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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: BELLRING BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BELLRING BRANDS INC
Security Description
7% 15 Mar 2030
Maturity Date
2030-03-15T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
1359000.00
Base Market Value
1280857.50
Base Total Cost
1366232.5
Base Unrealized Gain Loss
-85375
Base Accrued Interest
29331.74
Local Market Value
1280857.5
Local Total Cost Amount
1366232.5
Local Unrealized Gain Loss
-85375
Local Accrued Interest
29331.74
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: BELLRING BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BELLRING BRANDS INC
Security Description
7% 15 Mar 2030
Maturity Date
2030-03-15T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
400000.00
Base Market Value
377000.00
Base Total Cost
402375
Base Unrealized Gain Loss
-25375
Base Accrued Interest
8633.33
Local Market Value
377000
Local Total Cost Amount
402375
Local Unrealized Gain Loss
-25375
Local Accrued Interest
8633.33
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
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: BELO CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BELO CORP
Security Description
7.75% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
369000.00
Base Market Value
365310.00
Base Total Cost
402210
Base Unrealized Gain Loss
-36900
Base Accrued Interest
2383.13
Local Market Value
365310
Local Total Cost Amount
402210
Local Unrealized Gain Loss
-36900
Local Accrued Interest
2383.13
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
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: BELO CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BELO CORP
Security Description
7.25% 15 Sep 2027
Maturity Date
2027-09-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
155000.00
Base Market Value
151900.00
Base Total Cost
166777.69
Base Unrealized Gain Loss
-14877.69
Base Accrued Interest
3308.82
Local Market Value
151900
Local Total Cost Amount
166777.69
Local Unrealized Gain Loss
-14877.69
Local Accrued Interest
3308.82
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: BENCHMARK MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BENCHMARK MORTGAGE TRUST
Security Description
1% 15 Jul 2051
Maturity Date
2051-07-15T00:00:00.000
Interest Rate
4.059
Original Face
825000
Shares Par Value
825000.00
Base Market Value
821609.42
Base Total Cost
950876.95
Base Unrealized Gain Loss
-129267.53
Base Accrued Interest
0
Local Market Value
821609.42
Local Total Cost Amount
950876.95
Local Unrealized Gain Loss
-129267.53
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: BENCHMARK MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BENCHMARK MORTGAGE TRUST
Security Description
1% 15 Apr 2055
Maturity Date
2055-04-15T00:00:00.000
Interest Rate
3.786
Original Face
9728000
Shares Par Value
9728000.00
Base Market Value
9310066.64
Base Total Cost
10019397.77
Base Unrealized Gain Loss
-709331.13
Base Accrued Interest
0
Local Market Value
9310066.64
Local Total Cost Amount
10019397.77
Local Unrealized Gain Loss
-709331.13
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: BENCHMARK MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BENCHMARK MORTGAGE TRUST
Security Description
1% 15 Apr 2055
Maturity Date
2055-04-15T00:00:00.000
Interest Rate
3.786
Original Face
1950000
Shares Par Value
1950000.00
Base Market Value
1866224.30
Base Total Cost
1860117.19
Base Unrealized Gain Loss
6107.11
Base Accrued Interest
0
Local Market Value
1866224.3
Local Total Cost Amount
1860117.19
Local Unrealized Gain Loss
6107.11
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: BENCHMARK MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BENCHMARK MORTGAGE TRUST
Security Description
1% 15 Feb 2054
Maturity Date
2054-02-15T00:00:00.000
Interest Rate
1.381058
Original Face
3434000
Shares Par Value
3417223.04
Base Market Value
252834.52
Base Total Cost
342758.73
Base Unrealized Gain Loss
-89924.21
Base Accrued Interest
0
Local Market Value
252834.52
Local Total Cost Amount
342758.73
Local Unrealized Gain Loss
-89924.21
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: BENCHMARK MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BENCHMARK MORTGAGE TRUST
Security Description
1% 15 Oct 2053
Maturity Date
2053-10-15T00:00:00.000
Interest Rate
1.735195
Original Face
32559000
Shares Par Value
32380221.19
Base Market Value
2780369.79
Base Total Cost
3776832.24
