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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: OCEANEERING INTL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OCEANEERING INTL INC
Security Description
6% 01 Feb 2028
Maturity Date
2028-02-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
1700000.00
Base Market Value
1498295.00
Base Total Cost
1639997.89
Base Unrealized Gain Loss
-141702.89
Base Accrued Interest
42500
Local Market Value
1498295
Local Total Cost Amount
1639997.89
Local Unrealized Gain Loss
-141702.89
Local Accrued Interest
42500
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
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: OCEANEERING INTL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OCEANEERING INTL INC
Security Description
6% 01 Feb 2028
Maturity Date
2028-02-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
225000.00
Base Market Value
198303.75
Base Total Cost
217557.69
Base Unrealized Gain Loss
-19253.94
Base Accrued Interest
5625
Local Market Value
198303.75
Local Total Cost Amount
217557.69
Local Unrealized Gain Loss
-19253.94
Local Accrued Interest
5625
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
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: OFFICE PPTY INCOME TRST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OFFICE PPTY INCOME TRST
Security Description
3.45% 15 Oct 2031
Maturity Date
2031-10-15T00:00:00.000
Interest Rate
3.45
Original Face
0
Shares Par Value
1068000.00
Base Market Value
799996.08
Base Total Cost
1065917.4
Base Unrealized Gain Loss
-265921.32
Base Accrued Interest
7778.6
Local Market Value
799996.08
Local Total Cost Amount
1065917.4
Local Unrealized Gain Loss
-265921.32
Local Accrued Interest
7778.6
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
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: OHIO NAT FINANCIAL SRVS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OHIO NAT FINANCIAL SRVS
Security Description
5.8% 24 Jan 2030
Maturity Date
2030-01-24T00:00:00.000
Interest Rate
5.8
Original Face
0
Shares Par Value
3172000.00
Base Market Value
3053620.96
Base Total Cost
3649998.68
Base Unrealized Gain Loss
-596377.72
Base Accrued Interest
80233.97
Local Market Value
3053620.96
Local Total Cost Amount
3649998.68
Local Unrealized Gain Loss
-596377.72
Local Accrued Interest
80233.97
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba1
S And P Quality Rating
NR
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: OHIO POWER COMPANY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OHIO POWER COMPANY
Security Description
2.6% 01 Apr 2030
Maturity Date
2030-04-01T00:00:00.000
Interest Rate
2.6
Original Face
0
Shares Par Value
1485000.00
Base Market Value
1310943.15
Base Total Cost
1537242.3
Base Unrealized Gain Loss
-226299.15
Base Accrued Interest
9652.5
Local Market Value
1310943.15
Local Total Cost Amount
1537242.3
Local Unrealized Gain Loss
-226299.15
Local Accrued Interest
9652.5
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A3
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: OHIO POWER COMPANY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OHIO POWER COMPANY
Security Description
1.625% 15 Jan 2031
Maturity Date
2031-01-15T00:00:00.000
Interest Rate
1.625
Original Face
0
Shares Par Value
200000.00
Base Market Value
160846.00
Base Total Cost
190734
Base Unrealized Gain Loss
-29888
Base Accrued Interest
1498.61
Local Market Value
160846
Local Total Cost Amount
190734
Local Unrealized Gain Loss
-29888
Local Accrued Interest
1498.61
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
ELECTRIC/GAS
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: OHIO POWER COMPANY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OHIO POWER COMPANY
Security Description
2.9% 01 Oct 2051
Maturity Date
2051-10-01T00:00:00.000
Interest Rate
2.9
Original Face
0
Shares Par Value
275000.00
Base Market Value
196619.50
Base Total Cost
269139.75
Base Unrealized Gain Loss
-72520.25
Base Accrued Interest
1993.75
Local Market Value
196619.5
Local Total Cost Amount
269139.75
Local Unrealized Gain Loss
-72520.25
Local Accrued Interest
1993.75
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
ELECTRIC/GAS
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: OI EUROPEAN GROUP BV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OI EUROPEAN GROUP BV
Security Description
4.75% 15 Feb 2030
Maturity Date
2030-02-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
1950000.00
Base Market Value
1633125.00
Base Total Cost
1950000
Base Unrealized Gain Loss
-316875
Base Accrued Interest
34991.67
Local Market Value
1633125
Local Total Cost Amount
1950000
Local Unrealized Gain Loss
-316875
Local Accrued Interest
34991.67
