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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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
6.75% 25 Jun 2025
Maturity Date
2025-06-25T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
1628000.00
Base Market Value
1468846.72
Base Total Cost
1670331.5
Base Unrealized Gain Loss
-201484.78
Base Accrued Interest
1831.51
Local Market Value
1468846.72
Local Total Cost Amount
1670331.5
Local Unrealized Gain Loss
-201484.78
Local Accrued Interest
1831.51
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba3
S And P Quality Rating
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
6.75% 25 Jun 2025
Maturity Date
2025-06-25T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
250000.00
Base Market Value
225560.00
Base Total Cost
271662.5
Base Unrealized Gain Loss
-46102.5
Base Accrued Interest
281.25
Local Market Value
225560
Local Total Cost Amount
271662.5
Local Unrealized Gain Loss
-46102.5
Local Accrued Interest
281.25
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
FINANCE
Moody S Quality Rating
Ba3
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
6.75% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
344000.00
Base Market Value
304440.00
Base Total Cost
312839.99
Base Unrealized Gain Loss
-8399.99
Base Accrued Interest
1032
Local Market Value
304440
Local Total Cost Amount
312839.99
Local Unrealized Gain Loss
-8399.99
Local Accrued Interest
1032
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba3
S And P Quality Rating
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
5% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
770000.00
Base Market Value
633348.10
Base Total Cost
798875
Base Unrealized Gain Loss
-165526.9
Base Accrued Interest
11336.11
Local Market Value
633348.1
Local Total Cost Amount
798875
Local Unrealized Gain Loss
-165526.9
Local Accrued Interest
11336.11
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
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
5% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
150000.00
Base Market Value
123379.50
Base Total Cost
151593.75
Base Unrealized Gain Loss
-28214.25
Base Accrued Interest
2208.34
Local Market Value
123379.5
Local Total Cost Amount
151593.75
Local Unrealized Gain Loss
-28214.25
Local Accrued Interest
2208.34
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
Ba3
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
4.875% 15 Mar 2028
Maturity Date
2028-03-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
510000.00
Base Market Value
398437.50
Base Total Cost
509246.54
Base Unrealized Gain Loss
-110809.04
Base Accrued Interest
7320.63
Local Market Value
398437.5
Local Total Cost Amount
509246.54
Local Unrealized Gain Loss
-110809.04
Local Accrued Interest
7320.63
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba3
S And P Quality Rating
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
5.5% 15 Mar 2029
Maturity Date
2029-03-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1340000.00
Base Market Value
1033019.40
Base Total Cost
1340000
Base Unrealized Gain Loss
-306980.6
Base Accrued Interest
48519.16
Local Market Value
1033019.4
Local Total Cost Amount
1340000
Local Unrealized Gain Loss
-306980.6
Local Accrued Interest
48519.16
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba3
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
5.5% 15 Mar 2029
Maturity Date
2029-03-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
550000.00
Base Market Value
424000.50
Base Total Cost
550406.25
Base Unrealized Gain Loss
-126405.75
Base Accrued Interest
19914.57
Local Market Value
424000.5
Local Total Cost Amount
550406.25
Local Unrealized Gain Loss
-126405.75
Local Accrued Interest
19914.57
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba3
S And P Quality Rating
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: NEOGENOMICS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEOGENOMICS INC
Security Description
1.25% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
1.25
Original Face
0
Shares Par Value
7114000.00
Base Market Value
5904620.00
Base Total Cost
6993334.41
Base Unrealized Gain Loss
-1088714.41
Base Accrued Interest
14820.83
Local Market Value
5904620
Local Total Cost Amount
6993334.41
Local Unrealized Gain Loss
-1088714.41
Local Accrued Interest
14820.83
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
JPY
Local Currency Code: JPY • Trade Country Name: JAPAN • Security Name: ANICOM HOLDINGS INC
Local Currency Code
JPY
Trade Country Name
JAPAN
Security Name
ANICOM HOLDINGS INC
Security Description
COMMON STOCK
