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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: AT HOME GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT HOME GROUP INC
Security Description
7.125% 15 Jul 2029
Maturity Date
2029-07-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
795000.00
Base Market Value
451162.50
Base Total Cost
795125
Base Unrealized Gain Loss
-343962.5
Base Accrued Interest
26119.07
Local Market Value
451162.5
Local Total Cost Amount
795125
Local Unrealized Gain Loss
-343962.5
Local Accrued Interest
26119.07
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
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: ATHABASCA OIL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ATHABASCA OIL CORP
Security Description
9.75% 01 Nov 2026
Maturity Date
2026-11-01T00:00:00.000
Interest Rate
9.75
Original Face
0
Shares Par Value
511000.00
Base Market Value
533995.00
Base Total Cost
495670
Base Unrealized Gain Loss
38325
Base Accrued Interest
20759.37
Local Market Value
533995
Local Total Cost Amount
495670
Local Unrealized Gain Loss
38325
Local Accrued Interest
20759.37
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
S And P Quality Rating
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: ATHENE GLOBAL FUNDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ATHENE GLOBAL FUNDING
Security Description
1.608% 29 Jun 2026
Maturity Date
2026-06-29T00:00:00.000
Interest Rate
1.608
Original Face
0
Shares Par Value
8335000.00
Base Market Value
7272287.50
Base Total Cost
8335000
Base Unrealized Gain Loss
-1062712.5
Base Accrued Interest
744.59
Local Market Value
7272287.5
Local Total Cost Amount
8335000
Local Unrealized Gain Loss
-1062712.5
Local Accrued Interest
744.59
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
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: ATHENE GLOBAL FUNDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ATHENE GLOBAL FUNDING
Security Description
1.608% 29 Jun 2026
Maturity Date
2026-06-29T00:00:00.000
Interest Rate
1.608
Original Face
0
Shares Par Value
350000.00
Base Market Value
305375.00
Base Total Cost
321332
Base Unrealized Gain Loss
-15957
Base Accrued Interest
31.26
Local Market Value
305375
Local Total Cost Amount
321332
Local Unrealized Gain Loss
-15957
Local Accrued Interest
31.26
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
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: ATHENE GLOBAL FUNDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ATHENE GLOBAL FUNDING
Security Description
1.985% 19 Aug 2028
Maturity Date
2028-08-19T00:00:00.000
Interest Rate
1.985
Original Face
0
Shares Par Value
8520000.00
Base Market Value
7073730.00
Base Total Cost
8468113.2
Base Unrealized Gain Loss
-1394383.2
Base Accrued Interest
62011.4
Local Market Value
7073730
Local Total Cost Amount
8468113.2
Local Unrealized Gain Loss
-1394383.2
Local Accrued Interest
62011.4
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
FINANCE
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: ATHENE GLOBAL FUNDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ATHENE GLOBAL FUNDING
Security Description
1.73% 02 Oct 2026
Maturity Date
2026-10-02T00:00:00.000
Interest Rate
1.73
Original Face
0
Shares Par Value
2754000.00
Base Market Value
2390031.36
Base Total Cost
2751858.15
Base Unrealized Gain Loss
-361826.79
Base Accrued Interest
11778.7
Local Market Value
2390031.36
Local Total Cost Amount
2751858.15
Local Unrealized Gain Loss
-361826.79
Local Accrued Interest
11778.7
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
FINANCE
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: ATHENE GLOBAL FUNDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ATHENE GLOBAL FUNDING
Security Description
1.716% 07 Jan 2025
Maturity Date
2025-01-07T00:00:00.000
Interest Rate
1.716
Original Face
0
Shares Par Value
13750000.00
Base Market Value
12830262.50
Base Total Cost
13750000
Base Unrealized Gain Loss
-919737.5
Base Accrued Interest
114042.5
Local Market Value
12830262.5
Local Total Cost Amount
13750000
Local Unrealized Gain Loss
-919737.5
Local Accrued Interest
114042.5
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
FINANCE
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: ATHENE HOLDING LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ATHENE HOLDING LTD
Security Description
3.45% 15 May 2052
Maturity Date
2052-05-15T00:00:00.000
Interest Rate
3.45
Original Face
0
Shares Par Value
534000.00
Base Market Value
366649.74
Base Total Cost
533909.22
Base Unrealized Gain Loss
-167259.48
Base Accrued Interest
2354.05
Local Market Value
366649.74
Local Total Cost Amount
533909.22
Local Unrealized Gain Loss
-167259.48
Local Accrued Interest
2354.05