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
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: OI EUROPEAN GROUP BV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OI EUROPEAN GROUP BV
Security Description
4.75% 15 Feb 2030
Maturity Date
2030-02-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
450000.00
Base Market Value
376875.00
Base Total Cost
431947.12
Base Unrealized Gain Loss
-55072.12
Base Accrued Interest
8074.99
Local Market Value
376875
Local Total Cost Amount
431947.12
Local Unrealized Gain Loss
-55072.12
Local Accrued Interest
8074.99
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
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: OKLAHOMA G+E CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OKLAHOMA G+E CO
Security Description
5.85% 01 Jun 2040
Interest Rate
5.85
Original Face
0
Shares Par Value
1045000.00
Base Market Value
1108347.90
Base Total Cost
1447941.55
Base Unrealized Gain Loss
-339593.65
Base Accrued Interest
5094.38
Local Market Value
1108347.9
Local Total Cost Amount
1447941.55
Local Unrealized Gain Loss
-339593.65
Local Accrued Interest
5094.38
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
ELECTRIC/GAS
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: OKTA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OKTA INC
Security Description
0.375% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
0.375
Original Face
0
Shares Par Value
740000.00
Base Market Value
615680.00
Base Total Cost
590411.22
Base Unrealized Gain Loss
25268.78
Base Accrued Interest
123.33
Local Market Value
615680
Local Total Cost Amount
590411.22
Local Unrealized Gain Loss
25268.78
Local Accrued Interest
123.33
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: OKTA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OKTA INC
Security Description
0.375% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
0.375
Original Face
0
Shares Par Value
15876000.00
Base Market Value
13208832.00
Base Total Cost
15384341.47
Base Unrealized Gain Loss
-2175509.47
Base Accrued Interest
2646.01
Local Market Value
13208832
Local Total Cost Amount
15384341.47
Local Unrealized Gain Loss
-2175509.47
Local Accrued Interest
2646.01
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: OLD REPUBLIC INTL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OLD REPUBLIC INTL CORP
Security Description
3.85% 11 Jun 2051
Maturity Date
2051-06-11T00:00:00.000
Interest Rate
3.85
Original Face
0
Shares Par Value
1452000.00
Base Market Value
1095926.04
Base Total Cost
1424776.75
Base Unrealized Gain Loss
-328850.71
Base Accrued Interest
3105.67
Local Market Value
1095926.04
Local Total Cost Amount
1424776.75
Local Unrealized Gain Loss
-328850.71
Local Accrued Interest
3105.67
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
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: OLYMPUS WTR US HLDG CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OLYMPUS WTR US HLDG CORP
Security Description
4.25% 01 Oct 2028
Maturity Date
2028-10-01T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
1270000.00
Base Market Value
994727.50
Base Total Cost
1270000
Base Unrealized Gain Loss
-275272.5
Base Accrued Interest
13493.75
Local Market Value
994727.5
Local Total Cost Amount
1270000
Local Unrealized Gain Loss
-275272.5
Local Accrued Interest
13493.75
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: OLYMPUS WTR US HLDG CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OLYMPUS WTR US HLDG CORP
Security Description
4.25% 01 Oct 2028
Maturity Date
2028-10-01T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
1225000.00
Base Market Value
959481.25
Base Total Cost
1225000
Base Unrealized Gain Loss
-265518.75
Base Accrued Interest
13015.62
Local Market Value
959481.25
Local Total Cost Amount
1225000
Local Unrealized Gain Loss
-265518.75
Local Accrued Interest
13015.62
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: OLYMPUS WTR US HLDG CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OLYMPUS WTR US HLDG CORP
Security Description
4.25% 01 Oct 2028
Maturity Date
2028-10-01T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
200000.00
Base Market Value
156650.00
Base Total Cost
198250
Base Unrealized Gain Loss
-41600
Base Accrued Interest
2125
Local Market Value
156650
Local Total Cost Amount
198250
Local Unrealized Gain Loss
-41600
Local Accrued Interest
2125
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: OLYMPUS WTR US HLDG CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OLYMPUS WTR US HLDG CORP
Security Description
6.25% 01 Oct 2029
Maturity Date
2029-10-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
525000.00
Base Market Value
364791.00
Base Total Cost
525000
Base Unrealized Gain Loss
-160209
Base Accrued Interest
8203.12
