTHCARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOLINA HEALTHCARE INC
Security Description
4.375% 15 Jun 2028
Maturity Date
2028-06-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
295000.00
Base Market Value
263514.65
Base Total Cost
295000
Base Unrealized Gain Loss
-31485.35
Base Accrued Interest
573.61
Local Market Value
263514.65
Local Total Cost Amount
295000
Local Unrealized Gain Loss
-31485.35
Local Accrued Interest
573.61
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: MOLINA HEALTHCARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOLINA HEALTHCARE INC
Security Description
4.375% 15 Jun 2028
Maturity Date
2028-06-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
300000.00
Base Market Value
267981.00
Base Total Cost
297125
Base Unrealized Gain Loss
-29144
Base Accrued Interest
583.33
Local Market Value
267981
Local Total Cost Amount
297125
Local Unrealized Gain Loss
-29144
Local Accrued Interest
583.33
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
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: MOLINA HEALTHCARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOLINA HEALTHCARE INC
Security Description
3.875% 15 Nov 2030
Maturity Date
2030-11-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
299000.00
Base Market Value
255579.22
Base Total Cost
251907.51
Base Unrealized Gain Loss
3671.71
Base Accrued Interest
1480.46
Local Market Value
255579.22
Local Total Cost Amount
251907.51
Local Unrealized Gain Loss
3671.71
Local Accrued Interest
1480.46
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
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: MOLINA HEALTHCARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOLINA HEALTHCARE INC
Security Description
3.875% 15 Nov 2030
Maturity Date
2030-11-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
500000.00
Base Market Value
427390.00
Base Total Cost
500000
Base Unrealized Gain Loss
-72610
Base Accrued Interest
2475.69
Local Market Value
427390
Local Total Cost Amount
500000
Local Unrealized Gain Loss
-72610
Local Accrued Interest
2475.69
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: MOLINA HEALTHCARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOLINA HEALTHCARE INC
Security Description
3.875% 15 Nov 2030
Maturity Date
2030-11-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
732000.00
Base Market Value
625698.96
Base Total Cost
755452.5
Base Unrealized Gain Loss
-129753.54
Base Accrued Interest
3624.4
Local Market Value
625698.96
Local Total Cost Amount
755452.5
Local Unrealized Gain Loss
-129753.54
Local Accrued Interest
3624.4
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MOLINA HEALTHCARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOLINA HEALTHCARE INC
Security Description
3.875% 15 Nov 2030
Maturity Date
2030-11-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
375000.00
Base Market Value
320542.50
Base Total Cost
371536.46
Base Unrealized Gain Loss
-50993.96
Base Accrued Interest
1856.77
Local Market Value
320542.5
Local Total Cost Amount
371536.46
Local Unrealized Gain Loss
-50993.96
Local Accrued Interest
1856.77
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: MOLINA HEALTHCARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOLINA HEALTHCARE INC
Security Description
3.875% 15 May 2032
Maturity Date
2032-05-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
1620000.00
Base Market Value
1358515.80
Base Total Cost
1620000
Base Unrealized Gain Loss
-261484.2
Base Accrued Interest
8021.25
Local Market Value
1358515.8
Local Total Cost Amount
1620000
Local Unrealized Gain Loss
-261484.2
Local Accrued Interest
8021.25
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: MOLINA HEALTHCARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOLINA HEALTHCARE INC
Security Description
3.875% 15 May 2032
Maturity Date
2032-05-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
1775000.00
Base Market Value
1488497.25
Base Total Cost
1778475
Base Unrealized Gain Loss
-289977.75
Base Accrued Interest
8788.71
Local Market Value
1488497.25
Local Total Cost Amount
1778475
Local Unrealized Gain Loss
-289977.75
Local Accrued Interest
8788.71
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: MOLINA HEALTHCARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOLINA HEALTHCARE INC
Security Description
3.875% 15 May 2032
Maturity Date
2032-05-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
