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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: 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
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
4.7% 02 Apr 2027
Maturity Date
2027-04-02T00:00:00.000
Interest Rate
4.7
Original Face
0
Shares Par Value
1930000.00
Base Market Value
1885243.30
Base Total Cost
2261902.1
Base Unrealized Gain Loss
-376658.8
Base Accrued Interest
22425.53
Local Market Value
1885243.3
Local Total Cost Amount
2261902.1
Local Unrealized Gain Loss
-376658.8
Local Accrued Interest
22425.53
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
4.7% 02 Apr 2027
Maturity Date
2027-04-02T00:00:00.000
Interest Rate
4.7
Original Face
0
Shares Par Value
5320000.00
Base Market Value
5196629.20
Base Total Cost
5966965.2
Base Unrealized Gain Loss
-770336
Base Accrued Interest
61815.44
Local Market Value
5196629.2
Local Total Cost Amount
5966965.2
Local Unrealized Gain Loss
-770336
Local Accrued Interest
61815.44
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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
2.259% 25 Mar 2028
Maturity Date
2028-03-25T00:00:00.000
Interest Rate
2.259
Original Face
0
Shares Par Value
185000.00
Base Market Value
154981.90
Base Total Cost
185872.74
Base Unrealized Gain Loss
-30890.84
Base Accrued Interest
1114.44
Local Market Value
154981.9
Local Total Cost Amount
185872.74
Local Unrealized Gain Loss
-30890.84
Local Accrued Interest
1114.44
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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
2.259% 25 Mar 2028
Maturity Date
2028-03-25T00:00:00.000
Interest Rate
2.259
Original Face
0
Shares Par Value
12875000.00
Base Market Value
10785902.50
Base Total Cost
12875000
Base Unrealized Gain Loss
-2089097.5
Base Accrued Interest
77559
Local Market Value
10785902.5
Local Total Cost Amount
12875000
Local Unrealized Gain Loss
-2089097.5
Local Accrued Interest
77559
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
3.984% 25 Sep 2050
Maturity Date
2050-09-25T00:00:00.000
Interest Rate
3.984
Original Face
0
Shares Par Value
1000000.00
Base Market Value
688950.00
Base Total Cost
969280
Base Unrealized Gain Loss
-280330
Base Accrued Interest
10624
Local Market Value
688950
Local Total Cost Amount
969280
Local Unrealized Gain Loss
-280330
Local Accrued Interest
10624
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: BB UBS TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BB UBS TRUST
Security Description
3.43% 05 Nov 2036
Maturity Date
2036-11-05T00:00:00.000
Interest Rate
3.4302
Original Face
5021000
Shares Par Value
5021000.00
Base Market Value
4830364.18
Base Total Cost
5329320.78
Base Unrealized Gain Loss
-498956.6
Base Accrued Interest
0
Local Market Value
4830364.18
Local Total Cost Amount
5329320.78
Local Unrealized Gain Loss
-498956.6
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: 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 Mar 2037
Maturity Date
2037-03-15T00:00:00.000
Interest Rate
2.046
Original Face
12169000
Shares Par Value
12169000.00
Base Market Value
11604180.73
Base Total Cost
12161394.38
Base Unrealized Gain Loss
-557213.65
Base Accrued Interest
11065.67
Local Market Value
11604180.73
Local Total Cost Amount
12161394.38
Local Unrealized Gain Loss
-557213.65
Local Accrued Interest
11065.67
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: LBM ACQUISITION LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LBM ACQUISITION LLC
Security Description
6.25% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
300000.00
Base Market Value
193143.00
Base Total Cost
300000
Base Unrealized Gain Loss
-106857
Base Accrued Interest
8645.84
Local Market Value
193143
Local Total Cost Amount
300000
Local Unrealized Gain Loss
-106857
Local Accrued Interest
8645.84
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: BCPE EMPIRE HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BCPE EMPIRE HOLDINGS INC
Security Description
7.625% 01 May 2027
Maturity Date
2027-05-01T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
2025000.00
Base Market Value
1648532.25
Base Total Cost
2024959.79
Base Unrealized Gain Loss
-376427.54