Base Unrealized Gain Loss
-996462.45
Base Accrued Interest
0
Local Market Value
2780369.79
Local Total Cost Amount
3776832.24
Local Unrealized Gain Loss
-996462.45
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
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: BENCHMARK MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BENCHMARK MORTGAGE TRUST
Security Description
2.577% 15 Apr 2054
Maturity Date
2054-04-15T00:00:00.000
Interest Rate
2.577
Original Face
1975000
Shares Par Value
1975000.00
Base Market Value
1727370.75
Base Total Cost
1717864.26
Base Unrealized Gain Loss
9506.49
Base Accrued Interest
0
Local Market Value
1727370.75
Local Total Cost Amount
1717864.26
Local Unrealized Gain Loss
9506.49
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: BENCHMARK MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BENCHMARK MORTGAGE TRUST
Security Description
1% 15 Jul 2054
Maturity Date
2054-07-15T00:00:00.000
Interest Rate
1.385421
Original Face
11440000
Shares Par Value
11401234.82
Base Market Value
897230.44
Base Total Cost
1133220.05
Base Unrealized Gain Loss
-235989.61
Base Accrued Interest
0
Local Market Value
897230.44
Local Total Cost Amount
1133220.05
Local Unrealized Gain Loss
-235989.61
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: BENCHMARK MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BENCHMARK MORTGAGE TRUST
Security Description
2.576% 15 Nov 2054
Maturity Date
2054-11-15T00:00:00.000
Interest Rate
2.576
Original Face
1985000
Shares Par Value
1985000.00
Base Market Value
1720620.63
Base Total Cost
1726019.53
Base Unrealized Gain Loss
-5398.9
Base Accrued Interest
568.15
Local Market Value
1720620.63
Local Total Cost Amount
1726019.53
Local Unrealized Gain Loss
-5398.9
Local Accrued Interest
568.15
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: BENCHMARK MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BENCHMARK MORTGAGE TRUST
Security Description
1% 17 Dec 2053
Maturity Date
2053-12-17T00:00:00.000
Interest Rate
1.566787
Original Face
8020000
Shares Par Value
7998209.46
Base Market Value
683588.57
Base Total Cost
911220.02
Base Unrealized Gain Loss
-227631.45
Base Accrued Interest
0
Local Market Value
683588.57
Local Total Cost Amount
911220.02
Local Unrealized Gain Loss
-227631.45
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
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: BENCHMARK MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BENCHMARK MORTGAGE TRUST
Security Description
3.458% 15 Mar 2055
Maturity Date
2055-03-15T00:00:00.000
Interest Rate
3.4582
Original Face
5054000
Shares Par Value
5054000.00
Base Market Value
4728968.67
Base Total Cost
5205620
Base Unrealized Gain Loss
-476651.33
Base Accrued Interest
0
Local Market Value
4728968.67
Local Total Cost Amount
5205620
Local Unrealized Gain Loss
-476651.33
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: BENCHMARK MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BENCHMARK MORTGAGE TRUST
Security Description
1% 15 May 2055
Maturity Date
2055-05-15T00:00:00.000
Interest Rate
4.59391
Original Face
3490000
Shares Par Value
3490000.00
Base Market Value
3530604.75
Base Total Cost
3636689.06
Base Unrealized Gain Loss
-106084.31
Base Accrued Interest
0
Local Market Value
3530604.75
Local Total Cost Amount
3636689.06
Local Unrealized Gain Loss
-106084.31
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: BENTLEY SYSTEMS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BENTLEY SYSTEMS
Security Description
0.375% 01 Jul 2027
Maturity Date
2027-07-01T00:00:00.000
Interest Rate
0.375
Original Face
0
Shares Par Value
741000.00
Base Market Value
574275.00
Base Total Cost
736493.5
Base Unrealized Gain Loss
-162218.5
Base Accrued Interest
0
Local Market Value
574275
Local Total Cost Amount
736493.5
Local Unrealized Gain Loss
-162218.5
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BENTLEY SYSTEMS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BENTLEY SYSTEMS
Security Description
0.375% 01 Jul 2027
Maturity Date
2027-07-01T00:00:00.000
Interest Rate
0.375
Original Face
0
Shares Par Value
12230000.00
Base Market Value
9478250.00
Base Total Cost
11818728.12
Base Unrealized Gain Loss
-2340478.12
Base Accrued Interest
0
Local Market Value
9478250
Local Total Cost Amount
11818728.12
Local Unrealized Gain Loss
-2340478.12
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BERKSHIRE HATHAWAY FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BERKSHIRE HATHAWAY FIN