400000.00
Base Market Value
335436.00
Base Total Cost
398875
Base Unrealized Gain Loss
-63439
Base Accrued Interest
1980.55
Local Market Value
335436
Local Total Cost Amount
398875
Local Unrealized Gain Loss
-63439
Local Accrued Interest
1980.55
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: MOLINA HEALTHCARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOLINA HEALTHCARE INC
Security Description
3.875% 15 May 2032
Maturity Date
2032-05-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
762000.00
Base Market Value
639005.58
Base Total Cost
762000
Base Unrealized Gain Loss
-122994.42
Base Accrued Interest
3772.96
Local Market Value
639005.58
Local Total Cost Amount
762000
Local Unrealized Gain Loss
-122994.42
Local Accrued Interest
3772.96
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
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: MOLINA HEALTHCARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOLINA HEALTHCARE INC
Security Description
3.875% 15 May 2032
Maturity Date
2032-05-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
775000.00
Base Market Value
649907.25
Base Total Cost
750375
Base Unrealized Gain Loss
-100467.75
Base Accrued Interest
3837.3
Local Market Value
649907.25
Local Total Cost Amount
750375
Local Unrealized Gain Loss
-100467.75
Local Accrued Interest
3837.3
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: MOLEX ELECTRONICS TECH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOLEX ELECTRONICS TECH
Security Description
3.9% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
3.9
Original Face
0
Shares Par Value
300000.00
Base Market Value
295698.00
Base Total Cost
303361.5
Base Unrealized Gain Loss
-7663.5
Base Accrued Interest
2470
Local Market Value
295698
Local Total Cost Amount
303361.5
Local Unrealized Gain Loss
-7663.5
Local Accrued Interest
2470
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: MOLSON COORS BEVERAGE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOLSON COORS BEVERAGE
Security Description
4.2% 15 Jul 2046
Interest Rate
4.2
Original Face
0
Shares Par Value
5355000.00
Base Market Value
4396347.90
Base Total Cost
6011210.25
Base Unrealized Gain Loss
-1614862.35
Base Accrued Interest
103708.5
Local Market Value
4396347.9
Local Total Cost Amount
6011210.25
Local Unrealized Gain Loss
-1614862.35
Local Accrued Interest
103708.5
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
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: MONDELEZ INTERNATIONAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MONDELEZ INTERNATIONAL
Security Description
2.625% 17 Mar 2027
Maturity Date
2027-03-17T00:00:00.000
Interest Rate
2.625
Original Face
0
Shares Par Value
1313000.00
Base Market Value
1227970.12
Base Total Cost
1311911.12
Base Unrealized Gain Loss
-83941
Base Accrued Interest
9956.91
Local Market Value
1227970.12
Local Total Cost Amount
1311911.12
Local Unrealized Gain Loss
-83941
Local Accrued Interest
9956.91
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
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: MONDELEZ INTL HLDINGS NE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MONDELEZ INTL HLDINGS NE
Security Description
2.25% 19 Sep 2024
Interest Rate
2.25
Original Face
0
Shares Par Value
3500000.00
Base Market Value
3388875.00
Base Total Cost
3414005
Base Unrealized Gain Loss
-25130
Base Accrued Interest
22312.5
Local Market Value
3388875
Local Total Cost Amount
3414005
Local Unrealized Gain Loss
-25130
Local Accrued Interest
22312.5
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: MONEYGRAM INTERNATIONAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MONEYGRAM INTERNATIONAL
Security Description
5.375% 01 Aug 2026
Maturity Date
2026-08-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
406000.00
Base Market Value
386597.26
Base Total Cost
406000
Base Unrealized Gain Loss
-19402.74
Base Accrued Interest
9092.71
Local Market Value
386597.26
Local Total Cost Amount
406000
Local Unrealized Gain Loss
-19402.74
Local Accrued Interest
9092.71
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: MONEYGRAM INTERNATIONAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MONEYGRAM INTERNATIONAL
Security Description
5.375% 01 Aug 2026
Maturity Date
2026-08-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
942000.00
Base Market Value
896981.82
Base Total Cost
942912.5
Base Unrealized Gain Loss
-45930.68
Base Accrued Interest