Base Accrued Interest
25734.36
Local Market Value
1648532.25
Local Total Cost Amount
2024959.79
Local Unrealized Gain Loss
-376427.54
Local Accrued Interest
25734.36
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
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: BCPE EMPIRE HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BCPE EMPIRE HOLDINGS INC
Security Description
7.625% 01 May 2027
Maturity Date
2027-05-01T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
1421000.00
Base Market Value
1156821.89
Base Total Cost
1426277.9
Base Unrealized Gain Loss
-269456.01
Base Accrued Interest
18058.54
Local Market Value
1156821.89
Local Total Cost Amount
1426277.9
Local Unrealized Gain Loss
-269456.01
Local Accrued Interest
18058.54
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
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: BCPE EMPIRE HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BCPE EMPIRE HOLDINGS INC
Security Description
7.625% 01 May 2027
Maturity Date
2027-05-01T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
450000.00
Base Market Value
366340.50
Base Total Cost
447331.5
Base Unrealized Gain Loss
-80991
Base Accrued Interest
5718.75
Local Market Value
366340.5
Local Total Cost Amount
447331.5
Local Unrealized Gain Loss
-80991
Local Accrued Interest
5718.75
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: 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 Jun 2055
Maturity Date
2055-06-15T00:00:00.000
Interest Rate
4.6
Original Face
5720000
Shares Par Value
5720000.00
Base Market Value
5841727.32
Base Total Cost
5874382.8
Base Unrealized Gain Loss
-32655.48
Base Accrued Interest
0
Local Market Value
5841727.32
Local Total Cost Amount
5874382.8
Local Unrealized Gain Loss
-32655.48
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
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: 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 Jun 2055
Maturity Date
2055-06-15T00:00:00.000
Interest Rate
4.6
Original Face
1530000
Shares Par Value
1530000.00
Base Market Value
1562559.93
Base Total Cost
1551552.47
Base Unrealized Gain Loss
11007.46
Base Accrued Interest
0
Local Market Value
1562559.93
Local Total Cost Amount
1551552.47
Local Unrealized Gain Loss
11007.46
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
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: BFLD TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BFLD TRUST
Security Description
1% 15 Nov 2028
Maturity Date
2028-11-15T00:00:00.000
Interest Rate
3.374
Original Face
735000
Shares Par Value
735000.00
Base Market Value
725376.42
Base Total Cost
738457.03
Base Unrealized Gain Loss
-13080.61
Base Accrued Interest
1102.19
Local Market Value
725376.42
Local Total Cost Amount
738457.03
Local Unrealized Gain Loss
-13080.61
Local Accrued Interest
1102.19
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: BCPE ULYSSES INTERMEDIAT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BCPE ULYSSES INTERMEDIAT
Security Description
7.75% 01 Apr 2027
Maturity Date
2027-04-01T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
175000.00
Base Market Value
107625.00
Base Total Cost
173887
Base Unrealized Gain Loss
-66262
Base Accrued Interest
3390.62
Local Market Value
107625
Local Total Cost Amount
173887
Local Unrealized Gain Loss
-66262
Local Accrued Interest
3390.62
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
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: BMW US CAPITAL LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BMW US CAPITAL LLC
Security Description
4.15% 09 Apr 2030
Maturity Date
2030-04-09T00:00:00.000
Interest Rate
4.15
Original Face
0
Shares Par Value
270000.00
Base Market Value
264578.40
Base Total Cost
269605.8
Base Unrealized Gain Loss
-5027.4
Base Accrued Interest
2552.25
Local Market Value
264578.4
Local Total Cost Amount
269605.8
Local Unrealized Gain Loss
-5027.4
Local Accrued Interest
2552.25
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
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: BPCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BPCE SA
Security Description
4% 15 Apr 2024
Maturity Date
2024-04-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