Interest Rate
0
Original Face
0
Shares Par Value
16300
Base Market Value
68195.33
Base Total Cost
62310.63
Base Unrealized Gain Loss
5884.7
Base Accrued Interest
0
Local Market Value
10969900
Local Total Cost Amount
9470966
Local Unrealized Gain Loss
1498934
Local Accrued Interest
0
Period End Date
2024-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
FINANCIALS
Minor Industry Name
INSURANCE
Moody S Quality Rating
NA
S And P Quality Rating
NA
Direct Group Trust Holding
Direct
Data As Of
2025-03-03T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEOGENOMICS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEOGENOMICS INC
Security Description
0.25% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
0.25
Original Face
0
Shares Par Value
4564000.00
Base Market Value
2831003.56
Base Total Cost
3184674.31
Base Unrealized Gain Loss
-353670.75
Base Accrued Interest
5261.28
Local Market Value
2831003.56
Local Total Cost Amount
3184674.31
Local Unrealized Gain Loss
-353670.75
Local Accrued Interest
5261.28
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: GPD COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GPD COS INC
Security Description
10.125% 01 Apr 2026
Maturity Date
2026-04-01T00:00:00.000
Interest Rate
10.125
Original Face
0
Shares Par Value
460000.00
Base Market Value
438324.80
Base Total Cost
486666.46
Base Unrealized Gain Loss
-48341.66
Base Accrued Interest
11643.75
Local Market Value
438324.8
Local Total Cost Amount
486666.46
Local Unrealized Gain Loss
-48341.66
Local Accrued Interest
11643.75
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
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: GPD COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GPD COS INC
Security Description
10.125% 01 Apr 2026
Maturity Date
2026-04-01T00:00:00.000
Interest Rate
10.125
Original Face
0
Shares Par Value
1073000.00
Base Market Value
1022440.24
Base Total Cost
1101980.1
Base Unrealized Gain Loss
-79539.86
Base Accrued Interest
27160.33
Local Market Value
1022440.24
Local Total Cost Amount
1101980.1
Local Unrealized Gain Loss
-79539.86
Local Accrued Interest
27160.33
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
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: NEPTUNE ENERGY BONDCO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEPTUNE ENERGY BONDCO
Security Description
6.625% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
1639000.00
Base Market Value
1573440.00
Base Total Cost
1619358.18
Base Unrealized Gain Loss
-45918.18
Base Accrued Interest
13874.59
Local Market Value
1573440
Local Total Cost Amount
1619358.18
Local Unrealized Gain Loss
-45918.18
Local Accrued Interest
13874.59
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
B1
S And P Quality Rating
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: NESCO HOLDINGS II INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NESCO HOLDINGS II INC
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
515000.00
Base Market Value
431312.50
Base Total Cost
506931.25
Base Unrealized Gain Loss
-75618.75
Base Accrued Interest
5979.73
Local Market Value
431312.5
Local Total Cost Amount
506931.25
Local Unrealized Gain Loss
-75618.75
Local Accrued Interest
5979.73
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
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: NESCO HOLDINGS II INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NESCO HOLDINGS II INC
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
645000.00
Base Market Value
540187.50
Base Total Cost
663699.5
Base Unrealized Gain Loss
-123512
Base Accrued Interest
7489.17
Local Market Value
540187.5
Local Total Cost Amount
663699.5
Local Unrealized Gain Loss
-123512
Local Accrued Interest
7489.17
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
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: NESCO HOLDINGS II INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NESCO HOLDINGS II INC
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
275000.00
Base Market Value
230312.50
Base Total Cost
275000
Base Unrealized Gain Loss
-44687.5
Base Accrued Interest
3193.05
Local Market Value
230312.5
Local Total Cost Amount
275000
Local Unrealized Gain Loss
-44687.5
Local Accrued Interest
3193.05
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
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: NESTLE HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NESTLE HOLDINGS INC
Security Description
3.9% 24 Sep 2038
Maturity Date
2038-09-24T00:00:00.000
Interest Rate
3.9
Original Face
0
Shares Par Value
5765000.00
Base Market Value
5333720.35
Base Total Cost
5703372.15
