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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: SCOTTS MIRACLE GRO CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCOTTS MIRACLE GRO CO
Security Description
4.375% 01 Feb 2032
Maturity Date
2032-02-01T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
1190000.00
Base Market Value
904673.70
Base Total Cost
1190000
Base Unrealized Gain Loss
-285326.3
Base Accrued Interest
21692.71
Local Market Value
904673.7
Local Total Cost Amount
1190000
Local Unrealized Gain Loss
-285326.3
Local Accrued Interest
21692.71
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: SCOTTS MIRACLE GRO CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCOTTS MIRACLE GRO CO
Security Description
4.375% 01 Feb 2032
Maturity Date
2032-02-01T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
550000.00
Base Market Value
418126.50
Base Total Cost
520000
Base Unrealized Gain Loss
-101873.5
Base Accrued Interest
10026.03
Local Market Value
418126.5
Local Total Cost Amount
520000
Local Unrealized Gain Loss
-101873.5
Local Accrued Interest
10026.03
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
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: SCOTTS MIRACLE GRO CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCOTTS MIRACLE GRO CO
Security Description
4.375% 01 Feb 2032
Maturity Date
2032-02-01T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
200000.00
Base Market Value
152046.00
Base Total Cost
199500
Base Unrealized Gain Loss
-47454
Base Accrued Interest
3645.83
Local Market Value
152046
Local Total Cost Amount
199500
Local Unrealized Gain Loss
-47454
Local Accrued Interest
3645.83
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
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: SCOTTS MIRACLE GRO CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCOTTS MIRACLE GRO CO
Security Description
4% 01 Apr 2031
Maturity Date
2031-04-01T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
200000.00
Base Market Value
149500.00
Base Total Cost
200187.5
Base Unrealized Gain Loss
-50687.5
Base Accrued Interest
2000
Local Market Value
149500
Local Total Cost Amount
200187.5
Local Unrealized Gain Loss
-50687.5
Local Accrued Interest
2000
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: SCOTTS MIRACLE GRO CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCOTTS MIRACLE GRO CO
Security Description
4% 01 Apr 2031
Maturity Date
2031-04-01T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
600000.00
Base Market Value
448500.00
Base Total Cost
589600
Base Unrealized Gain Loss
-141100
Base Accrued Interest
6000
Local Market Value
448500
Local Total Cost Amount
589600
Local Unrealized Gain Loss
-141100
Local Accrued Interest
6000
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: SCOTTS MIRACLE GRO CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCOTTS MIRACLE GRO CO
Security Description
4% 01 Apr 2031
Maturity Date
2031-04-01T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
325000.00
Base Market Value
242937.50
Base Total Cost
325000
Base Unrealized Gain Loss
-82062.5
Base Accrued Interest
3250
Local Market Value
242937.5
Local Total Cost Amount
325000
Local Unrealized Gain Loss
-82062.5
Local Accrued Interest
3250
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: SCRIPPS ESCROW INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCRIPPS ESCROW INC
Security Description
5.875% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
2405000.00
Base Market Value
2105505.35
Base Total Cost
2369268.75
Base Unrealized Gain Loss
-263763.4
Base Accrued Interest
65152.13
Local Market Value
2105505.35
Local Total Cost Amount
2369268.75
Local Unrealized Gain Loss
-263763.4
Local Accrued Interest
65152.13
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: SCRIPPS ESCROW INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCRIPPS ESCROW INC
Security Description
5.875% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
125000.00
Base Market Value
109433.75
Base Total Cost
126750
Base Unrealized Gain Loss
-17316.25
Base Accrued Interest
3386.28
Local Market Value
109433.75
Local Total Cost Amount
126750
Local Unrealized Gain Loss
-17316.25
Local Accrued Interest
3386.28
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: SCRIPPS ESCROW II INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCRIPPS ESCROW II INC
Security Description
3.875% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
350000.00
Base Market Value
293314.00