3085000.00
Base Market Value
3079261.90
Base Total Cost
3419992.6
Base Unrealized Gain Loss
-340730.7
Base Accrued Interest
26051.11
Local Market Value
3079261.9
Local Total Cost Amount
3419992.6
Local Unrealized Gain Loss
-340730.7
Local Accrued Interest
26051.11
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
A1
S And P Quality Rating
A
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BNP PARIBAS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BNP PARIBAS
Security Description
4.25% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
6550000.00
Base Market Value
6523472.50
Base Total Cost
7381376.6
Base Unrealized Gain Loss
-857904.1
Base Accrued Interest
58768.05
Local Market Value
6523472.5
Local Total Cost Amount
7381376.6
Local Unrealized Gain Loss
-857904.1
Local Accrued Interest
58768.05
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
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: BNSF RAILWAY CO 2015 1 P
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BNSF RAILWAY CO 2015 1 P
Security Description
3.442% 16 Jun 2028
Maturity Date
2028-06-16T00:00:00.000
Interest Rate
3.442
Original Face
795000
Shares Par Value
585682.58
Base Market Value
570769.64
Base Total Cost
612567.44
Base Unrealized Gain Loss
-41797.8
Base Accrued Interest
839.97
Local Market Value
570769.64
Local Total Cost Amount
612567.44
Local Unrealized Gain Loss
-41797.8
Local Accrued Interest
839.97
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
INDUSTRIAL
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: BPR TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BPR TRUST
Security Description
1% 15 Sep 2038
Maturity Date
2038-09-15T00:00:00.000
Interest Rate
2.374
Original Face
6190000
Shares Par Value
6190000.00
Base Market Value
5916898.44
Base Total Cost
6187912.5
Base Unrealized Gain Loss
-271014.06
Base Accrued Interest
6531.13
Local Market Value
5916898.44
Local Total Cost Amount
6187912.5
Local Unrealized Gain Loss
-271014.06
Local Accrued Interest
6531.13
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: BWAY HLDG CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BWAY HLDG CO
Security Description
1% 03 Apr 2024
Maturity Date
2024-04-03T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
3763548.63
Base Market Value
3551058.67
Base Total Cost
3665016.89
Base Unrealized Gain Loss
-113958.22
Base Accrued Interest
0
Local Market Value
3551058.67
Local Total Cost Amount
3665016.89
Local Unrealized Gain Loss
-113958.22
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: BWAY HLDG CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BWAY HLDG CO
Security Description
1% 03 Apr 2024
Maturity Date
2024-04-03T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
2555953.40
Base Market Value
2411644.27
Base Total Cost
2477453.28
Base Unrealized Gain Loss
-65809.01
Base Accrued Interest
0
Local Market Value
2411644.27
Local Total Cost Amount
2477453.28
Local Unrealized Gain Loss
-65809.01
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: BWAY HLDG CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BWAY HLDG CO
Security Description
1% 03 Apr 2024
Maturity Date
2024-04-03T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
94715.50
Base Market Value
89367.86
Base Total Cost
94833.91
Base Unrealized Gain Loss
-5466.05
Base Accrued Interest
0
Local Market Value
89367.86
Local Total Cost Amount
94833.91
Local Unrealized Gain Loss
-5466.05
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: BX COMMERCIAL MORTGAGE TRUST 2
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BX COMMERCIAL MORTGAGE TRUST 2
Security Description
1% 15 Oct 2036
Maturity Date
2036-10-15T00:00:00.000
Interest Rate
2.244
Original Face
2725000
Shares Par Value
2058535.77
Base Market Value
2022288.25
Base Total Cost
2060465.64
Base Unrealized Gain Loss
-38177.39
Base Accrued Interest
2053.05
Local Market Value
2022288.25
Local Total Cost Amount
2060465.64
Local Unrealized Gain Loss
-38177.39
Local Accrued Interest
2053.05
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
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: BWX TECHNOLOGIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BWX TECHNOLOGIES INC
Security Description