Base Unrealized Gain Loss
-369651.8
Base Accrued Interest
60580.54
Local Market Value
5333720.35
Local Total Cost Amount
5703372.15
Local Unrealized Gain Loss
-369651.8
Local Accrued Interest
60580.54
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Aa3
S And P Quality Rating
AA-
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: NETFLIX INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NETFLIX INC
Security Description
5.75% 01 Mar 2024
Maturity Date
2024-03-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1015000.00
Base Total Cost
1029500
Base Unrealized Gain Loss
-14500
Base Accrued Interest
19166.67
Local Market Value
1015000
Local Total Cost Amount
1029500
Local Unrealized Gain Loss
-14500
Local Accrued Interest
19166.67
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
Ba1
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: NETFLIX INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NETFLIX INC
Security Description
5.875% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
274000.00
Base Market Value
278110.00
Base Total Cost
279666.25
Base Unrealized Gain Loss
-1556.25
Base Accrued Interest
3398.35
Local Market Value
278110
Local Total Cost Amount
279666.25
Local Unrealized Gain Loss
-1556.25
Local Accrued Interest
3398.35
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
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: NETFLIX INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NETFLIX INC
Security Description
5.875% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
940000.00
Base Market Value
954100.00
Base Total Cost
970550
Base Unrealized Gain Loss
-16450
Base Accrued Interest
11658.61
Local Market Value
954100
Local Total Cost Amount
970550
Local Unrealized Gain Loss
-16450
Local Accrued Interest
11658.61
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
Ba1
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: NETFLIX INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NETFLIX INC
Security Description
4.875% 15 Apr 2028
Maturity Date
2028-04-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
600000.00
Base Market Value
564630.00
Base Total Cost
674375
Base Unrealized Gain Loss
-109745
Base Accrued Interest
6175
Local Market Value
564630
Local Total Cost Amount
674375
Local Unrealized Gain Loss
-109745
Local Accrued Interest
6175
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
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: NETFLIX INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NETFLIX INC
Security Description
4.875% 15 Apr 2028
Maturity Date
2028-04-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
100000.00
Base Market Value
94105.00
Base Total Cost
98500
Base Unrealized Gain Loss
-4395
Base Accrued Interest
1029.17
Local Market Value
94105
Local Total Cost Amount
98500
Local Unrealized Gain Loss
-4395
Local Accrued Interest
1029.17
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
Ba1
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: NETFLIX INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NETFLIX INC
Security Description
5.875% 15 Nov 2028
Maturity Date
2028-11-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
840000.00
Base Market Value
821276.40
Base Total Cost
893725.5
Base Unrealized Gain Loss
-72449.1
Base Accrued Interest
6305.82
Local Market Value
821276.4
Local Total Cost Amount
893725.5
Local Unrealized Gain Loss
-72449.1
Local Accrued Interest
6305.82
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
Ba1
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: NETFLIX INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NETFLIX INC
Security Description
5.375% 15 Nov 2029
Maturity Date
2029-11-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
10275000.00
Base Market Value
9709875.00
Base Total Cost
11729238.2
Base Unrealized Gain Loss
-2019363.2
Base Accrued Interest
24545.83
Local Market Value
9709875
Local Total Cost Amount
11729238.2
Local Unrealized Gain Loss
-2019363.2
Local Accrued Interest
24545.83
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
Ba1
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: NETFLIX INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NETFLIX INC
Security Description
6.375% 15 May 2029
Maturity Date
2029-05-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
1280000.00
Base Market Value
1292736.00
Base Total Cost
1366692.44
Base Unrealized Gain Loss
-73956.44
Base Accrued Interest
10426.66
Local Market Value
1292736
Local Total Cost Amount
1366692.44
Local Unrealized Gain Loss
-73956.44
Local Accrued Interest
10426.66
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
