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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: SABRE GLBL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SABRE GLBL INC
Security Description
7.375% 01 Sep 2025
Maturity Date
2025-09-01T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
150000.00
Base Market Value
139125.00
Base Total Cost
151125
Base Unrealized Gain Loss
-12000
Base Accrued Interest
3687.5
Local Market Value
139125
Local Total Cost Amount
151125
Local Unrealized Gain Loss
-12000
Local Accrued Interest
3687.5
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
Ba3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SALESFORCE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SALESFORCE INC
Security Description
2.7% 15 Jul 2041
Maturity Date
2041-07-15T00:00:00.000
Interest Rate
2.7
Original Face
0
Shares Par Value
981000.00
Base Market Value
758303.19
Base Total Cost
977976.45
Base Unrealized Gain Loss
-219673.26
Base Accrued Interest
12213.45
Local Market Value
758303.19
Local Total Cost Amount
977976.45
Local Unrealized Gain Loss
-219673.26
Local Accrued Interest
12213.45
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: SALESFORCE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SALESFORCE INC
Security Description
2.9% 15 Jul 2051
Maturity Date
2051-07-15T00:00:00.000
Interest Rate
2.9
Original Face
0
Shares Par Value
1081000.00
Base Market Value
817463.01
Base Total Cost
1089102.15
Base Unrealized Gain Loss
-271639.14
Base Accrued Interest
14455.37
Local Market Value
817463.01
Local Total Cost Amount
1089102.15
Local Unrealized Gain Loss
-271639.14
Local Accrued Interest
14455.37
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
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: SALESFORCE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SALESFORCE INC
Security Description
3.05% 15 Jul 2061
Maturity Date
2061-07-15T00:00:00.000
Interest Rate
3.05
Original Face
0
Shares Par Value
10525000.00
Base Market Value
7695564.25
Base Total Cost
10491109.5
Base Unrealized Gain Loss
-2795545.25
Base Accrued Interest
148022.43
Local Market Value
7695564.25
Local Total Cost Amount
10491109.5
Local Unrealized Gain Loss
-2795545.25
Local Accrued Interest
148022.43
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
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: SAN DIEGO CA PUBLIC FACS FING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SAN DIEGO CA PUBLIC FACS FING
Security Description
4.08% 15 Oct 2033
Maturity Date
2033-10-15T00:00:00.000
Interest Rate
4.08
Original Face
0
Shares Par Value
100000.00
Base Market Value
95602.00
Base Total Cost
110638
Base Unrealized Gain Loss
-15036
Base Accrued Interest
861.33
Local Market Value
95602
Local Total Cost Amount
110638
Local Unrealized Gain Loss
-15036
Local Accrued Interest
861.33
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
MUNICIPALS
Major Industry Name
MUNICIPAL
Minor Industry Name
MUNICIPAL
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: SAN DIEGO CNTY CA WTR AUTH FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SAN DIEGO CNTY CA WTR AUTH FIN
Security Description
6.138% 01 May 2049
Interest Rate
6.138
Original Face
40000
Shares Par Value
40000.00
Base Market Value
49274.40
Base Total Cost
58230.4
Base Unrealized Gain Loss
-8956
Base Accrued Interest
409.2
Local Market Value
49274.4
Local Total Cost Amount
58230.4
Local Unrealized Gain Loss
-8956
Local Accrued Interest
409.2
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
MUNICIPALS
Major Industry Name
MUNICIPAL
Minor Industry Name
MUNICIPAL
Moody S Quality Rating
Aa2
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: SAN DIEGO G + E
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SAN DIEGO G + E
Security Description
3.75% 01 Jun 2047
Maturity Date
2047-06-01T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
405000.00
Base Market Value
341836.20
Base Total Cost
467560.35
Base Unrealized Gain Loss
-125724.15
Base Accrued Interest
1265.63
Local Market Value
341836.2
Local Total Cost Amount
467560.35
Local Unrealized Gain Loss
-125724.15
Local Accrued Interest
1265.63
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