4.125% 30 Jun 2028
Maturity Date
2028-06-30T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
907000.00
Base Market Value
807230.00
Base Total Cost
910271.5
Base Unrealized Gain Loss
-103041.5
Base Accrued Interest
103.92
Local Market Value
807230
Local Total Cost Amount
910271.5
Local Unrealized Gain Loss
-103041.5
Local Accrued Interest
103.92
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
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BWX TECHNOLOGIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BWX TECHNOLOGIES INC
Security Description
4.125% 15 Apr 2029
Maturity Date
2029-04-15T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
1030000.00
Base Market Value
903825.00
Base Total Cost
1030000
Base Unrealized Gain Loss
-126175
Base Accrued Interest
8969.58
Local Market Value
903825
Local Total Cost Amount
1030000
Local Unrealized Gain Loss
-126175
Local Accrued Interest
8969.58
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BWX TECHNOLOGIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BWX TECHNOLOGIES INC
Security Description
4.125% 15 Apr 2029
Maturity Date
2029-04-15T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
369000.00
Base Market Value
323797.50
Base Total Cost
369000
Base Unrealized Gain Loss
-45202.5
Base Accrued Interest
3213.38
Local Market Value
323797.5
Local Total Cost Amount
369000
Local Unrealized Gain Loss
-45202.5
Local Accrued Interest
3213.38
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
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BWX TECHNOLOGIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BWX TECHNOLOGIES INC
Security Description
4.125% 15 Apr 2029
Maturity Date
2029-04-15T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
150000.00
Base Market Value
131625.00
Base Total Cost
150000
Base Unrealized Gain Loss
-18375
Base Accrued Interest
1306.25
Local Market Value
131625
Local Total Cost Amount
150000
Local Unrealized Gain Loss
-18375
Local Accrued Interest
1306.25
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BX TRUST 2019 OC11
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BX TRUST 2019 OC11
Security Description
3.202% 09 Dec 2041
Maturity Date
2041-12-09T00:00:00.000
Interest Rate
3.202
Original Face
2622000
Shares Par Value
2622000.00
Base Market Value
2342656.84
Base Total Cost
2751461.25
Base Unrealized Gain Loss
-408804.41
Base Accrued Interest
0
Local Market Value
2342656.84
Local Total Cost Amount
2751461.25
Local Unrealized Gain Loss
-408804.41
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: BX TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BX TRUST
Security Description
1% 15 Jun 2036
Maturity Date
2036-06-15T00:00:00.000
Interest Rate
2.604
Original Face
2740000
Shares Par Value
2740000.00
Base Market Value
2640331.95
Base Total Cost
2740000
Base Unrealized Gain Loss
-99668.05
Base Accrued Interest
3171.09
Local Market Value
2640331.95
Local Total Cost Amount
2740000
Local Unrealized Gain Loss
-99668.05
Local Accrued Interest
3171.09
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: BX TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BX TRUST
Security Description
1% 15 May 2030
Maturity Date
2030-05-15T00:00:00.000
Interest Rate
2.124
Original Face
946000
Shares Par Value
946000.00
Base Market Value
915090.87
Base Total Cost
946591.25
Base Unrealized Gain Loss
-31500.38
Base Accrued Interest
893.02
Local Market Value
915090.87
Local Total Cost Amount
946591.25
Local Unrealized Gain Loss
-31500.38
Local Accrued Interest
893.02
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: BX TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BX TRUST
Security Description
2.843% 09 Mar 2044
Maturity Date
2044-03-09T00:00:00.000
Interest Rate
2.843
Original Face
10350000
Shares Par Value
10350000.00
Base Market Value
8875455.17
Base Total Cost
10659745.49
Base Unrealized Gain Loss
-1784290.32
Base Accrued Interest
0
Local Market Value
8875455.17
Local Total Cost Amount
10659745.49
Local Unrealized Gain Loss
-1784290.32
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: BX TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BX TRUST
Security Description
1% 15 Feb 2036
Maturity Date