Ba1
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: NETFLIX INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NETFLIX INC
Security Description
6.375% 15 May 2029
Maturity Date
2029-05-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
200000.00
Base Market Value
201990.00
Base Total Cost
199000
Base Unrealized Gain Loss
2990
Base Accrued Interest
1629.17
Local Market Value
201990
Local Total Cost Amount
199000
Local Unrealized Gain Loss
2990
Local Accrued Interest
1629.17
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
Ba1
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: NETFLIX INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NETFLIX INC
Security Description
6.375% 15 May 2029
Maturity Date
2029-05-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
775000.00
Base Market Value
782711.25
Base Total Cost
805375
Base Unrealized Gain Loss
-22663.75
Base Accrued Interest
6313.02
Local Market Value
782711.25
Local Total Cost Amount
805375
Local Unrealized Gain Loss
-22663.75
Local Accrued Interest
6313.02
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
Ba1
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: NEW ENTERPRISE STONE + L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW ENTERPRISE STONE + L
Security Description
9.75% 15 Jul 2028
Maturity Date
2028-07-15T00:00:00.000
Interest Rate
9.75
Original Face
0
Shares Par Value
790000.00
Base Market Value
675450.00
Base Total Cost
874400
Base Unrealized Gain Loss
-198950
Base Accrued Interest
35517.08
Local Market Value
675450
Local Total Cost Amount
874400
Local Unrealized Gain Loss
-198950
Local Accrued Interest
35517.08
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
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: NEW ENTERPRISE STONE + L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW ENTERPRISE STONE + L
Security Description
9.75% 15 Jul 2028
Maturity Date
2028-07-15T00:00:00.000
Interest Rate
9.75
Original Face
0
Shares Par Value
225000.00
Base Market Value
192375.00
Base Total Cost
242177.88
Base Unrealized Gain Loss
-49802.88
Base Accrued Interest
10115.63
Local Market Value
192375
Local Total Cost Amount
242177.88
Local Unrealized Gain Loss
-49802.88
Local Accrued Interest
10115.63
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: NEW ENTERPRISE STONE + L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW ENTERPRISE STONE + L
Security Description
5.25% 15 Jul 2028
Maturity Date
2028-07-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1305000.00
Base Market Value
1072762.20
Base Total Cost
1303548.75
Base Unrealized Gain Loss
-230786.55
Base Accrued Interest
31591.89
Local Market Value
1072762.2
Local Total Cost Amount
1303548.75
Local Unrealized Gain Loss
-230786.55
Local Accrued Interest
31591.89
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: NEW ENTERPRISE STONE + L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW ENTERPRISE STONE + L
Security Description
5.25% 15 Jul 2028
Maturity Date
2028-07-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1940000.00
Base Market Value
1594757.60
Base Total Cost
1957206.25
Base Unrealized Gain Loss
-362448.65
Base Accrued Interest
46964.17
Local Market Value
1594757.6
Local Total Cost Amount
1957206.25
Local Unrealized Gain Loss
-362448.65
Local Accrued Interest
46964.17
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
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: NEW ENTERPRISE STONE + L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW ENTERPRISE STONE + L
Security Description
5.25% 15 Jul 2028
Maturity Date
2028-07-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
450000.00
Base Market Value
369918.00
Base Total Cost
450375
Base Unrealized Gain Loss
-80457
Base Accrued Interest
10893.75
Local Market Value
369918
Local Total Cost Amount
450375
Local Unrealized Gain Loss
-80457
Local Accrued Interest
10893.75
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
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: NEW ENTERPRISE STONE + L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW ENTERPRISE STONE + L
Security Description
5.25% 15 Jul 2028
Maturity Date
2028-07-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
350000.00
Base Market Value
287714.00
Base Total Cost
351062.5
Base Unrealized Gain Loss
-63348.5
Base Accrued Interest
8472.92
Local Market Value
287714
Local Total Cost Amount
351062.5
Local Unrealized Gain Loss
-63348.5
Local Accrued Interest
8472.92
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: NEW FORTRESS ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW FORTRESS ENERGY INC