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: SAN DIEGO G + E
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SAN DIEGO G + E
Security Description
2.95% 15 Aug 2051
Maturity Date
2051-08-15T00:00:00.000
Interest Rate
2.95
Original Face
0
Shares Par Value
3945000.00
Base Market Value
2908885.20
Base Total Cost
4014116.75
Base Unrealized Gain Loss
-1105231.55
Base Accrued Interest
43964.83
Local Market Value
2908885.2
Local Total Cost Amount
4014116.75
Local Unrealized Gain Loss
-1105231.55
Local Accrued Interest
43964.83
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
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: SAN FRANCISCO CITY CNTY CA P
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SAN FRANCISCO CITY CNTY CA P
Security Description
6% 01 Nov 2040
Interest Rate
6
Original Face
30000
Shares Par Value
30000.00
Base Market Value
34239.60
Base Total Cost
41328.3
Base Unrealized Gain Loss
-7088.7
Base Accrued Interest
300
Local Market Value
34239.6
Local Total Cost Amount
41328.3
Local Unrealized Gain Loss
-7088.7
Local Accrued Interest
300
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
MUNICIPALS
Major Industry Name
MUNICIPAL
Minor Industry Name
MUNICIPAL
Moody S Quality Rating
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: SANTANDER UK GROUP HLDGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANTANDER UK GROUP HLDGS
Security Description
1% 03 Nov 2028
Maturity Date
2028-11-03T00:00:00.000
Interest Rate
3.823
Original Face
0
Shares Par Value
1350000.00
Base Market Value
1253164.50
Base Total Cost
1521099
Base Unrealized Gain Loss
-267934.5
Base Accrued Interest
8315.02
Local Market Value
1253164.5
Local Total Cost Amount
1521099
Local Unrealized Gain Loss
-267934.5
Local Accrued Interest
8315.02
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
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: SANTANDER UK GROUP HLDGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANTANDER UK GROUP HLDGS
Security Description
1% 03 Nov 2028
Maturity Date
2028-11-03T00:00:00.000
Interest Rate
3.823
Original Face
0
Shares Par Value
2422000.00
Base Market Value
2248269.94
Base Total Cost
2627814
Base Unrealized Gain Loss
-379544.06
Base Accrued Interest
14917.76
Local Market Value
2248269.94
Local Total Cost Amount
2627814
Local Unrealized Gain Loss
-379544.06
Local Accrued Interest
14917.76
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
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: SANTANDER UK GROUP HLDGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANTANDER UK GROUP HLDGS
Security Description
1% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
4.796
Original Face
0
Shares Par Value
4005000.00
Base Market Value
4005120.15
Base Total Cost
4442487.3
Base Unrealized Gain Loss
-437367.15
Base Accrued Interest
24543.53
Local Market Value
4005120.15
Local Total Cost Amount
4442487.3
Local Unrealized Gain Loss
-437367.15
Local Accrued Interest
24543.53
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
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: SANTANDER UK GROUP HLDGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANTANDER UK GROUP HLDGS
Security Description
1% 21 Aug 2026
Maturity Date
2026-08-21T00:00:00.000
Interest Rate
1.532
Original Face
0
Shares Par Value
27885000.00
Base Market Value
24974642.55
Base Total Cost
27737049.35
Base Unrealized Gain Loss
-2762406.8
Base Accrued Interest
154266.03
Local Market Value
24974642.55
Local Total Cost Amount
27737049.35
Local Unrealized Gain Loss
-2762406.8
Local Accrued Interest
154266.03
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
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: SANTANDER UK GROUP HLDGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANTANDER UK GROUP HLDGS
Security Description
1% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
1.089
Original Face
0
Shares Par Value
5885000.00
Base Market Value
5494589.10
Base Total Cost
5888711.4
Base Unrealized Gain Loss
-394122.3
Base Accrued Interest
18870.25
Local Market Value
5494589.1
Local Total Cost Amount
5888711.4
Local Unrealized Gain Loss
-394122.3
Local Accrued Interest
18870.25