Local Market Value
364791
Local Total Cost Amount
525000
Local Unrealized Gain Loss
-160209
Local Accrued Interest
8203.12
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: OLYMPUS WTR US HLDG CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OLYMPUS WTR US HLDG CORP
Security Description
6.25% 01 Oct 2029
Maturity Date
2029-10-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
950000.00
Base Market Value
660098.00
Base Total Cost
947637.5
Base Unrealized Gain Loss
-287539.5
Base Accrued Interest
14843.75
Local Market Value
660098
Local Total Cost Amount
947637.5
Local Unrealized Gain Loss
-287539.5
Local Accrued Interest
14843.75
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
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: OLYMPUS WTR US HLDG CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OLYMPUS WTR US HLDG CORP
Security Description
6.25% 01 Oct 2029
Maturity Date
2029-10-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
262000.00
Base Market Value
182048.08
Base Total Cost
261955.12
Base Unrealized Gain Loss
-79907.04
Base Accrued Interest
4093.74
Local Market Value
182048.08
Local Total Cost Amount
261955.12
Local Unrealized Gain Loss
-79907.04
Local Accrued Interest
4093.74
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
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: OMNICOM GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OMNICOM GROUP INC
Security Description
4.2% 01 Jun 2030
Maturity Date
2030-06-01T00:00:00.000
Interest Rate
4.2
Original Face
0
Shares Par Value
600000.00
Base Market Value
573168.00
Base Total Cost
672958.8
Base Unrealized Gain Loss
-99790.8
Base Accrued Interest
2100
Local Market Value
573168
Local Total Cost Amount
672958.8
Local Unrealized Gain Loss
-99790.8
Local Accrued Interest
2100
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: OMEGA HLTHCARE INVESTORS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OMEGA HLTHCARE INVESTORS
Security Description
3.375% 01 Feb 2031
Maturity Date
2031-02-01T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
1553000.00
Base Market Value
1260973.88
Base Total Cost
1611843.17
Base Unrealized Gain Loss
-350869.29
Base Accrued Interest
21839.07
Local Market Value
1260973.88
Local Total Cost Amount
1611843.17
Local Unrealized Gain Loss
-350869.29
Local Accrued Interest
21839.07
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: OMEGA HLTHCARE INVESTORS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OMEGA HLTHCARE INVESTORS
Security Description
3.25% 15 Apr 2033
Maturity Date
2033-04-15T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
3009000.00
Base Market Value
2278775.88
Base Total Cost
3060664.53
Base Unrealized Gain Loss
-781888.65
Base Accrued Interest
20645.08
Local Market Value
2278775.88
Local Total Cost Amount
3060664.53
Local Unrealized Gain Loss
-781888.65
Local Accrued Interest
20645.08
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
FINANCE
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: ON SEMICONDUCTOR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ON SEMICONDUCTOR CORP
Security Description
1.625% 15 Oct 2023
Maturity Date
2023-10-15T00:00:00.000
Interest Rate
1.625
Original Face
0
Shares Par Value
4480000.00
Base Market Value
10922240.00
Base Total Cost
6307196.06
Base Unrealized Gain Loss
4615043.94
Base Accrued Interest
15368.89
Local Market Value
10922240
Local Total Cost Amount
6307196.06
Local Unrealized Gain Loss
4615043.94
Local Accrued Interest
15368.89
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
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: ON SEMICONDUCTOR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ON SEMICONDUCTOR CORP
Security Description
3.875% 01 Sep 2028
Maturity Date
2028-09-01T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
751000.00
Base Market Value
661285.54
Base Total Cost
751000
Base Unrealized Gain Loss
-89714.46
Base Accrued Interest
9700.41
Local Market Value
661285.54
Local Total Cost Amount
751000
Local Unrealized Gain Loss
-89714.46
Local Accrued Interest
9700.41
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
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: ON SEMICONDUCTOR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ON SEMICONDUCTOR CORP
Security Description
3.875% 01 Sep 2028
Maturity Date
2028-09-01T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
75000.00
Base Market Value
66040.50
Base Total Cost
74625
Base Unrealized Gain Loss
-8584.5
Base Accrued Interest
968.75
Local Market Value
66040.5
Local Total Cost Amount
74625
Local Unrealized Gain Loss
-8584.5
Local Accrued Interest
968.75
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: ONCOR ELECTRIC DELIVERY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ONCOR ELECTRIC DELIVERY