Security Description
4.4% 15 May 2042
Maturity Date
2042-05-15T00:00:00.000
Interest Rate
4.4
Original Face
0
Shares Par Value
333000.00
Base Market Value
313506.18
Base Total Cost
317225.79
Base Unrealized Gain Loss
-3719.61
Base Accrued Interest
1872.2
Local Market Value
313506.18
Local Total Cost Amount
317225.79
Local Unrealized Gain Loss
-3719.61
Local Accrued Interest
1872.2
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
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: BERKSHIRE HATHAWAY FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BERKSHIRE HATHAWAY FIN
Security Description
3.85% 15 Mar 2052
Maturity Date
2052-03-15T00:00:00.000
Interest Rate
3.85
Original Face
0
Shares Par Value
544000.00
Base Market Value
465696.64
Base Total Cost
548049.35
Base Unrealized Gain Loss
-82352.71
Base Accrued Interest
6166.84
Local Market Value
465696.64
Local Total Cost Amount
548049.35
Local Unrealized Gain Loss
-82352.71
Local Accrued Interest
6166.84
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
FINANCE
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: BERRY GLOBAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BERRY GLOBAL INC
Security Description
1.57% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
1.57
Original Face
0
Shares Par Value
185000.00
Base Market Value
164968.20
Base Total Cost
184937.1
Base Unrealized Gain Loss
-19968.9
Base Accrued Interest
1339.3
Local Market Value
164968.2
Local Total Cost Amount
184937.1
Local Unrealized Gain Loss
-19968.9
Local Accrued Interest
1339.3
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
Ba1u
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: BERRY GLOBAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BERRY GLOBAL INC
Security Description
4.875% 15 Jul 2026
Maturity Date
2026-07-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
365000.00
Base Market Value
348341.40
Base Total Cost
392925
Base Unrealized Gain Loss
-44583.6
Base Accrued Interest
8204.88
Local Market Value
348341.4
Local Total Cost Amount
392925
Local Unrealized Gain Loss
-44583.6
Local Accrued Interest
8204.88
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: BERRY GLOBAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BERRY GLOBAL INC
Security Description
5.625% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
690000.00
Base Market Value
660288.60
Base Total Cost
694312.5
Base Unrealized Gain Loss
-34023.9
Base Accrued Interest
17896.88
Local Market Value
660288.6
Local Total Cost Amount
694312.5
Local Unrealized Gain Loss
-34023.9
Local Accrued Interest
17896.88
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: BEST BUY CO INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BEST BUY CO INC
Security Description
1.95% 01 Oct 2030
Maturity Date
2030-10-01T00:00:00.000
Interest Rate
1.95
Original Face
0
Shares Par Value
1105000.00
Base Market Value
877668.35
Base Total Cost
897204.75
Base Unrealized Gain Loss
-19536.4
Base Accrued Interest
5386.87
Local Market Value
877668.35
Local Total Cost Amount
897204.75
Local Unrealized Gain Loss
-19536.4
Local Accrued Interest
5386.87
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
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: BETHLEHEM PA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BETHLEHEM PA
Security Description
3.858% 01 Nov 2023
Maturity Date
2023-11-01T00:00:00.000
Interest Rate
3.858
Original Face
0
Shares Par Value
30000.00
Base Market Value
30354.30
Base Total Cost
32541.6
Base Unrealized Gain Loss
-2187.3
Base Accrued Interest
192.9
Local Market Value
30354.3
Local Total Cost Amount
32541.6
Local Unrealized Gain Loss
-2187.3
Local Accrued Interest
192.9
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: BIG RIVER STEEL/BRS FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BIG RIVER STEEL/BRS FIN
Security Description
6.625% 31 Jan 2029
Maturity Date
2029-01-31T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
2368000.00
Base Market Value
2197385.60
Base Total Cost
2368000
Base Unrealized Gain Loss
-170614.4
Base Accrued Interest
65366.67
Local Market Value
2197385.6
Local Total Cost Amount
2368000
Local Unrealized Gain Loss
-170614.4
Local Accrued Interest
65366.67
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
Ba2
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: BIG RIVER STEEL/BRS FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BIG RIVER STEEL/BRS FIN
Security Description
6.625% 31 Jan 2029