2036-02-15T00:00:00.000
Interest Rate
2.125
Original Face
4210000
Shares Par Value
4210000.00
Base Market Value
3978133.41
Base Total Cost
4210000
Base Unrealized Gain Loss
-231866.59
Base Accrued Interest
3976.11
Local Market Value
3978133.41
Local Total Cost Amount
4210000
Local Unrealized Gain Loss
-231866.59
Local Accrued Interest
3976.11
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: BMO 2022 C1 MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BMO 2022 C1 MORTGAGE TRUST
Security Description
1% 15 Feb 2055
Maturity Date
2055-02-15T00:00:00.000
Interest Rate
3.374
Original Face
300000
Shares Par Value
300000.00
Base Market Value
274690.14
Base Total Cost
313687.5
Base Unrealized Gain Loss
-38997.36
Base Accrued Interest
0
Local Market Value
274690.14
Local Total Cost Amount
313687.5
Local Unrealized Gain Loss
-38997.36
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
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: BAKER HUGHES LLC/CO OBL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAKER HUGHES LLC/CO OBL
Security Description
4.08% 15 Dec 2047
Maturity Date
2047-12-15T00:00:00.000
Interest Rate
4.08
Original Face
0
Shares Par Value
2034000.00
Base Market Value
1719523.26
Base Total Cost
2269303.3
Base Unrealized Gain Loss
-549780.04
Base Accrued Interest
3688.32
Local Market Value
1719523.26
Local Total Cost Amount
2269303.3
Local Unrealized Gain Loss
-549780.04
Local Accrued Interest
3688.32
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: BAKER HUGHES LLC/CO OBL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BAKER HUGHES LLC/CO OBL
Security Description
1.231% 15 Dec 2023
Maturity Date
2023-12-15T00:00:00.000
Interest Rate
1.231
Original Face
0
Shares Par Value
5285000.00
Base Market Value
5130783.70
Base Total Cost
5285000
Base Unrealized Gain Loss
-154216.3
Base Accrued Interest
2891.48
Local Market Value
5130783.7
Local Total Cost Amount
5285000
Local Unrealized Gain Loss
-154216.3
Local Accrued Interest
2891.48
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: BALL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BALL CORP
Security Description
5.25% 01 Jul 2025
Maturity Date
2025-07-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
260000.00
Base Market Value
260179.40
Base Total Cost
295171.8
Base Unrealized Gain Loss
-34992.4
Base Accrued Interest
0
Local Market Value
260179.4
Local Total Cost Amount
295171.8
Local Unrealized Gain Loss
-34992.4
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BALL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BALL CORP
Security Description
2.875% 15 Aug 2030
Maturity Date
2030-08-15T00:00:00.000
Interest Rate
2.875
Original Face
0
Shares Par Value
715000.00
Base Market Value
575510.65
Base Total Cost
613541.5
Base Unrealized Gain Loss
-38030.85
Base Accrued Interest
7765.69
Local Market Value
575510.65
Local Total Cost Amount
613541.5
Local Unrealized Gain Loss
-38030.85
Local Accrued Interest
7765.69
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BALL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BALL CORP
Security Description
3.125% 15 Sep 2031
Maturity Date
2031-09-15T00:00:00.000
Interest Rate
3.125
Original Face
0
Shares Par Value
375000.00
Base Market Value
302490.00
Base Total Cost
336812.5
Base Unrealized Gain Loss
-34322.5
Base Accrued Interest
3450.51
Local Market Value
302490
Local Total Cost Amount
336812.5
Local Unrealized Gain Loss
-34322.5
Local Accrued Interest
3450.51
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
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BALTIMORE GAS + ELECTRIC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BALTIMORE GAS + ELECTRIC
Security Description
3.2% 15 Sep 2049
Maturity Date
2049-09-15T00:00:00.000
Interest Rate
3.2
Original Face
0
Shares Par Value
530000.00
Base Market Value
410543.30
Base Total Cost
558752.5
Base Unrealized Gain Loss
-148209.2
Base Accrued Interest
4993.78
Local Market Value
410543.3
Local Total Cost Amount
558752.5
Local Unrealized Gain Loss
-148209.2
Local Accrued Interest
4993.78
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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
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