Security Description
7% 01 Sep 2022
Maturity Date
2022-09-01T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
460000.00
Base Market Value
462792.20
Base Total Cost
486638.6
Base Unrealized Gain Loss
-23846.4
Base Accrued Interest
10733.33
Local Market Value
462792.2
Local Total Cost Amount
486638.6
Local Unrealized Gain Loss
-23846.4
Local Accrued Interest
10733.33
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
ELECTRIC/GAS
Moody S Quality Rating
A2
S And P Quality Rating
A+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ONCOR ELECTRIC DELIVERY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ONCOR ELECTRIC DELIVERY
Security Description
4.1% 15 Nov 2048
Maturity Date
2048-11-15T00:00:00.000
Interest Rate
4.1
Original Face
0
Shares Par Value
510000.00
Base Market Value
468644.10
Base Total Cost
622618.2
Base Unrealized Gain Loss
-153974.1
Base Accrued Interest
2671.83
Local Market Value
468644.1
Local Total Cost Amount
622618.2
Local Unrealized Gain Loss
-153974.1
Local Accrued Interest
2671.83
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
A2
S And P Quality Rating
A+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ONCOR ELECTRIC DELIVERY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ONCOR ELECTRIC DELIVERY
Security Description
3.1% 15 Sep 2049
Maturity Date
2049-09-15T00:00:00.000
Interest Rate
3.1
Original Face
0
Shares Par Value
170000.00
Base Market Value
131515.40
Base Total Cost
179594.8
Base Unrealized Gain Loss
-48079.4
Base Accrued Interest
1551.72
Local Market Value
131515.4
Local Total Cost Amount
179594.8
Local Unrealized Gain Loss
-48079.4
Local Accrued Interest
1551.72
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
FINANCE
Moody S Quality Rating
A2
S And P Quality Rating
A+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ONCOR ELECTRIC DELIVERY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ONCOR ELECTRIC DELIVERY
Security Description
5.35% 01 Oct 2052
Maturity Date
2052-10-01T00:00:00.000
Interest Rate
5.35
Original Face
0
Shares Par Value
208000.00
Base Market Value
226091.84
Base Total Cost
308653.28
Base Unrealized Gain Loss
-82561.44
Base Accrued Interest
2782
Local Market Value
226091.84
Local Total Cost Amount
308653.28
Local Unrealized Gain Loss
-82561.44
Local Accrued Interest
2782
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
A2
S And P Quality Rating
A+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ONCOR ELECTRIC DELIVERY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ONCOR ELECTRIC DELIVERY
Security Description
4.15% 01 Jun 2032
Maturity Date
2032-06-01T00:00:00.000
Interest Rate
4.15
Original Face
0
Shares Par Value
1369000.00
Base Market Value
1371286.23
Base Total Cost
1365973.05
Base Unrealized Gain Loss
5313.18
Base Accrued Interest
6470.43
Local Market Value
1371286.23
Local Total Cost Amount
1365973.05
Local Unrealized Gain Loss
5313.18
Local Accrued Interest
6470.43
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
ELECTRIC/GAS
Moody S Quality Rating
A2
S And P Quality Rating
A+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 180 MEDICAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
180 MEDICAL INC
Security Description
3.875% 15 Oct 2029
Maturity Date
2029-10-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
825000.00
Base Market Value
713625.00
Base Total Cost
831818.75
Base Unrealized Gain Loss
-118193.75
Base Accrued Interest
6748.94
Local Market Value
713625
Local Total Cost Amount
831818.75
Local Unrealized Gain Loss
-118193.75
Local Accrued Interest
6748.94
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: 180 MEDICAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
180 MEDICAL INC
Security Description
3.875% 15 Oct 2029
Maturity Date
2029-10-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
200000.00
Base Market Value
173000.00
Base Total Cost
200000
Base Unrealized Gain Loss
-27000
Base Accrued Interest
1636.11
Local Market Value
173000
Local Total Cost Amount
200000
Local Unrealized Gain Loss
-27000
Local Accrued Interest
1636.11
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
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: ONE GAS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ONE GAS INC
Security Description
4.5% 01 Nov 2048
Maturity Date
2048-11-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
310000.00
Base Market Value
276706.00
Base Total Cost
402311.8
Base Unrealized Gain Loss
-125605.8
Base Accrued Interest
2325
Local Market Value
276706
Local Total Cost Amount
402311.8
Local Unrealized Gain Loss
-125605.8
Local Accrued Interest
2325
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
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: 1011778 BC / NEW RED FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