Base Total Cost
326812.5
Base Unrealized Gain Loss
-33498.5
Base Accrued Interest
6253.82
Local Market Value
293314
Local Total Cost Amount
326812.5
Local Unrealized Gain Loss
-33498.5
Local Accrued Interest
6253.82
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
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: SCRIPPS ESCROW II INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCRIPPS ESCROW II INC
Security Description
5.375% 15 Jan 2031
Maturity Date
2031-01-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
1865000.00
Base Market Value
1487430.75
Base Total Cost
1881006.25
Base Unrealized Gain Loss
-393575.5
Base Accrued Interest
46223.46
Local Market Value
1487430.75
Local Total Cost Amount
1881006.25
Local Unrealized Gain Loss
-393575.5
Local Accrued Interest
46223.46
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
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: SCRIPPS ESCROW II INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SCRIPPS ESCROW II INC
Security Description
5.375% 15 Jan 2031
Maturity Date
2031-01-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
100000.00
Base Market Value
79755.00
Base Total Cost
100000
Base Unrealized Gain Loss
-20245
Base Accrued Interest
2478.47
Local Market Value
79755
Local Total Cost Amount
100000
Local Unrealized Gain Loss
-20245
Local Accrued Interest
2478.47
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: SEAGATE HDD CAYMAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEAGATE HDD CAYMAN
Security Description
4.75% 01 Jun 2023
Maturity Date
2023-06-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
352000.00
Base Market Value
348480.00
Base Total Cost
369600
Base Unrealized Gain Loss
-21120
Base Accrued Interest
1393.33
Local Market Value
348480
Local Total Cost Amount
369600
Local Unrealized Gain Loss
-21120
Local Accrued Interest
1393.33
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
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: SEAGATE HDD CAYMAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEAGATE HDD CAYMAN
Security Description
5.75% 01 Dec 2034
Maturity Date
2034-12-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1217000.00
Base Market Value
1070838.30
Base Total Cost
1323002.93
Base Unrealized Gain Loss
-252164.63
Base Accrued Interest
5831.46
Local Market Value
1070838.3
Local Total Cost Amount
1323002.93
Local Unrealized Gain Loss
-252164.63
Local Accrued Interest
5831.46
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
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: SEAGATE HDD CAYMAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEAGATE HDD CAYMAN
Security Description
5.75% 01 Dec 2034
Interest Rate
5.75
Original Face
0
Shares Par Value
400000.00
Base Market Value
351960.00
Base Total Cost
437129.5
Base Unrealized Gain Loss
-85169.5
Base Accrued Interest
1916.66
Local Market Value
351960
Local Total Cost Amount
437129.5
Local Unrealized Gain Loss
-85169.5
Local Accrued Interest
1916.66
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
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: SEAGATE HDD CAYMAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEAGATE HDD CAYMAN
Security Description
4.875% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
1185000.00
Base Market Value
1122787.50
Base Total Cost
1062652.93
Base Unrealized Gain Loss
60134.57
Base Accrued Interest
4814.06
Local Market Value
1122787.5
Local Total Cost Amount
1062652.93
Local Unrealized Gain Loss
60134.57
Local Accrued Interest
4814.06
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: SEAGATE HDD CAYMAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEAGATE HDD CAYMAN
Security Description
4.875% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
175000.00
Base Market Value
165812.50
Base Total Cost
167781.25
Base Unrealized Gain Loss
-1968.75
Base Accrued Interest
710.94
Local Market Value
165812.5
Local Total Cost Amount
167781.25
Local Unrealized Gain Loss
-1968.75
Local Accrued Interest
710.94
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: SEAGATE HDD CAYMAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEAGATE HDD CAYMAN
Security Description
4.091% 01 Jun 2029
Maturity Date
2029-06-01T00:00:00.000
Interest Rate
4.091
Original Face
0
Shares Par Value
1284000.00
Base Market Value
1104240.00
Base Total Cost
1163329.96
Base Unrealized Gain Loss
-59089.96
Base Accrued Interest
4377.37
Local Market Value
1104240
Local Total Cost Amount
1163329.96