Security Description
6.75% 15 Sep 2025
Maturity Date
2025-09-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
1475000.00
Base Market Value
1393875.00
Base Total Cost
1520167.66
Base Unrealized Gain Loss
-126292.66
Base Accrued Interest
29315.65
Local Market Value
1393875
Local Total Cost Amount
1520167.66
Local Unrealized Gain Loss
-126292.66
Local Accrued Interest
29315.65
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
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEW FORTRESS ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW FORTRESS ENERGY INC
Security Description
6.5% 30 Sep 2026
Maturity Date
2026-09-30T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
3765000.00
Base Market Value
3410186.40
Base Total Cost
3776270.55
Base Unrealized Gain Loss
-366084.15
Base Accrued Interest
61181.25
Local Market Value
3410186.4
Local Total Cost Amount
3776270.55
Local Unrealized Gain Loss
-366084.15
Local Accrued Interest
61181.25
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
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: NEW FORTRESS ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW FORTRESS ENERGY INC
Security Description
6.5% 30 Sep 2026
Maturity Date
2026-09-30T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
530000.00
Base Market Value
480052.80
Base Total Cost
530000
Base Unrealized Gain Loss
-49947.2
Base Accrued Interest
8612.5
Local Market Value
480052.8
Local Total Cost Amount
530000
Local Unrealized Gain Loss
-49947.2
Local Accrued Interest
8612.5
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
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: NEW FORTRESS ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW FORTRESS ENERGY INC
Security Description
6.5% 30 Sep 2026
Maturity Date
2026-09-30T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
1195000.00
Base Market Value
1082383.20
Base Total Cost
1195000
Base Unrealized Gain Loss
-112616.8
Base Accrued Interest
19418.75
Local Market Value
1082383.2
Local Total Cost Amount
1195000
Local Unrealized Gain Loss
-112616.8
Local Accrued Interest
19418.75
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
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEW FORTRESS ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW FORTRESS ENERGY INC
Security Description
6.5% 30 Sep 2026
Maturity Date
2026-09-30T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
200000.00
Base Market Value
181152.00
Base Total Cost
200000
Base Unrealized Gain Loss
-18848
Base Accrued Interest
3250
Local Market Value
181152
Local Total Cost Amount
200000
Local Unrealized Gain Loss
-18848
Local Accrued Interest
3250
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
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: NEW GOLD INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW GOLD INC
Security Description
7.5% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
1078000.00
Base Market Value
937860.00
Base Total Cost
1098188.1
Base Unrealized Gain Loss
-160328.1
Base Accrued Interest
37280.82
Local Market Value
937860
Local Total Cost Amount
1098188.1
Local Unrealized Gain Loss
-160328.1
Local Accrued Interest
37280.82
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
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: NEW JERSEY ST TRANSPRTN TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW JERSEY ST TRANSPRTN TRUST
Security Description
4.081% 15 Jun 2039
Maturity Date
2039-06-15T00:00:00.000
Interest Rate
4.081
Original Face
105000
Shares Par Value
105000.00
Base Market Value
94463.25
Base Total Cost
101593.8
Base Unrealized Gain Loss
-7130.55
Base Accrued Interest
190.45
Local Market Value
94463.25
Local Total Cost Amount
101593.8
Local Unrealized Gain Loss
-7130.55
Local Accrued Interest
190.45
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
MUNICIPALS
Major Industry Name
MUNICIPAL
Minor Industry Name
MUNICIPAL
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: NEW JERSEY ST TRANSPRTN TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW JERSEY ST TRANSPRTN TRUST
Security Description
6.561% 15 Dec 2040
Interest Rate
6.561
Original Face
0
Shares Par Value
45000.00
Base Market Value
52232.85
Base Total Cost
56924.55
Base Unrealized Gain Loss
-4691.7
Base Accrued Interest
131.22
Local Market Value
52232.85
Local Total Cost Amount
56924.55
Local Unrealized Gain Loss
-4691.7
Local Accrued Interest
131.22
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
MUNICIPALS
Major Industry Name
MUNICIPAL
Minor Industry Name
MUNICIPAL
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: NEW RESIDENTIAL MORTGAGE LOAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW RESIDENTIAL MORTGAGE LOAN