1011778 BC / NEW RED FIN
Security Description
3.875% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
505000.00
Base Market Value
438299.60
Base Total Cost
471215.5
Base Unrealized Gain Loss
-32915.9
Base Accrued Interest
5761.91
Local Market Value
438299.6
Local Total Cost Amount
471215.5
Local Unrealized Gain Loss
-32915.9
Local Accrued Interest
5761.91
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
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: 1011778 BC / NEW RED FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
1011778 BC / NEW RED FIN
Security Description
3.875% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
785000.00
Base Market Value
681317.20
Base Total Cost
791337.5
Base Unrealized Gain Loss
-110020.3
Base Accrued Interest
8956.62
Local Market Value
681317.2
Local Total Cost Amount
791337.5
Local Unrealized Gain Loss
-110020.3
Local Accrued Interest
8956.62
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
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: 1011778 BC / NEW RED FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
1011778 BC / NEW RED FIN
Security Description
3.875% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
945000.00
Base Market Value
820184.40
Base Total Cost
946590
Base Unrealized Gain Loss
-126405.6
Base Accrued Interest
10782.18
Local Market Value
820184.4
Local Total Cost Amount
946590
Local Unrealized Gain Loss
-126405.6
Local Accrued Interest
10782.18
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
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: 1011778 BC / NEW RED FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
1011778 BC / NEW RED FIN
Security Description
3.875% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
75000.00
Base Market Value
65094.00
Base Total Cost
70687.5
Base Unrealized Gain Loss
-5593.5
Base Accrued Interest
855.73
Local Market Value
65094
Local Total Cost Amount
70687.5
Local Unrealized Gain Loss
-5593.5
Local Accrued Interest
855.73
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
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: 1011778 BC / NEW RED FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
1011778 BC / NEW RED FIN
Security Description
4.375% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
483000.00
Base Market Value
422286.90
Base Total Cost
483000
Base Unrealized Gain Loss
-60713.1
Base Accrued Interest
2700.1
Local Market Value
422286.9
Local Total Cost Amount
483000
Local Unrealized Gain Loss
-60713.1
Local Accrued Interest
2700.1
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
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: 1011778 BC / NEW RED FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
1011778 BC / NEW RED FIN
Security Description
4.375% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
125000.00
Base Market Value
109287.50
Base Total Cost
124971.87
Base Unrealized Gain Loss
-15684.37
Base Accrued Interest
698.79
Local Market Value
109287.5
Local Total Cost Amount
124971.87
Local Unrealized Gain Loss
-15684.37
Local Accrued Interest
698.79
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
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: 1011778 BC / NEW RED FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
1011778 BC / NEW RED FIN
Security Description
5.75% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
186000.00
Base Market Value
187084.38
Base Total Cost
186000
Base Unrealized Gain Loss
1084.38
Base Accrued Interest
2257.83
Local Market Value
187084.38
Local Total Cost Amount
186000
Local Unrealized Gain Loss
1084.38
Local Accrued Interest
2257.83
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
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: 1011778 BC / NEW RED FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
1011778 BC / NEW RED FIN
Security Description
4% 15 Oct 2030
Maturity Date
2030-10-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
1155000.00
Base Market Value
926887.50
Base Total Cost
1156583.01
Base Unrealized Gain Loss
-229695.51
Base Accrued Interest
9753.32
Local Market Value
926887.5
Local Total Cost Amount
1156583.01
Local Unrealized Gain Loss
-229695.51
Local Accrued Interest
9753.32
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
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: 1011778 BC / NEW RED FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
1011778 BC / NEW RED FIN
Security Description
4% 15 Oct 2030
Maturity Date
2030-10-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
1725000.00
Base Market Value
1384312.50
Base Total Cost
1703087.5
Base Unrealized Gain Loss
-318775
Base Accrued Interest
14566.63
Local Market Value
1384312.5