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
FINANCE
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: ATHENAHEALTH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ATHENAHEALTH INC
Security Description
1% 15 Feb 2029
Maturity Date
2029-02-15T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
1126494.00
Base Market Value
1040604.46
Base Total Cost
1120861.53
Base Unrealized Gain Loss
-80257.07
Base Accrued Interest
0
Local Market Value
1040604.46
Local Total Cost Amount
1120861.53
Local Unrealized Gain Loss
-80257.07
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
BANK LOAN
Major Industry Name
BANK LOAN
Minor Industry Name
BANK LOAN
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: ATHENAHEALTH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ATHENAHEALTH INC
Security Description
1% 15 Feb 2029
Maturity Date
2029-02-15T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
171014.49
Base Market Value
157975.49
Base Total Cost
170159.42
Base Unrealized Gain Loss
-12183.93
Base Accrued Interest
0
Local Market Value
157975.49
Local Total Cost Amount
170159.42
Local Unrealized Gain Loss
-12183.93
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
BANK LOAN
Major Industry Name
BANK LOAN
Minor Industry Name
BANK LOAN
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: ATHENAHEALTH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ATHENAHEALTH INC
Security Description
1% 15 Feb 2029
Maturity Date
2029-02-15T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
190931.19
Base Market Value
176373.64
Base Total Cost
190931.19
Base Unrealized Gain Loss
-14557.55
Base Accrued Interest
0
Local Market Value
176373.64
Local Total Cost Amount
190931.19
Local Unrealized Gain Loss
-14557.55
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
BANK LOAN
Major Industry Name
BANK LOAN
Minor Industry Name
BANK LOAN
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: ATHENAHEALTH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ATHENAHEALTH INC
Security Description
1% 15 Feb 2029
Maturity Date
2029-02-15T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
28985.51
Base Market Value
26775.51
Base Total Cost
28985.51
Base Unrealized Gain Loss
-2210
Base Accrued Interest
0
Local Market Value
26775.51
Local Total Cost Amount
28985.51
Local Unrealized Gain Loss
-2210
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
BANK LOAN
Major Industry Name
BANK LOAN
Minor Industry Name
BANK LOAN
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: ATLANTICA SUSTAIN INFRA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ATLANTICA SUSTAIN INFRA
Security Description
4.125% 15 Jun 2028
Maturity Date
2028-06-15T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
200000.00
Base Market Value
174156.00
Base Total Cost
200000
Base Unrealized Gain Loss
-25844
Base Accrued Interest
366.67
Local Market Value
174156
Local Total Cost Amount
200000
Local Unrealized Gain Loss
-25844
Local Accrued Interest
366.67
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
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: ATLAS LUXCO 4 / ALL UNI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ATLAS LUXCO 4 / ALL UNI
Security Description
4.625% 01 Jun 2028
Maturity Date
2028-06-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
740000.00
Base Market Value
598815.40
Base Total Cost
740000
Base Unrealized Gain Loss
-141184.6
Base Accrued Interest
2852.08
Local Market Value
598815.4
Local Total Cost Amount
740000
Local Unrealized Gain Loss
-141184.6
Local Accrued Interest
2852.08
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
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: ATLAS LUXCO 4 / ALL UNI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ATLAS LUXCO 4 / ALL UNI
Security Description
4.625% 01 Jun 2028
Maturity Date
2028-06-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
394000.00
Base Market Value
318828.74
Base Total Cost
394000
Base Unrealized Gain Loss
-75171.26
Base Accrued Interest
1518.54
Local Market Value
318828.74
Local Total Cost Amount
394000
Local Unrealized Gain Loss
-75171.26
Local Accrued Interest
1518.54
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
FINANCE
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: ATLAS LUXCO 4 / ALL UNI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ATLAS LUXCO 4 / ALL UNI
Security Description
4.625% 01 Jun 2028
Maturity Date
2028-06-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
200000.00
Base Market Value
161842.00
Base Total Cost
200000
Base Unrealized Gain Loss
-38158
Base Accrued Interest
770.83
Local Market Value
161842
Local Total Cost Amount
200000
Local Unrealized Gain Loss
-38158
Local Accrued Interest
770.83