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
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: SANTANDER UK GROUP HLDGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANTANDER UK GROUP HLDGS
Security Description
1% 14 Jun 2027
Maturity Date
2027-06-14T00:00:00.000
Interest Rate
1.673
Original Face
0
Shares Par Value
1425000.00
Base Market Value
1243839.75
Base Total Cost
1412360.25
Base Unrealized Gain Loss
-168520.5
Base Accrued Interest
1125.79
Local Market Value
1243839.75
Local Total Cost Amount
1412360.25
Local Unrealized Gain Loss
-168520.5
Local Accrued Interest
1125.79
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
OTHER YANKEE
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: SANTANDER UK GROUP HLDGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANTANDER UK GROUP HLDGS
Security Description
1% 11 Jan 2028
Maturity Date
2028-01-11T00:00:00.000
Interest Rate
2.469
Original Face
0
Shares Par Value
1207000.00
Base Market Value
1066481.06
Base Total Cost
1208384.08
Base Unrealized Gain Loss
-141903.02
Base Accrued Interest
14072.58
Local Market Value
1066481.06
Local Total Cost Amount
1208384.08
Local Unrealized Gain Loss
-141903.02
Local Accrued Interest
14072.58
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
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: SANTANDER HOLDINGS USA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANTANDER HOLDINGS USA
Security Description
3.5% 07 Jun 2024
Interest Rate
3.5
Original Face
0
Shares Par Value
4000000.00
Base Market Value
3930400.00
Base Total Cost
4190057.4
Base Unrealized Gain Loss
-259657.4
Base Accrued Interest
9333.33
Local Market Value
3930400
Local Total Cost Amount
4190057.4
Local Unrealized Gain Loss
-259657.4
Local Accrued Interest
9333.33
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: SANTANDER HOLDINGS USA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANTANDER HOLDINGS USA
Security Description
3.45% 02 Jun 2025
Interest Rate
3.45
Original Face
0
Shares Par Value
2645000.00
Base Market Value
2543458.45
Base Total Cost
2780913.2
Base Unrealized Gain Loss
-237454.75
Base Accrued Interest
7350.89
Local Market Value
2543458.45
Local Total Cost Amount
2780913.2
Local Unrealized Gain Loss
-237454.75
Local Accrued Interest
7350.89
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: SANTANDER HOLDINGS USA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANTANDER HOLDINGS USA
Security Description
1% 06 Jan 2028
Maturity Date
2028-01-06T00:00:00.000
Interest Rate
2.49
Original Face
0
Shares Par Value
7345000.00
Base Market Value
6482623.55
Base Total Cost
7345000
Base Unrealized Gain Loss
-862376.45
Base Accrued Interest
88905.11
Local Market Value
6482623.55
Local Total Cost Amount
7345000
Local Unrealized Gain Loss
-862376.45
Local Accrued Interest
88905.11
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
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: SANTANDER CONSUMER AUTO RECEIV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANTANDER CONSUMER AUTO RECEIV
Security Description
2.14% 15 Dec 2026
Maturity Date
2026-12-15T00:00:00.000
Interest Rate
2.14
Original Face
1600000
Shares Par Value
1600000.00
Base Market Value
1529640.00
Base Total Cost
1599456.8
Base Unrealized Gain Loss
-69816.8
Base Accrued Interest
1521.78
Local Market Value
1529640
Local Total Cost Amount
1599456.8
Local Unrealized Gain Loss
-69816.8
Local Accrued Interest
1521.78
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
AUTO LOAN RECEIVABLE
Major Industry Name
ASSET BACKED
Minor Industry Name
AUTO LOAN
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: SANTANDER DRIVE AUTO RECEIVABL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANTANDER DRIVE AUTO RECEIVABL
Security Description
0.88% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
0.88
Original Face
840000
Shares Par Value
840000.00
Base Market Value
814852.42
Base Total Cost
839906.51
Base Unrealized Gain Loss
-25054.09
Base Accrued Interest
328.53
Local Market Value
814852.42
Local Total Cost Amount
839906.51
Local Unrealized Gain Loss
-25054.09
Local Accrued Interest
328.53
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