Maturity Date
2029-01-31T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
1000000.00
Base Market Value
927950.00
Base Total Cost
1000000
Base Unrealized Gain Loss
-72050
Base Accrued Interest
27604.17
Local Market Value
927950
Local Total Cost Amount
1000000
Local Unrealized Gain Loss
-72050
Local Accrued Interest
27604.17
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
Ba2
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: BIG RIVER STEEL/BRS FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BIG RIVER STEEL/BRS FIN
Security Description
6.625% 31 Jan 2029
Maturity Date
2029-01-31T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
760000.00
Base Market Value
705242.00
Base Total Cost
768600
Base Unrealized Gain Loss
-63358
Base Accrued Interest
20979.15
Local Market Value
705242
Local Total Cost Amount
768600
Local Unrealized Gain Loss
-63358
Local Accrued Interest
20979.15
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
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: BIG RIVER STEEL/BRS FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BIG RIVER STEEL/BRS FIN
Security Description
6.625% 31 Jan 2029
Maturity Date
2029-01-31T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
552000.00
Base Market Value
512228.40
Base Total Cost
552688
Base Unrealized Gain Loss
-40459.6
Base Accrued Interest
15237.5
Local Market Value
512228.4
Local Total Cost Amount
552688
Local Unrealized Gain Loss
-40459.6
Local Accrued Interest
15237.5
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
Ba2
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: BIG RIVER STEEL/BRS FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BIG RIVER STEEL/BRS FIN
Security Description
6.625% 31 Jan 2029
Maturity Date
2029-01-31T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
300000.00
Base Market Value
278385.00
Base Total Cost
302800
Base Unrealized Gain Loss
-24415
Base Accrued Interest
8281.24
Local Market Value
278385
Local Total Cost Amount
302800
Local Unrealized Gain Loss
-24415
Local Accrued Interest
8281.24
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
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: BILL.COM HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BILL.COM HOLDINGS INC
Security Description
0.01% 01 Dec 2025
Maturity Date
2025-12-01T00:00:00.000
Interest Rate
0.01
Original Face
0
Shares Par Value
7691000.00
Base Market Value
7702536.50
Base Total Cost
7860188.65
Base Unrealized Gain Loss
-157652.15
Base Accrued Interest
0
Local Market Value
7702536.5
Local Total Cost Amount
7860188.65
Local Unrealized Gain Loss
-157652.15
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BILL.COM HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BILL.COM HOLDINGS INC
Security Description
0.01% 01 Apr 2027
Maturity Date
2027-04-01T00:00:00.000
Interest Rate
0.01
Original Face
0
Shares Par Value
5484000.00
Base Market Value
4211712.00
Base Total Cost
4909049.01
Base Unrealized Gain Loss
-697337.01
Base Accrued Interest
0
Local Market Value
4211712
Local Total Cost Amount
4909049.01
Local Unrealized Gain Loss
-697337.01
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BIO RAD LABS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BIO RAD LABS
Security Description
3.3% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
3.3
Original Face
0
Shares Par Value
840000.00
Base Market Value
792582.00
Base Total Cost
838252.8
Base Unrealized Gain Loss
-45670.8
Base Accrued Interest
9163
Local Market Value
792582
Local Total Cost Amount
838252.8
Local Unrealized Gain Loss
-45670.8
Local Accrued Interest
9163
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: BIOMARIN PHARMACEUTICAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BIOMARIN PHARMACEUTICAL
Security Description
0.599% 01 Aug 2024
Interest Rate
0.599
Original Face
0
Shares Par Value
10435000.00
Base Market Value
10330650.00
Base Total Cost
11005330.92
Base Unrealized Gain Loss
-674680.92
Base Accrued Interest
26043.99
Local Market Value
10330650
Local Total Cost Amount
11005330.92
Local Unrealized Gain Loss
-674680.92
Local Accrued Interest
26043.99
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BIOMARIN PHARMACEUTICAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BIOMARIN PHARMACEUTICAL
Security Description
1.25% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
1.25
Original Face
0
Shares Par Value
10260000.00
Base Market Value
10196388.00
Base Total Cost
10708838.88
Base Unrealized Gain Loss