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: ATLAS LUXCO 4 / ALL UNI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ATLAS LUXCO 4 / ALL UNI
Security Description
4.625% 01 Jun 2028
Maturity Date
2028-06-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
584000.00
Base Market Value
472578.64
Base Total Cost
584000
Base Unrealized Gain Loss
-111421.36
Base Accrued Interest
2250.83
Local Market Value
472578.64
Local Total Cost Amount
584000
Local Unrealized Gain Loss
-111421.36
Local Accrued Interest
2250.83
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: AUTONATION INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AUTONATION INC
Security Description
2.4% 01 Aug 2031
Maturity Date
2031-08-01T00:00:00.000
Interest Rate
2.4
Original Face
0
Shares Par Value
615000.00
Base Market Value
474355.65
Base Total Cost
602159.45
Base Unrealized Gain Loss
-127803.8
Base Accrued Interest
6150
Local Market Value
474355.65
Local Total Cost Amount
602159.45
Local Unrealized Gain Loss
-127803.8
Local Accrued Interest
6150
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: AVALARA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AVALARA INC
Security Description
0.25% 01 Aug 2026
Maturity Date
2026-08-01T00:00:00.000
Interest Rate
0.25
Original Face
0
Shares Par Value
8389000.00
Base Market Value
6505669.50
Base Total Cost
7792236.78
Base Unrealized Gain Loss
-1286567.28
Base Accrued Interest
8738.54
Local Market Value
6505669.5
Local Total Cost Amount
7792236.78
Local Unrealized Gain Loss
-1286567.28
Local Accrued Interest
8738.54
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: AVANTOR INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AVANTOR INC
Security Description
1% 08 Nov 2027
Maturity Date
2027-11-08T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
253001.54
Base Market Value
243909.93
Base Total Cost
252688.73
Base Unrealized Gain Loss
-8778.8
Base Accrued Interest
0
Local Market Value
243909.93
Local Total Cost Amount
252688.73
Local Unrealized Gain Loss
-8778.8
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
BANK LOAN
Major Industry Name
BANK LOAN
Minor Industry Name
BANK LOAN
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: AVANGRID INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AVANGRID INC
Security Description
3.15% 01 Dec 2024
Maturity Date
2024-12-01T00:00:00.000
Interest Rate
3.15
Original Face
0
Shares Par Value
3025000.00
Base Market Value
2954336.00
Base Total Cost
3231063
Base Unrealized Gain Loss
-276727
Base Accrued Interest
7940.63
Local Market Value
2954336
Local Total Cost Amount
3231063
Local Unrealized Gain Loss
-276727
Local Accrued Interest
7940.63
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
ELECTRIC/GAS
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AVANGRID INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AVANGRID INC
Security Description
3.15% 01 Dec 2024
Maturity Date
2024-12-01T00:00:00.000
Interest Rate
3.15
Original Face
0
Shares Par Value
846000.00
Base Market Value
826237.44
Base Total Cost
834062.94
Base Unrealized Gain Loss
-7825.5
Base Accrued Interest
2220.75
Local Market Value
826237.44
Local Total Cost Amount
834062.94
Local Unrealized Gain Loss
-7825.5
Local Accrued Interest
2220.75
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
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: AVANTOR FUNDING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AVANTOR FUNDING INC
Security Description
4.625% 15 Jul 2028
Maturity Date
2028-07-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
1555000.00
Base Market Value
1425468.50
Base Total Cost
1619150
Base Unrealized Gain Loss
-193681.5
Base Accrued Interest
33162.54
Local Market Value
1425468.5
Local Total Cost Amount
1619150
Local Unrealized Gain Loss
-193681.5
Local Accrued Interest
33162.54
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
B2
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: AVANTOR FUNDING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AVANTOR FUNDING INC
Security Description
4.625% 15 Jul 2028
Maturity Date
2028-07-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
755000.00
Base Market Value
692108.50
Base Total Cost
755000
Base Unrealized Gain Loss
-62891.5
Base Accrued Interest
16101.42
Local Market Value
692108.5
Local Total Cost Amount
755000
Local Unrealized Gain Loss
-62891.5
Local Accrued Interest
16101.42
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
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: AVANTOR FUNDING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AVANTOR FUNDING INC
Security Description
4.625% 15 Jul 2028
Maturity Date
2028-07-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
500000.00