AUTO LOAN RECEIVABLE
Major Industry Name
ASSET BACKED
Minor Industry Name
AUTO LOAN
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: SANTANDER DRIVE AUTO RECEIVABL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANTANDER DRIVE AUTO RECEIVABL
Security Description
2.36% 17 Aug 2026
Maturity Date
2026-08-17T00:00:00.000
Interest Rate
2.36
Original Face
605000
Shares Par Value
605000.00
Base Market Value
582934.02
Base Total Cost
604892.31
Base Unrealized Gain Loss
-21958.29
Base Accrued Interest
634.57
Local Market Value
582934.02
Local Total Cost Amount
604892.31
Local Unrealized Gain Loss
-21958.29
Local Accrued Interest
634.57
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
AUTO LOAN RECEIVABLE
Major Industry Name
ASSET BACKED
Minor Industry Name
AUTO LOAN
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: SANTANDER DRIVE AUTO RECEIVABL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANTANDER DRIVE AUTO RECEIVABL
Security Description
2.49% 15 Oct 2025
Maturity Date
2025-10-15T00:00:00.000
Interest Rate
2.49
Original Face
100000
Shares Par Value
1897.48
Base Market Value
1898.25
Base Total Cost
1879.66
Base Unrealized Gain Loss
18.59
Base Accrued Interest
2.1
Local Market Value
1898.25
Local Total Cost Amount
1879.66
Local Unrealized Gain Loss
18.59
Local Accrued Interest
2.1
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
AUTO LOAN RECEIVABLE
Major Industry Name
ASSET BACKED
Minor Industry Name
AUTO LOAN
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: SANTANDER REVOLVING AUTO LOAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANTANDER REVOLVING AUTO LOAN
Security Description
2.51% 26 Jan 2032
Maturity Date
2032-01-26T00:00:00.000
Interest Rate
2.51
Original Face
395000
Shares Par Value
395000.00
Base Market Value
377572.84
Base Total Cost
381668.75
Base Unrealized Gain Loss
-4095.91
Base Accrued Interest
165.24
Local Market Value
377572.84
Local Total Cost Amount
381668.75
Local Unrealized Gain Loss
-4095.91
Local Accrued Interest
165.24
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
AUTO LOAN RECEIVABLE
Major Industry Name
ASSET BACKED
Minor Industry Name
AUTO LOAN
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: SANTANDER RETAIL AUTO LEASE TR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANTANDER RETAIL AUTO LEASE TR
Security Description
2.84% 20 May 2025
Maturity Date
2025-05-20T00:00:00.000
Interest Rate
2.84
Original Face
400000
Shares Par Value
400000.00
Base Market Value
397457.64
Base Total Cost
399969.4
Base Unrealized Gain Loss
-2511.76
Base Accrued Interest
347.11
Local Market Value
397457.64
Local Total Cost Amount
399969.4
Local Unrealized Gain Loss
-2511.76
Local Accrued Interest
347.11
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
AUTO LOAN RECEIVABLE
Major Industry Name
ASSET BACKED
Minor Industry Name
AUTO LOAN
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: SANTANDER BANK AUTO CREDIT LIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SANTANDER BANK AUTO CREDIT LIN
Security Description
5.281% 15 May 2032
Maturity Date
2032-05-15T00:00:00.000
Interest Rate
5.281
Original Face
6310000
Shares Par Value
6010797.20
Base Market Value
5958862.11
Base Total Cost
6010797.2
Base Unrealized Gain Loss
-51935.09
Base Accrued Interest
14108.01
Local Market Value
5958862.11
Local Total Cost Amount
6010797.2
Local Unrealized Gain Loss
-51935.09
Local Accrued Interest
14108.01
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
AUTO LOAN RECEIVABLE
Major Industry Name
ASSET BACKED
Minor Industry Name
AUTO 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: IHO VERWALTUNGS GMBH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IHO VERWALTUNGS GMBH
Security Description
4.75% 15 Sep 2026
Maturity Date
2026-09-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
480000.00
Base Market Value
412598.40
Base Total Cost
496775
Base Unrealized Gain Loss
-84176.6
Base Accrued Interest
2913.33
Local Market Value
412598.4
Local Total Cost Amount
496775
Local Unrealized Gain Loss
-84176.6
Local Accrued Interest
2913.33
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