-512450.88
Base Accrued Interest
16387.5
Local Market Value
10196388
Local Total Cost Amount
10708838.88
Local Unrealized Gain Loss
-512450.88
Local Accrued Interest
16387.5
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BLACK KNIGHT INFOSERV LL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLACK KNIGHT INFOSERV LL
Security Description
3.625% 01 Sep 2028
Maturity Date
2028-09-01T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
935000.00
Base Market Value
811177.95
Base Total Cost
935000
Base Unrealized Gain Loss
-123822.05
Base Accrued Interest
11297.91
Local Market Value
811177.95
Local Total Cost Amount
935000
Local Unrealized Gain Loss
-123822.05
Local Accrued Interest
11297.91
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: BLACK KNIGHT INFOSERV LL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLACK KNIGHT INFOSERV LL
Security Description
3.625% 01 Sep 2028
Maturity Date
2028-09-01T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
392000.00
Base Market Value
340087.44
Base Total Cost
389600.52
Base Unrealized Gain Loss
-49513.08
Base Accrued Interest
4736.67
Local Market Value
340087.44
Local Total Cost Amount
389600.52
Local Unrealized Gain Loss
-49513.08
Local Accrued Interest
4736.67
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: BLACKLINE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLACKLINE INC
Security Description
0.01% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
0.01
Original Face
0
Shares Par Value
8386000.00
Base Market Value
6641712.00
Base Total Cost
8218395.69
Base Unrealized Gain Loss
-1576683.69
Base Accrued Interest
0
Local Market Value
6641712
Local Total Cost Amount
8218395.69
Local Unrealized Gain Loss
-1576683.69
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BLACKSTONE MORTGAGE TR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLACKSTONE MORTGAGE TR
Security Description
4.75% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
3862000.00
Base Market Value
3828400.60
Base Total Cost
3810038.09
Base Unrealized Gain Loss
18362.51
Base Accrued Interest
54014.37
Local Market Value
3828400.6
Local Total Cost Amount
3810038.09
Local Unrealized Gain Loss
18362.51
Local Accrued Interest
54014.37
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BLACKSTONE MORTGAGE TR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLACKSTONE MORTGAGE TR
Security Description
3.75% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
1463000.00
Base Market Value
1192345.00
Base Total Cost
1378947.5
Base Unrealized Gain Loss
-186602.5
Base Accrued Interest
40537.26
Local Market Value
1192345
Local Total Cost Amount
1378947.5
Local Unrealized Gain Loss
-186602.5
Local Accrued Interest
40537.26
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
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: BLACKSTONE MORTGAGE TR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLACKSTONE MORTGAGE TR
Security Description
3.75% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
475000.00
Base Market Value
387125.00
Base Total Cost
474000
Base Unrealized Gain Loss
-86875
Base Accrued Interest
13161.46
Local Market Value
387125
Local Total Cost Amount
474000
Local Unrealized Gain Loss
-86875
Local Accrued Interest
13161.46
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
FINANCE
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: BLACKSTONE MORTGAGE TR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLACKSTONE MORTGAGE TR
Security Description
5.5% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
7200000.00
Base Market Value
6562800.00
Base Total Cost
7026010.88
Base Unrealized Gain Loss
-463210.88
Base Accrued Interest
101199.97
Local Market Value
6562800
Local Total Cost Amount
7026010.88
Local Unrealized Gain Loss
-463210.88
Local Accrued Interest
101199.97
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BLACKSTONE HOLDINGS FINA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLACKSTONE HOLDINGS FINA
Security Description
2% 30 Jan 2032
Maturity Date
2032-01-30T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
2227000.00
Base Market Value
1769485.12
Base Total Cost
1980242.33
Base Unrealized Gain Loss
-210757.21
Base Accrued Interest
18682.05
Local Market Value
1769485.12
Local Total Cost Amount
1980242.33
Local Unrealized Gain Loss
-210757.21
Local Accrued Interest
18682.05
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
S And P Quality Rating