Local Total Cost Amount
1703087.5
Local Unrealized Gain Loss
-318775
Local Accrued Interest
14566.63
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
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: 1011778 BC / NEW RED FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
1011778 BC / NEW RED FIN
Security Description
4% 15 Oct 2030
Maturity Date
2030-10-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
1305000.00
Base Market Value
1047262.50
Base Total Cost
1305000
Base Unrealized Gain Loss
-257737.5
Base Accrued Interest
11020
Local Market Value
1047262.5
Local Total Cost Amount
1305000
Local Unrealized Gain Loss
-257737.5
Local Accrued Interest
11020
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
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: 1011778 BC / NEW RED FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
1011778 BC / NEW RED FIN
Security Description
4% 15 Oct 2030
Maturity Date
2030-10-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
1125000.00
Base Market Value
902812.50
Base Total Cost
1117602.5
Base Unrealized Gain Loss
-214790
Base Accrued Interest
9499.99
Local Market Value
902812.5
Local Total Cost Amount
1117602.5
Local Unrealized Gain Loss
-214790
Local Accrued Interest
9499.99
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
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: 1011778 BC / NEW RED FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
1011778 BC / NEW RED FIN
Security Description
3.5% 15 Feb 2029
Maturity Date
2029-02-15T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
430000.00
Base Market Value
364003.60
Base Total Cost
429850
Base Unrealized Gain Loss
-65846.4
Base Accrued Interest
5685.56
Local Market Value
364003.6
Local Total Cost Amount
429850
Local Unrealized Gain Loss
-65846.4
Local Accrued Interest
5685.56
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
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: ONE NEW YORK PLAZA TRUST 2020
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ONE NEW YORK PLAZA TRUST 2020
Security Description
1% 15 Jan 2036
Maturity Date
2036-01-15T00:00:00.000
Interest Rate
2.274
Original Face
1880000
Shares Par Value
1880000.00
Base Market Value
1821346.07
Base Total Cost
1880000
Base Unrealized Gain Loss
-58653.93
Base Accrued Interest
1900.05
Local Market Value
1821346.07
Local Total Cost Amount
1880000
Local Unrealized Gain Loss
-58653.93
Local Accrued Interest
1900.05
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
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: ONEOK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ONEOK INC
Security Description
4.95% 13 Jul 2047
Maturity Date
2047-07-13T00:00:00.000
Interest Rate
4.95
Original Face
0
Shares Par Value
280000.00
Base Market Value
238725.20
Base Total Cost
330069.6
Base Unrealized Gain Loss
-91344.4
Base Accrued Interest
6468
Local Market Value
238725.2
Local Total Cost Amount
330069.6
Local Unrealized Gain Loss
-91344.4
Local Accrued Interest
6468
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
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: ONEOK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ONEOK INC
Security Description
3.1% 15 Mar 2030
Maturity Date
2030-03-15T00:00:00.000
Interest Rate
3.1
Original Face
0
Shares Par Value
1375000.00
Base Market Value
1182115.00
Base Total Cost
1376654.23
Base Unrealized Gain Loss
-194539.23
Base Accrued Interest
12550.7
Local Market Value
1182115
Local Total Cost Amount
1376654.23
Local Unrealized Gain Loss
-194539.23
Local Accrued Interest
12550.7
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: ONEOK INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ONEOK INC
Security Description
4.5% 15 Mar 2050
Interest Rate
4.5
Original Face
0
Shares Par Value
2557000.00
Base Market Value
2047978.01
Base Total Cost
2913995.27
Base Unrealized Gain Loss
-866017.26
Base Accrued Interest
33880.25
Local Market Value
2047978.01
Local Total Cost Amount
2913995.27
Local Unrealized Gain Loss
-866017.26
Local Accrued Interest
33880.25
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: ONEOK PARTNERS LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ONEOK PARTNERS LP
Security Description
6.125% 01 Feb 2041
Maturity Date
2041-02-01T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
718000.00
Base Market Value
683614.98
Base Total Cost
932524.04
Base Unrealized Gain Loss
-248909.06
Base Accrued Interest
18323.96
Local Market Value
683614.98
Local Total Cost Amount
932524.04
Local Unrealized Gain Loss
-248909.06
Local Accrued Interest
18323.96
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
Baa3
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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