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: SCHLUMBERGER HLDGS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCHLUMBERGER HLDGS CORP
Security Description
3.9% 17 May 2028
Interest Rate
3.9
Original Face
0
Shares Par Value
317000.00
Base Market Value
299520.62
Base Total Cost
355369.68
Base Unrealized Gain Loss
-55849.06
Base Accrued Interest
1511.03
Local Market Value
299520.62
Local Total Cost Amount
355369.68
Local Unrealized Gain Loss
-55849.06
Local Accrued Interest
1511.03
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
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: CHARLES SCHWAB CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARLES SCHWAB CORP
Security Description
1% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
356000.00
Base Market Value
274031.00
Base Total Cost
364010
Base Unrealized Gain Loss
-89979
Base Accrued Interest
1186.67
Local Market Value
274031
Local Total Cost Amount
364010
Local Unrealized Gain Loss
-89979
Local Accrued Interest
1186.67
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CHARLES SCHWAB CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARLES SCHWAB CORP
Security Description
1% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
700000.00
Base Market Value
593362.00
Base Total Cost
725375
Base Unrealized Gain Loss
-132013
Base Accrued Interest
2333.34
Local Market Value
593362
Local Total Cost Amount
725375
Local Unrealized Gain Loss
-132013
Local Accrued Interest
2333.34
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: CHARLES SCHWAB CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARLES SCHWAB CORP
Security Description
1% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
6460000.00
Base Market Value
5475883.60
Base Total Cost
6460000
Base Unrealized Gain Loss
-984116.4
Base Accrued Interest
21533.34
Local Market Value
5475883.6
Local Total Cost Amount
6460000
Local Unrealized Gain Loss
-984116.4
Local Accrued Interest
21533.34
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: CHARLES SCHWAB CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARLES SCHWAB CORP
Security Description
2.75% 01 Oct 2029
Maturity Date
2029-10-01T00:00:00.000
Interest Rate
2.75
Original Face
0
Shares Par Value
790000.00
Base Market Value
709562.20
Base Total Cost
849305.3
Base Unrealized Gain Loss
-139743.1
Base Accrued Interest
5431.25
Local Market Value
709562.2
Local Total Cost Amount
849305.3
Local Unrealized Gain Loss
-139743.1
Local Accrued Interest
5431.25
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: CHARLES SCHWAB CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARLES SCHWAB CORP
Security Description
2.45% 03 Mar 2027
Maturity Date
2027-03-03T00:00:00.000
Interest Rate
2.45
Original Face
0
Shares Par Value
950000.00
Base Market Value
885979.50
Base Total Cost
948974
Base Unrealized Gain Loss
-62994.5
Base Accrued Interest
7629.03
Local Market Value
885979.5
Local Total Cost Amount
948974
Local Unrealized Gain Loss
-62994.5
Local Accrued Interest
7629.03
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: MATIV INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MATIV INC
Security Description
6.875% 01 Oct 2026
Maturity Date
2026-10-01T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
250000.00
Base Market Value
222500.00
Base Total Cost
250886.34
Base Unrealized Gain Loss
-28386.34
Base Accrued Interest
4296.85
Local Market Value
222500
Local Total Cost Amount
250886.34
Local Unrealized Gain Loss
-28386.34
Local Accrued Interest
4296.85
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
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: SCIENCE APPLICATIONS INT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCIENCE APPLICATIONS INT
Security Description
4.875% 01 Apr 2028
Maturity Date
2028-04-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
1137000.00
Base Market Value
1060252.50
Base Total Cost
1168497.25
Base Unrealized Gain Loss
-108244.75
Base Accrued Interest
13857.17
Local Market Value
1060252.5
Local Total Cost Amount
1168497.25
Local Unrealized Gain Loss
-108244.75
Local Accrued Interest
13857.17
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: SCIENCE APPLICATIONS INT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCIENCE APPLICATIONS INT