Security Description
1% 25 Jun 2051
Maturity Date
2051-06-25T00:00:00.000
Interest Rate
2.5
Original Face
3700000
Shares Par Value
3324089.81
Base Market Value
2856343.84
Base Total Cost
2924160.26
Base Unrealized Gain Loss
-67816.42
Base Accrued Interest
0
Local Market Value
2856343.84
Local Total Cost Amount
2924160.26
Local Unrealized Gain Loss
-67816.42
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEW RESIDENTIAL MORTGAGE LOAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW RESIDENTIAL MORTGAGE LOAN
Security Description
1% 25 Nov 2058
Maturity Date
2058-11-25T00:00:00.000
Interest Rate
3.75
Original Face
1110000
Shares Par Value
466938.90
Base Market Value
455494.55
Base Total Cost
503564.42
Base Unrealized Gain Loss
-48069.87
Base Accrued Interest
0
Local Market Value
455494.55
Local Total Cost Amount
503564.42
Local Unrealized Gain Loss
-48069.87
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEW RESIDENTIAL MORTGAGE LOAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW RESIDENTIAL MORTGAGE LOAN
Security Description
1% 25 Mar 2052
Maturity Date
2052-03-25T00:00:00.000
Interest Rate
3
Original Face
18999123
Shares Par Value
18530585.75
Base Market Value
16437926.70
Base Total Cost
18241045.35
Base Unrealized Gain Loss
-1803118.65
Base Accrued Interest
0
Local Market Value
16437926.7
Local Total Cost Amount
18241045.35
Local Unrealized Gain Loss
-1803118.65
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Moody S Quality Rating
Aaa
S And P Quality Rating
AAA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEW RESIDENTIAL MORTGAGE LOAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW RESIDENTIAL MORTGAGE LOAN
Security Description
1% 25 Oct 2058
Maturity Date
2058-10-25T00:00:00.000
Interest Rate
0.94054
Original Face
2365000
Shares Par Value
1043794.39
Base Market Value
1005347.89
Base Total Cost
1043794.39
Base Unrealized Gain Loss
-38446.5
Base Accrued Interest
0
Local Market Value
1005347.89
Local Total Cost Amount
1043794.39
Local Unrealized Gain Loss
-38446.5
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
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: NEW RESIDENTIAL MORTGAGE LOAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW RESIDENTIAL MORTGAGE LOAN
Security Description
1% 25 Sep 2051
Maturity Date
2051-09-25T00:00:00.000
Interest Rate
2.5
Original Face
3430859
Shares Par Value
3064258.32
Base Market Value
2794579.07
Base Total Cost
3101125.32
Base Unrealized Gain Loss
-306546.25
Base Accrued Interest
0
Local Market Value
2794579.07
Local Total Cost Amount
3101125.32
Local Unrealized Gain Loss
-306546.25
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NY COMMUNITY BANCORP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NY COMMUNITY BANCORP INC
Security Description
1% 06 Nov 2028
Interest Rate
5.9
Original Face
0
Shares Par Value
459000.00
Base Market Value
464916.51
Base Total Cost
500310
Base Unrealized Gain Loss
-35393.49
Base Accrued Interest
4137.38
Local Market Value
464916.51
Local Total Cost Amount
500310
Local Unrealized Gain Loss
-35393.49
Local Accrued Interest
4137.38
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NEW YORK LIFE INSURANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW YORK LIFE INSURANCE
Security Description
3.75% 15 May 2050
Maturity Date
2050-05-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
4160000.00
Base Market Value
3397763.20
Base Total Cost
4134582.4
Base Unrealized Gain Loss
-736819.2
Base Accrued Interest
19933.33
Local Market Value
3397763.2
Local Total Cost Amount
4134582.4
Local Unrealized Gain Loss
-736819.2
Local Accrued Interest
19933.33
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Aa2
S And P Quality Rating
AA-
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: NEW YORK CITY NY TRANSITIONAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEW YORK CITY NY TRANSITIONAL
Security Description
5.267% 01 May 2027
Maturity Date
2027-05-01T00:00:00.000
Interest Rate
5.267
Original Face
0
Shares Par Value
150000.00
Base Market Value
159666.00
Base Total Cost
180289.5
Base Unrealized Gain Loss
-20623.5
Base Accrued Interest
1316.75
Local Market Value
159666
Local Total Cost Amount
180289.5
Local Unrealized Gain Loss
-20623.5
Local Accrued Interest
1316.75
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
MUNICIPALS
Major Industry Name
MUNICIPAL
Minor Industry Name
MUNICIPAL
Moody S Quality Rating
Aa1
S And P Quality Rating
AAA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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