Base Market Value
458350.00
Base Total Cost
511797.5
Base Unrealized Gain Loss
-53447.5
Base Accrued Interest
10663.18
Local Market Value
458350
Local Total Cost Amount
511797.5
Local Unrealized Gain Loss
-53447.5
Local Accrued Interest
10663.18
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
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: AVANTOR FUNDING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AVANTOR FUNDING INC
Security Description
3.875% 01 Nov 2029
Maturity Date
2029-11-01T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
505000.00
Base Market Value
441698.25
Base Total Cost
462681
Base Unrealized Gain Loss
-20982.75
Base Accrued Interest
3261.46
Local Market Value
441698.25
Local Total Cost Amount
462681
Local Unrealized Gain Loss
-20982.75
Local Accrued Interest
3261.46
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
B2
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: AVANTOR FUNDING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AVANTOR FUNDING INC
Security Description
3.875% 01 Nov 2029
Maturity Date
2029-11-01T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
611000.00
Base Market Value
534411.15
Base Total Cost
611000
Base Unrealized Gain Loss
-76588.85
Base Accrued Interest
3946.04
Local Market Value
534411.15
Local Total Cost Amount
611000
Local Unrealized Gain Loss
-76588.85
Local Accrued Interest
3946.04
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
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: AVANTOR FUNDING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AVANTOR FUNDING INC
Security Description
3.875% 01 Nov 2029
Maturity Date
2029-11-01T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
575000.00
Base Market Value
502923.75
Base Total Cost
572696.25
Base Unrealized Gain Loss
-69772.5
Base Accrued Interest
3713.54
Local Market Value
502923.75
Local Total Cost Amount
572696.25
Local Unrealized Gain Loss
-69772.5
Local Accrued Interest
3713.54
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
B2
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: AVERY DENNISON CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AVERY DENNISON CORP
Security Description
2.65% 30 Apr 2030
Interest Rate
2.65
Original Face
0
Shares Par Value
1675000.00
Base Market Value
1399512.75
Base Total Cost
1745015
Base Unrealized Gain Loss
-345502.25
Base Accrued Interest
7521.22
Local Market Value
1399512.75
Local Total Cost Amount
1745015
Local Unrealized Gain Loss
-345502.25
Local Accrued Interest
7521.22
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: AVIATION CAPITAL GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AVIATION CAPITAL GROUP
Security Description
3.5% 01 Nov 2027
Maturity Date
2027-11-01T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
400000.00
Base Market Value
352704.00
Base Total Cost
405217
Base Unrealized Gain Loss
-52513
Base Accrued Interest
2333.33
Local Market Value
352704
Local Total Cost Amount
405217
Local Unrealized Gain Loss
-52513
Local Accrued Interest
2333.33
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
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: AVIATION CAPITAL GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AVIATION CAPITAL GROUP
Security Description
5.5% 15 Dec 2024
Maturity Date
2024-12-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1627000.00
Base Market Value
1612698.67
Base Total Cost
1807173.98
Base Unrealized Gain Loss
-194475.31
Base Accrued Interest
3977.11
Local Market Value
1612698.67
Local Total Cost Amount
1807173.98
Local Unrealized Gain Loss
-194475.31
Local Accrued Interest
3977.11
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
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: AVIATION CAPITAL GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AVIATION CAPITAL GROUP
Security Description
1.95% 20 Sep 2026
Maturity Date
2026-09-20T00:00:00.000
Interest Rate
1.95
Original Face
0
Shares Par Value
1565000.00
Base Market Value
1329764.85
Base Total Cost
1542902.2
Base Unrealized Gain Loss
-213137.35
Base Accrued Interest
8561.85
Local Market Value
1329764.85
Local Total Cost Amount
1542902.2
Local Unrealized Gain Loss
-213137.35
Local Accrued Interest
8561.85
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: AVIS BUDGET CAR/FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AVIS BUDGET CAR/FINANCE
Security Description
5.75% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
125000.00
Base Market Value
111937.50
Base Total Cost
121388.89
Base Unrealized Gain Loss
-9451.39
Base Accrued Interest
3314.23
Local Market Value
111937.5
Local Total Cost Amount
121388.89
Local Unrealized Gain Loss
-9451.39
Local Accrued Interest
3314.23
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