Security Description
4.875% 01 Apr 2028
Maturity Date
2028-04-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
375000.00
Base Market Value
349687.50
Base Total Cost
380707.72
Base Unrealized Gain Loss
-31020.22
Base Accrued Interest
4570.31
Local Market Value
349687.5
Local Total Cost Amount
380707.72
Local Unrealized Gain Loss
-31020.22
Local Accrued Interest
4570.31
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SC GAMES HOLDIN/US FINCO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SC GAMES HOLDIN/US FINCO
Security Description
6.625% 01 Mar 2030
Maturity Date
2030-03-01T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
985000.00
Base Market Value
837250.00
Base Total Cost
985000
Base Unrealized Gain Loss
-147750
Base Accrued Interest
24289.83
Local Market Value
837250
Local Total Cost Amount
985000
Local Unrealized Gain Loss
-147750
Local Accrued Interest
24289.83
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
Caa2
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: SC GAMES HOLDIN/US FINCO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SC GAMES HOLDIN/US FINCO
Security Description
6.625% 01 Mar 2030
Maturity Date
2030-03-01T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
880000.00
Base Market Value
748000.00
Base Total Cost
880000
Base Unrealized Gain Loss
-132000
Base Accrued Interest
21700.55
Local Market Value
748000
Local Total Cost Amount
880000
Local Unrealized Gain Loss
-132000
Local Accrued Interest
21700.55
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa2
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: SC GAMES HOLDIN/US FINCO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SC GAMES HOLDIN/US FINCO
Security Description
6.625% 01 Mar 2030
Maturity Date
2030-03-01T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
100000.00
Base Market Value
85000.00
Base Total Cost
92875
Base Unrealized Gain Loss
-7875
Base Accrued Interest
2465.98
Local Market Value
85000
Local Total Cost Amount
92875
Local Unrealized Gain Loss
-7875
Local Accrued Interest
2465.98
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
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: SC GAMES HOLDIN/US FINCO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SC GAMES HOLDIN/US FINCO
Security Description
6.625% 01 Mar 2030
Maturity Date
2030-03-01T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
1980000.00
Base Market Value
1683000.00
Base Total Cost
1977150
Base Unrealized Gain Loss
-294150
Base Accrued Interest
48826.27
Local Market Value
1683000
Local Total Cost Amount
1977150
Local Unrealized Gain Loss
-294150
Local Accrued Interest
48826.27
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
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: SCIENTIFIC GAMES INTERNA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCIENTIFIC GAMES INTERNA
Security Description
7% 15 May 2028
Maturity Date
2028-05-15T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
963000.00
Base Market Value
903708.09
Base Total Cost
991788.76
Base Unrealized Gain Loss
-88080.67
Base Accrued Interest
8613.5
Local Market Value
903708.09
Local Total Cost Amount
991788.76
Local Unrealized Gain Loss
-88080.67
Local Accrued Interest
8613.5
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
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: SCIENTIFIC GAMES INTERNA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCIENTIFIC GAMES INTERNA
Security Description
7% 15 May 2028
Maturity Date
2028-05-15T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
1263000.00
Base Market Value
1185237.09
Base Total Cost
1333200
Base Unrealized Gain Loss
-147962.91
Base Accrued Interest
11296.84
Local Market Value
1185237.09
Local Total Cost Amount
1333200
Local Unrealized Gain Loss
-147962.91
Local Accrued Interest
11296.84
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
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: SCIENTIFIC GAMES INTERNA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCIENTIFIC GAMES INTERNA
Security Description
7% 15 May 2028
Maturity Date
2028-05-15T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
675000.00