Local Unrealized Gain Loss
-59089.96
Local Accrued Interest
4377.37
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
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: SEAGATE HDD CAYMAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEAGATE HDD CAYMAN
Security Description
4.091% 01 Jun 2029
Maturity Date
2029-06-01T00:00:00.000
Interest Rate
4.091
Original Face
0
Shares Par Value
25000.00
Base Market Value
21500.00
Base Total Cost
22375
Base Unrealized Gain Loss
-875
Base Accrued Interest
85.23
Local Market Value
21500
Local Total Cost Amount
22375
Local Unrealized Gain Loss
-875
Local Accrued Interest
85.23
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
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: SEAGATE HDD CAYMAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEAGATE HDD CAYMAN
Security Description
4.091% 01 Jun 2029
Maturity Date
2029-06-01T00:00:00.000
Interest Rate
4.091
Original Face
0
Shares Par Value
1380000.00
Base Market Value
1186800.00
Base Total Cost
1280715
Base Unrealized Gain Loss
-93915
Base Accrued Interest
4704.65
Local Market Value
1186800
Local Total Cost Amount
1280715
Local Unrealized Gain Loss
-93915
Local Accrued Interest
4704.65
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: SEAGATE HDD CAYMAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEAGATE HDD CAYMAN
Security Description
4.125% 15 Jan 2031
Maturity Date
2031-01-15T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
1042000.00
Base Market Value
851835.00
Base Total Cost
1029398.51
Base Unrealized Gain Loss
-177563.51
Base Accrued Interest
19819.71
Local Market Value
851835
Local Total Cost Amount
1029398.51
Local Unrealized Gain Loss
-177563.51
Local Accrued Interest
19819.71
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: SEAGATE HDD CAYMAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEAGATE HDD CAYMAN
Security Description
4.125% 15 Jan 2031
Maturity Date
2031-01-15T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
1175000.00
Base Market Value
960562.50
Base Total Cost
995312.5
Base Unrealized Gain Loss
-34750
Base Accrued Interest
22349.49
Local Market Value
960562.5
Local Total Cost Amount
995312.5
Local Unrealized Gain Loss
-34750
Local Accrued Interest
22349.49
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: SEAGATE HDD CAYMAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEAGATE HDD CAYMAN
Security Description
3.375% 15 Jul 2031
Maturity Date
2031-07-15T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
150000.00
Base Market Value
116575.50
Base Total Cost
124687.5
Base Unrealized Gain Loss
-8112
Base Accrued Interest
2334.39
Local Market Value
116575.5
Local Total Cost Amount
124687.5
Local Unrealized Gain Loss
-8112
Local Accrued Interest
2334.39
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: SEAGATE HDD CAYMAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEAGATE HDD CAYMAN
Security Description
3.125% 15 Jul 2029
Maturity Date
2029-07-15T00:00:00.000
Interest Rate
3.125
Original Face
0
Shares Par Value
420000.00
Base Market Value
329578.20
Base Total Cost
420000
Base Unrealized Gain Loss
-90421.8
Base Accrued Interest
6052.08
Local Market Value
329578.2
Local Total Cost Amount
420000
Local Unrealized Gain Loss
-90421.8
Local Accrued Interest
6052.08
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: SEAGATE HDD CAYMAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEAGATE HDD CAYMAN
Security Description
3.125% 15 Jul 2029
Maturity Date
2029-07-15T00:00:00.000
Interest Rate
3.125
Original Face
0
Shares Par Value
50000.00
Base Market Value
39235.50
Base Total Cost
43062.5
Base Unrealized Gain Loss
-3827
Base Accrued Interest
720.48
Local Market Value
39235.5
Local Total Cost Amount
43062.5
Local Unrealized Gain Loss
-3827
Local Accrued Interest
720.48
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
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: SEALED AIR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEALED AIR CORP
Security Description
6.875% 15 Jul 2033
Maturity Date
2033-07-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
570000.00
Base Market Value
574275.00
Base Total Cost
675450
Base Unrealized Gain Loss
-101175
Base Accrued Interest
18069.79
Local Market Value
574275
Local Total Cost Amount
675450
Local Unrealized Gain Loss
-101175
Local Accrued Interest
18069.79
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SEALED AIR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEALED AIR CORP