B2
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: AVIS BUDGET CAR/FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AVIS BUDGET CAR/FINANCE
Security Description
5.375% 01 Mar 2029
Maturity Date
2029-03-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
1525000.00
Base Market Value
1268510.25
Base Total Cost
1352000
Base Unrealized Gain Loss
-83489.75
Base Accrued Interest
27322.91
Local Market Value
1268510.25
Local Total Cost Amount
1352000
Local Unrealized Gain Loss
-83489.75
Local Accrued Interest
27322.91
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
B2
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: AVIS BUDGET CAR/FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AVIS BUDGET CAR/FINANCE
Security Description
5.375% 01 Mar 2029
Maturity Date
2029-03-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
325000.00
Base Market Value
270338.25
Base Total Cost
330437.5
Base Unrealized Gain Loss
-60099.25
Base Accrued Interest
5822.91
Local Market Value
270338.25
Local Total Cost Amount
330437.5
Local Unrealized Gain Loss
-60099.25
Local Accrued Interest
5822.91
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
B2
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: AVIS BUDGET CAR/FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AVIS BUDGET CAR/FINANCE
Security Description
4.75% 01 Apr 2028
Maturity Date
2028-04-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
350000.00
Base Market Value
290353.00
Base Total Cost
350000
Base Unrealized Gain Loss
-59647
Base Accrued Interest
4156.25
Local Market Value
290353
Local Total Cost Amount
350000
Local Unrealized Gain Loss
-59647
Local Accrued Interest
4156.25
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
B2
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: AVNET INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AVNET INC
Security Description
5.5% 01 Jun 2032
Maturity Date
2032-06-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
929000.00
Base Market Value
911525.51
Base Total Cost
929022.63
Base Unrealized Gain Loss
-17497.12
Base Accrued Interest
5393.36
Local Market Value
911525.51
Local Total Cost Amount
929022.63
Local Unrealized Gain Loss
-17497.12
Local Accrued Interest
5393.36
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: AVNET INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AVNET INC
Security Description
5.5% 01 Jun 2032
Maturity Date
2032-06-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
150000.00
Base Market Value
147178.50
Base Total Cost
149986.5
Base Unrealized Gain Loss
-2808
Base Accrued Interest
870.83
Local Market Value
147178.5
Local Total Cost Amount
149986.5
Local Unrealized Gain Loss
-2808
Local Accrued Interest
870.83
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
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: EQUITABLE HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EQUITABLE HOLDINGS INC
Security Description
5% 20 Apr 2048
Maturity Date
2048-04-20T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
2755000.00
Base Market Value
2546914.85
Base Total Cost
3477853.55
Base Unrealized Gain Loss
-930938.7
Base Accrued Interest
27167.36
Local Market Value
2546914.85
Local Total Cost Amount
3477853.55
Local Unrealized Gain Loss
-930938.7
Local Accrued Interest
27167.36
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: BARCLAYS COMMERCIAL MORTGAGE S
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BARCLAYS COMMERCIAL MORTGAGE S
Security Description
1% 15 Dec 2051
Maturity Date
2051-12-15T00:00:00.000
Interest Rate
4.909985
Original Face
869000
Shares Par Value
869000.00
Base Market Value
850834.25
Base Total Cost
1026608.09
Base Unrealized Gain Loss
-175773.84
Base Accrued Interest
0
Local Market Value
850834.25
Local Total Cost Amount
1026608.09
Local Unrealized Gain Loss
-175773.84
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
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: BANC OF AMERICA MERRILL LYNCH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANC OF AMERICA MERRILL LYNCH
Security Description
1% 15 Sep 2038
Maturity Date
2038-09-15T00:00:00.000
Interest Rate
2.374
Original Face
900000
Shares Par Value
900000.00
Base Market Value
870290.91
Base Total Cost
900000
Base Unrealized Gain Loss
-29709.09
Base Accrued Interest
949.6
Local Market Value
870290.91
Local Total Cost Amount
900000
Local Unrealized Gain Loss
-29709.09
Local Accrued Interest
949.6
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: BANC OF AMERICA MERRILL LYNCH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANC OF AMERICA MERRILL LYNCH
Security Description
1% 15 Sep 2034
Maturity Date
2034-09-15T00:00:00.000
Interest Rate
2.174