Base Market Value
633440.25
Base Total Cost
681628.77
Base Unrealized Gain Loss
-48188.52
Base Accrued Interest
6037.48
Local Market Value
633440.25
Local Total Cost Amount
681628.77
Local Unrealized Gain Loss
-48188.52
Local Accrued Interest
6037.48
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
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: SCIENTIFIC GAMES INTERNA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCIENTIFIC GAMES INTERNA
Security Description
7.25% 15 Nov 2029
Maturity Date
2029-11-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
2345000.00
Base Market Value
2199164.45
Base Total Cost
2495693.31
Base Unrealized Gain Loss
-296528.86
Base Accrued Interest
21723.82
Local Market Value
2199164.45
Local Total Cost Amount
2495693.31
Local Unrealized Gain Loss
-296528.86
Local Accrued Interest
21723.82
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: SCIENTIFIC GAMES INTERNA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCIENTIFIC GAMES INTERNA
Security Description
7.25% 15 Nov 2029
Maturity Date
2029-11-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
1028000.00
Base Market Value
964068.68
Base Total Cost
1079612.54
Base Unrealized Gain Loss
-115543.86
Base Accrued Interest
9523.28
Local Market Value
964068.68
Local Total Cost Amount
1079612.54
Local Unrealized Gain Loss
-115543.86
Local Accrued Interest
9523.28
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: SCIENTIFIC GAMES INTERNA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCIENTIFIC GAMES INTERNA
Security Description
7.25% 15 Nov 2029
Maturity Date
2029-11-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
200000.00
Base Market Value
187562.00
Base Total Cost
212875
Base Unrealized Gain Loss
-25313
Base Accrued Interest
1852.77
Local Market Value
187562
Local Total Cost Amount
212875
Local Unrealized Gain Loss
-25313
Local Accrued Interest
1852.77
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: SCIENTIFIC GAMES INTERNA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCIENTIFIC GAMES INTERNA
Security Description
8.625% 01 Jul 2025
Maturity Date
2025-07-01T00:00:00.000
Interest Rate
8.625
Original Face
0
Shares Par Value
1623000.00
Base Market Value
1663737.30
Base Total Cost
1684380.58
Base Unrealized Gain Loss
-20643.28
Base Accrued Interest
0
Local Market Value
1663737.3
Local Total Cost Amount
1684380.58
Local Unrealized Gain Loss
-20643.28
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
Caa2
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: SCIENTIFIC GAMES INTERNA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCIENTIFIC GAMES INTERNA
Security Description
8.625% 01 Jul 2025
Maturity Date
2025-07-01T00:00:00.000
Interest Rate
8.625
Original Face
0
Shares Par Value
50000.00
Base Market Value
51255.00
Base Total Cost
53750
Base Unrealized Gain Loss
-2495
Base Accrued Interest
0
Local Market Value
51255
Local Total Cost Amount
53750
Local Unrealized Gain Loss
-2495
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
Caa2
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: SCIENTIFIC GAMES HLDGS LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCIENTIFIC GAMES HLDGS LP
Security Description
1% 04 Apr 2029
Maturity Date
2029-04-04T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
375000.00
Base Market Value
348202.50
Base Total Cost
374062.5
Base Unrealized Gain Loss
-25860
Base Accrued Interest
0
Local Market Value
348202.5
Local Total Cost Amount
374062.5
Local Unrealized Gain Loss
-25860
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: IBERDROLA INTL BV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IBERDROLA INTL BV
Security Description
5.81% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
5.81
Original Face
0
Shares Par Value
602000.00
Base Market Value
637325.36
Base Total Cost
638336.72
Base Unrealized Gain Loss
-1011.36
Base Accrued Interest
10298.55
Local Market Value
637325.36
Local Total Cost Amount
638336.72
Local Unrealized Gain Loss
-1011.36
Local Accrued Interest
10298.55
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
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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