A+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BLACKSTONE HOLDINGS FINA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLACKSTONE HOLDINGS FINA
Security Description
2.85% 05 Aug 2051
Maturity Date
2051-08-05T00:00:00.000
Interest Rate
2.85
Original Face
0
Shares Par Value
1248000.00
Base Market Value
849650.88
Base Total Cost
1199698.7
Base Unrealized Gain Loss
-350047.82
Base Accrued Interest
14424.8
Local Market Value
849650.88
Local Total Cost Amount
1199698.7
Local Unrealized Gain Loss
-350047.82
Local Accrued Interest
14424.8
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: BLACKSTONE HOLDINGS FINA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLACKSTONE HOLDINGS FINA
Security Description
3.2% 30 Jan 2052
Maturity Date
2052-01-30T00:00:00.000
Interest Rate
3.2
Original Face
0
Shares Par Value
982000.00
Base Market Value
714837.08
Base Total Cost
978821.07
Base Unrealized Gain Loss
-263983.99
Base Accrued Interest
14926.39
Local Market Value
714837.08
Local Total Cost Amount
978821.07
Local Unrealized Gain Loss
-263983.99
Local Accrued Interest
14926.39
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
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: BLACKSTONE PRIVATE CRE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLACKSTONE PRIVATE CRE
Security Description
4% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
528000.00
Base Market Value
432669.60
Base Total Cost
523333.52
Base Unrealized Gain Loss
-90663.92
Base Accrued Interest
9562.66
Local Market Value
432669.6
Local Total Cost Amount
523333.52
Local Unrealized Gain Loss
-90663.92
Local Accrued Interest
9562.66
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
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: BLOCK COMMUNICATIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLOCK COMMUNICATIONS INC
Security Description
4.875% 01 Mar 2028
Maturity Date
2028-03-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
460000.00
Base Market Value
388700.00
Base Total Cost
463493.75
Base Unrealized Gain Loss
-74793.75
Base Accrued Interest
7475
Local Market Value
388700
Local Total Cost Amount
463493.75
Local Unrealized Gain Loss
-74793.75
Local Accrued Interest
7475
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: BLOCK COMMUNICATIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLOCK COMMUNICATIONS INC
Security Description
4.875% 01 Mar 2028
Maturity Date
2028-03-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
2410000.00
Base Market Value
2036450.00
Base Total Cost
2436762.5
Base Unrealized Gain Loss
-400312.5
Base Accrued Interest
39162.5
Local Market Value
2036450
Local Total Cost Amount
2436762.5
Local Unrealized Gain Loss
-400312.5
Local Accrued Interest
39162.5
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
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: BLOCK COMMUNICATIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLOCK COMMUNICATIONS INC
Security Description
1% 25 Feb 2027
Maturity Date
2027-02-25T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
293250.00
Base Market Value
288484.69
Base Total Cost
291783.75
Base Unrealized Gain Loss
-3299.06
Base Accrued Interest
0
Local Market Value
288484.69
Local Total Cost Amount
291783.75
Local Unrealized Gain Loss
-3299.06
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: BLUE RACER MID LLC/FINAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLUE RACER MID LLC/FINAN
Security Description
7.625% 15 Dec 2025
Maturity Date
2025-12-15T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
1000000.00
Base Market Value
945170.00
Base Total Cost
1000000
Base Unrealized Gain Loss
-54830
Base Accrued Interest
3388.89
Local Market Value
945170
Local Total Cost Amount
1000000
Local Unrealized Gain Loss
-54830
Local Accrued Interest
3388.89
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
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: BLUE RACER MID LLC/FINAN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLUE RACER MID LLC/FINAN
Security Description
7.625% 15 Dec 2025
Maturity Date
2025-12-15T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
350000.00
Base Market Value
330809.50
Base Total Cost
354500
Base Unrealized Gain Loss
-23690.5
Base Accrued Interest
1186.1
Local Market Value
330809.5
Local Total Cost Amount
354500
Local Unrealized Gain Loss
-23690.5
Local Accrued Interest
1186.1
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
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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