Security Description
4% 01 Dec 2027
Maturity Date
2027-12-01T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
250000.00
Base Market Value
225377.50
Base Total Cost
250000
Base Unrealized Gain Loss
-24622.5
Base Accrued Interest
833.33
Local Market Value
225377.5
Local Total Cost Amount
250000
Local Unrealized Gain Loss
-24622.5
Local Accrued Interest
833.33
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
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: SEALED AIR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEALED AIR CORP
Security Description
5% 15 Apr 2029
Maturity Date
2029-04-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
655000.00
Base Market Value
612425.00
Base Total Cost
655000
Base Unrealized Gain Loss
-42575
Base Accrued Interest
6550
Local Market Value
612425
Local Total Cost Amount
655000
Local Unrealized Gain Loss
-42575
Local Accrued Interest
6550
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SEALED AIR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEALED AIR CORP
Security Description
5% 15 Apr 2029
Maturity Date
2029-04-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
200000.00
Base Market Value
187000.00
Base Total Cost
200062.5
Base Unrealized Gain Loss
-13062.5
Base Accrued Interest
2000
Local Market Value
187000
Local Total Cost Amount
200062.5
Local Unrealized Gain Loss
-13062.5
Local Accrued Interest
2000
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SEALED AIR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEALED AIR CORP
Security Description
5% 15 Apr 2029
Maturity Date
2029-04-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
304000.00
Base Market Value
284240.00
Base Total Cost
304000
Base Unrealized Gain Loss
-19760
Base Accrued Interest
3040
Local Market Value
284240
Local Total Cost Amount
304000
Local Unrealized Gain Loss
-19760
Local Accrued Interest
3040
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SEASPAN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEASPAN CORP
Security Description
5.5% 01 Aug 2029
Maturity Date
2029-08-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1140000.00
Base Market Value
908967.60
Base Total Cost
1142500
Base Unrealized Gain Loss
-233532.4
Base Accrued Interest
26125
Local Market Value
908967.6
Local Total Cost Amount
1142500
Local Unrealized Gain Loss
-233532.4
Local Accrued Interest
26125
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: SEASPAN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEASPAN CORP
Security Description
5.5% 01 Aug 2029
Maturity Date
2029-08-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1329000.00
Base Market Value
1059664.86
Base Total Cost
1332116.75
Base Unrealized Gain Loss
-272451.89
Base Accrued Interest
30456.25
Local Market Value
1059664.86
Local Total Cost Amount
1332116.75
Local Unrealized Gain Loss
-272451.89
Local Accrued Interest
30456.25
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
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: SEAWORLD PARKS + ENTERTA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEAWORLD PARKS + ENTERTA
Security Description
8.75% 01 May 2025
Interest Rate
8.75
Original Face
0
Shares Par Value
1700000.00
Base Market Value
1759500.00
Base Total Cost
1745900
Base Unrealized Gain Loss
13600
Base Accrued Interest
24791.67
Local Market Value
1759500
Local Total Cost Amount
1745900
Local Unrealized Gain Loss
13600
Local Accrued Interest
24791.67
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
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: SEAWORLD PARKS + ENTERTA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEAWORLD PARKS + ENTERTA
Security Description
5.25% 15 Aug 2029
Maturity Date
2029-08-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1615000.00
Base Market Value
1366596.85
Base Total Cost
1617656.77
Base Unrealized Gain Loss
-251059.92
Base Accrued Interest
32030.83
Local Market Value
1366596.85
Local Total Cost Amount
1617656.77
Local Unrealized Gain Loss
-251059.92
Local Accrued Interest
32030.83
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
Caa1
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: SEAWORLD PARKS + ENTERTA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEAWORLD PARKS + ENTERTA
Security Description
5.25% 15 Aug 2029
Maturity Date
2029-08-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1770000.00
Base Market Value
1497756.30
Base Total Cost
1770000
Base Unrealized Gain Loss
-272243.7
Base Accrued Interest
35105