21096.86
Local Market Value
896981.82
Local Total Cost Amount
942912.5
Local Unrealized Gain Loss
-45930.68
Local Accrued Interest
21096.86
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: MOODY S CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOODY S CORPORATION
Security Description
3.75% 24 Mar 2025
Maturity Date
2025-03-24T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
845000.00
Base Market Value
844400.05
Base Total Cost
906025.9
Base Unrealized Gain Loss
-61625.85
Base Accrued Interest
8538.02
Local Market Value
844400.05
Local Total Cost Amount
906025.9
Local Unrealized Gain Loss
-61625.85
Local Accrued Interest
8538.02
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
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: MOODY S CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOODY S CORPORATION
Security Description
2.75% 19 Aug 2041
Maturity Date
2041-08-19T00:00:00.000
Interest Rate
2.75
Original Face
0
Shares Par Value
7010000.00
Base Market Value
5123889.40
Base Total Cost
6850242.1
Base Unrealized Gain Loss
-1726352.7
Base Accrued Interest
70684.17
Local Market Value
5123889.4
Local Total Cost Amount
6850242.1
Local Unrealized Gain Loss
-1726352.7
Local Accrued Interest
70684.17
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
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: MOODY S CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOODY S CORPORATION
Security Description
3.75% 25 Feb 2052
Maturity Date
2052-02-25T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
1171000.00
Base Market Value
955430.61
Base Total Cost
995677.88
Base Unrealized Gain Loss
-40247.27
Base Accrued Interest
15369.37
Local Market Value
955430.61
Local Total Cost Amount
995677.88
Local Unrealized Gain Loss
-40247.27
Local Accrued Interest
15369.37
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
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: MOOG INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOOG INC
Security Description
4.25% 15 Dec 2027
Maturity Date
2027-12-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
983000.00
Base Market Value
851759.67
Base Total Cost
1006793.04
Base Unrealized Gain Loss
-155033.37
Base Accrued Interest
1856.78
Local Market Value
851759.67
Local Total Cost Amount
1006793.04
Local Unrealized Gain Loss
-155033.37
Local Accrued Interest
1856.78
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
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: MOOG INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOOG INC
Security Description
4.25% 15 Dec 2027
Maturity Date
2027-12-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
1866000.00
Base Market Value
1616870.34
Base Total Cost
1895764.48
Base Unrealized Gain Loss
-278894.14
Base Accrued Interest
3524.67
Local Market Value
1616870.34
Local Total Cost Amount
1895764.48
Local Unrealized Gain Loss
-278894.14
Local Accrued Interest
3524.67
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: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
4.35% 08 Sep 2026
Maturity Date
2026-09-08T00:00:00.000
Interest Rate
4.35
Original Face
0
Shares Par Value
135000.00
Base Market Value
133605.45
Base Total Cost
157168.35
Base Unrealized Gain Loss
-23562.9
Base Accrued Interest
1843.31
Local Market Value
133605.45
Local Total Cost Amount
157168.35
Local Unrealized Gain Loss
-23562.9
Local Accrued Interest
1843.31
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
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
4.35% 08 Sep 2026
Interest Rate
4.35
Original Face
0
Shares Par Value
1440000.00
Base Market Value
1425124.80
Base Total Cost
1640059.2
Base Unrealized Gain Loss
-214934.4
Base Accrued Interest
19662
Local Market Value
1425124.8
Local Total Cost Amount
1640059.2
Local Unrealized Gain Loss
-214934.4
Local Accrued Interest
19662
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
4% 23 Jul 2025
Maturity Date
2025-07-23T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
4126000.00
Base Market Value
4122534.16
Base Total Cost
4529192.72
Base Unrealized Gain Loss
-406658.56
Base Accrued Interest
72434.22
Local Market Value
4122534.16
Local Total Cost Amount
4529192.72
Local Unrealized Gain Loss
-406658.56
Local Accrued Interest
72434.22
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
FINANCE
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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