Original Face
1423000
Shares Par Value
1423000.00
Base Market Value
1387220.51
Base Total Cost
1423444.69
Base Unrealized Gain Loss
-36224.18
Base Accrued Interest
1374.93
Local Market Value
1387220.51
Local Total Cost Amount
1423444.69
Local Unrealized Gain Loss
-36224.18
Local Accrued Interest
1374.93
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: BFLD TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BFLD TRUST
Security Description
1% 15 Oct 2034
Maturity Date
2034-10-15T00:00:00.000
Interest Rate
2.414
Original Face
151000
Shares Par Value
151000.00
Base Market Value
147771.39
Base Total Cost
151047.19
Base Unrealized Gain Loss
-3275.8
Base Accrued Interest
162.01
Local Market Value
147771.39
Local Total Cost Amount
151047.19
Local Unrealized Gain Loss
-3275.8
Local Accrued Interest
162.01
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: B+G FOODS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
B+G FOODS INC
Security Description
5.25% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
619000.00
Base Market Value
570841.80
Base Total Cost
631828.74
Base Unrealized Gain Loss
-60986.94
Base Accrued Interest
8124.38
Local Market Value
570841.8
Local Total Cost Amount
631828.74
Local Unrealized Gain Loss
-60986.94
Local Accrued Interest
8124.38
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: B+G FOODS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
B+G FOODS INC
Security Description
5.25% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
414000.00
Base Market Value
381790.80
Base Total Cost
394210.8
Base Unrealized Gain Loss
-12420
Base Accrued Interest
5433.75
Local Market Value
381790.8
Local Total Cost Amount
394210.8
Local Unrealized Gain Loss
-12420
Local Accrued Interest
5433.75
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: BAE SYSTEMS HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAE SYSTEMS HOLDINGS INC
Security Description
3.8% 07 Oct 2024
Maturity Date
2024-10-07T00:00:00.000
Interest Rate
3.8
Original Face
0
Shares Par Value
2345000.00
Base Market Value
2321690.70
Base Total Cost
2606514.4
Base Unrealized Gain Loss
-284823.7
Base Accrued Interest
20792.33
Local Market Value
2321690.7
Local Total Cost Amount
2606514.4
Local Unrealized Gain Loss
-284823.7
Local Accrued Interest
20792.33
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
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: BAT CAPITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAT CAPITAL CORP
Security Description
3.222% 15 Aug 2024
Maturity Date
2024-08-15T00:00:00.000
Interest Rate
3.222
Original Face
0
Shares Par Value
1125000.00
Base Market Value
1093511.25
Base Total Cost
1081260
Base Unrealized Gain Loss
12251.25
Base Accrued Interest
13693.5
Local Market Value
1093511.25
Local Total Cost Amount
1081260
Local Unrealized Gain Loss
12251.25
Local Accrued Interest
13693.5
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
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: BAT CAPITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAT CAPITAL CORP
Security Description
3.557% 15 Aug 2027
Maturity Date
2027-08-15T00:00:00.000
Interest Rate
3.557
Original Face
0
Shares Par Value
1338000.00
Base Market Value
1224055.92
Base Total Cost
1429612.86
Base Unrealized Gain Loss
-205556.94
Base Accrued Interest
17979.45
Local Market Value
1224055.92
Local Total Cost Amount
1429612.86
Local Unrealized Gain Loss
-205556.94
Local Accrued Interest
17979.45
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
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: BAT CAPITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAT CAPITAL CORP
Security Description
3.557% 15 Aug 2027
Maturity Date
2027-08-15T00:00:00.000
Interest Rate
3.557
Original Face
0
Shares Par Value
8552000.00
Base Market Value
7823711.68
Base Total Cost
8297769.43
Base Unrealized Gain Loss
-474057.75
Base Accrued Interest
114917.95
Local Market Value
7823711.68
Local Total Cost Amount
8297769.43
Local Unrealized Gain Loss
-474057.75
Local Accrued Interest
114917.95
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: BAT CAPITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAT CAPITAL CORP
Security Description
4.39% 15 Aug 2037
Maturity Date
2037-08-15T00:00:00.000
Interest Rate
4.39
Original Face
0
Shares Par Value
1100000.00
Base Market Value
872619.00
Base Total Cost
1179750
Base Unrealized Gain Loss
-307131
Base Accrued Interest
18242.89
Local Market Value
872619
Local Total Cost Amount
1179750
Local Unrealized Gain Loss
-307131
Local Accrued Interest
18242.89
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
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
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