Local Market Value
1497756.3
Local Total Cost Amount
1770000
Local Unrealized Gain Loss
-272243.7
Local Accrued Interest
35105
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
Caa1
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: SEAWORLD PARKS + ENTERTA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEAWORLD PARKS + ENTERTA
Security Description
5.25% 15 Aug 2029
Maturity Date
2029-08-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
679000.00
Base Market Value
574563.01
Base Total Cost
667567.5
Base Unrealized Gain Loss
-93004.49
Base Accrued Interest
13466.83
Local Market Value
574563.01
Local Total Cost Amount
667567.5
Local Unrealized Gain Loss
-93004.49
Local Accrued Interest
13466.83
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
Caa1
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: SEAWORLD PARKS + ENTERTA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEAWORLD PARKS + ENTERTA
Security Description
5.25% 15 Aug 2029
Maturity Date
2029-08-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
500000.00
Base Market Value
423095.00
Base Total Cost
506687.5
Base Unrealized Gain Loss
-83592.5
Base Accrued Interest
9916.67
Local Market Value
423095
Local Total Cost Amount
506687.5
Local Unrealized Gain Loss
-83592.5
Local Accrued Interest
9916.67
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
Caa1
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: SEAWORLD PARKS + ENTERTA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEAWORLD PARKS + ENTERTA
Security Description
5.25% 15 Aug 2029
Maturity Date
2029-08-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
2070000.00
Base Market Value
1751613.30
Base Total Cost
2070953.75
Base Unrealized Gain Loss
-319340.45
Base Accrued Interest
41055
Local Market Value
1751613.3
Local Total Cost Amount
2070953.75
Local Unrealized Gain Loss
-319340.45
Local Accrued Interest
41055
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
Caa1
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: SECURITY BENEFIT GL FUND
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SECURITY BENEFIT GL FUND
Security Description
1.25% 17 May 2024
Maturity Date
2024-05-17T00:00:00.000
Interest Rate
1.25
Original Face
0
Shares Par Value
1104000.00
Base Market Value
1047066.72
Base Total Cost
1111242.24
Base Unrealized Gain Loss
-64175.52
Base Accrued Interest
1686.67
Local Market Value
1047066.72
Local Total Cost Amount
1111242.24
Local Unrealized Gain Loss
-64175.52
Local Accrued Interest
1686.67
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
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: SEDGWICK CLAIMS MGMT SVCS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEDGWICK CLAIMS MGMT SVCS INC
Security Description
1% 31 Dec 2025
Maturity Date
2025-12-31T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
665850.00
Base Market Value
627064.24
Base Total Cost
666222.19
Base Unrealized Gain Loss
-39157.95
Base Accrued Interest
0
Local Market Value
627064.24
Local Total Cost Amount
666222.19
Local Unrealized Gain Loss
-39157.95
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: SELECT MEDICAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SELECT MEDICAL CORP
Security Description
6.25% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
1990000.00
Base Market Value
1857585.40
Base Total Cost
1981400
Base Unrealized Gain Loss
-123814.6
Base Accrued Interest
46986.1
Local Market Value
1857585.4
Local Total Cost Amount
1981400
Local Unrealized Gain Loss
-123814.6
Local Accrued Interest
46986.1
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: SELECT MEDICAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SELECT MEDICAL CORP
Security Description
6.25% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
200000.00
Base Market Value
186692.00
Base Total Cost
212000
Base Unrealized Gain Loss
-25308
Base Accrued Interest
4722.22
Local Market Value
186692
Local Total Cost Amount
212000
Local Unrealized Gain Loss
-25308
Local Accrued Interest
4722.22
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
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: SELECT MEDICAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SELECT MEDICAL CORP
Security Description
6.25% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
325000.00
Base Market Value
303374.50
Base Total Cost
338437.5
Base Unrealized Gain Loss
-35063
Base Accrued Interest
7673.61
Local Market Value
303374.5
Local Total Cost Amount
338437.5
Local Unrealized Gain Loss
-35063
Local Accrued Interest
7673.61
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: SELECT MEDICAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SELECT MEDICAL CORP
Security Description
6.25% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
2535000.00
Base Market Value
2366321.10
Base Total Cost
2463072.49
Base Unrealized Gain Loss
-96751.39
Base Accrued Interest
60352.08
Local Market Value
2366321.1
Local Total Cost Amount
2463072.49
Local Unrealized Gain Loss
-96751.39
Local Accrued Interest
60352.08
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: SEMPRA ENERGY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEMPRA ENERGY
Security Description
3.4% 01 Feb 2028
Maturity Date
2028-02-01T00:00:00.000
Interest Rate
3.4
Original Face
0
Shares Par Value
1163000.00
Base Market Value
1098186.01
Base Total Cost
1256156.3
Base Unrealized Gain Loss
-157970.29
Base Accrued Interest
16475.83
Local Market Value
1098186.01
Local Total Cost Amount
1256156.3
Local Unrealized Gain Loss
-157970.29
Local Accrued Interest
16475.83
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
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: SEMPRA ENERGY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEMPRA ENERGY
Security Description
3.8% 01 Feb 2038
Maturity Date
2038-02-01T00:00:00.000
Interest Rate
3.8
Original Face
0
Shares Par Value
165000.00
Base Market Value
139269.90
Base Total Cost
181574.25
Base Unrealized Gain Loss
-42304.35
Base Accrued Interest
2612.5
Local Market Value
139269.9
Local Total Cost Amount
181574.25
Local Unrealized Gain Loss
-42304.35
Local Accrued Interest
2612.5
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
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: SEMPRA ENERGY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEMPRA ENERGY
Security Description
1% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
740000.00
Base Market Value
680785.20
Base Total Cost
744950
Base Unrealized Gain Loss
-64164.8
Base Accrued Interest
7615.83
Local Market Value
680785.2
Local Total Cost Amount
744950
Local Unrealized Gain Loss
-64164.8
Local Accrued Interest
7615.83
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SEMPRA ENERGY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEMPRA ENERGY
Security Description
1% 01 Apr 2052
Maturity Date
2052-04-01T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
2290000.00
Base Market Value
1836053.30
Base Total Cost
2290572.5
Base Unrealized Gain Loss
-454519.2
Base Accrued Interest
23615.61
Local Market Value
1836053.3
Local Total Cost Amount
2290572.5
Local Unrealized Gain Loss
-454519.2
Local Accrued Interest
23615.61
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: SEMPRA ENERGY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEMPRA ENERGY
Security Description
3.7% 01 Apr 2029
Maturity Date
2029-04-01T00:00:00.000
Interest Rate
3.7
Original Face
0
Shares Par Value
509000.00
Base Market Value
478001.90
Base Total Cost
507096.34
Base Unrealized Gain Loss
-29094.44
Base Accrued Interest
5074.45
Local Market Value
478001.9
Local Total Cost Amount
507096.34
Local Unrealized Gain Loss
-29094.44
Local Accrued Interest
5074.45
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
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: SEMPRA ENERGY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEMPRA ENERGY
Security Description
3.7% 01 Apr 2029
Maturity Date
2029-04-01T00:00:00.000
Interest Rate
3.7
Original Face
0
Shares Par Value
4550000.00
Base Market Value
4272905.00
Base Total Cost
4532983
Base Unrealized Gain Loss
-260078
Base Accrued Interest
45360.97
Local Market Value
4272905
Local Total Cost Amount
4532983
Local Unrealized Gain Loss
-260078
Local Accrued Interest
45360.97
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
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: SENSATA TECHNOLOGIES BV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SENSATA TECHNOLOGIES BV
Security Description
4.875% 15 Oct 2023
Maturity Date
2023-10-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
333000.00
Base Market Value
327638.70
Base Total Cost
336330
Base Unrealized Gain Loss
-8691.3
Base Accrued Interest
3427.13
Local Market Value
327638.7
Local Total Cost Amount
336330
Local Unrealized Gain Loss
-8691.3
Local Accrued Interest
3427.13
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
Ba3
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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