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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: CAPITAL ONE FINANCIAL CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAPITAL ONE FINANCIAL CO
Security Description
1% 01 Mar 2030
Maturity Date
2030-03-01T00:00:00.000
Interest Rate
3.273
Original Face
0
Shares Par Value
5420000.00
Base Market Value
4796483.20
Base Total Cost
5420000
Base Unrealized Gain Loss
-623516.8
Base Accrued Interest
58146.66
Local Market Value
4796483.2
Local Total Cost Amount
5420000
Local Unrealized Gain Loss
-623516.8
Local Accrued Interest
58146.66
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
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: CAPITAL ONE FINANCIAL CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAPITAL ONE FINANCIAL CO
Security Description
1% 01 Mar 2030
Maturity Date
2030-03-01T00:00:00.000
Interest Rate
3.273
Original Face
0
Shares Par Value
650000.00
Base Market Value
575224.00
Base Total Cost
650000
Base Unrealized Gain Loss
-74776
Base Accrued Interest
6973.31
Local Market Value
575224
Local Total Cost Amount
650000
Local Unrealized Gain Loss
-74776
Local Accrued Interest
6973.31
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
FINANCE
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: CAPITAL ONE FINANCIAL CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAPITAL ONE FINANCIAL CO
Security Description
1% 09 May 2025
Maturity Date
2025-05-09T00:00:00.000
Interest Rate
4.166
Original Face
0
Shares Par Value
105000.00
Base Market Value
103462.80
Base Total Cost
105000
Base Unrealized Gain Loss
-1537.2
Base Accrued Interest
631.84
Local Market Value
103462.8
Local Total Cost Amount
105000
Local Unrealized Gain Loss
-1537.2
Local Accrued Interest
631.84
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
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: CAPITAL ONE FINANCIAL CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAPITAL ONE FINANCIAL CO
Security Description
1% 10 May 2028
Maturity Date
2028-05-10T00:00:00.000
Interest Rate
4.927
Original Face
0
Shares Par Value
70000.00
Base Market Value
69326.60
Base Total Cost
70000
Base Unrealized Gain Loss
-673.4
Base Accrued Interest
498.17
Local Market Value
69326.6
Local Total Cost Amount
70000
Local Unrealized Gain Loss
-673.4
Local Accrued Interest
498.17
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
FINANCE
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: CAPITAL ONE FINANCIAL CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAPITAL ONE FINANCIAL CO
Security Description
1% 10 May 2033
Maturity Date
2033-05-10T00:00:00.000
Interest Rate
5.268
Original Face
0
Shares Par Value
3126000.00
Base Market Value
3069606.96
Base Total Cost
3152523.17
Base Unrealized Gain Loss
-82916.21
Base Accrued Interest
23786.77
Local Market Value
3069606.96
Local Total Cost Amount
3152523.17
Local Unrealized Gain Loss
-82916.21
Local Accrued Interest
23786.77
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
FINANCE
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: CAPITAL ONE FINANCIAL CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAPITAL ONE FINANCIAL CO
Security Description
1% 10 May 2033
Maturity Date
2033-05-10T00:00:00.000
Interest Rate
5.268
Original Face
0
Shares Par Value
60000.00
Base Market Value
58917.60
Base Total Cost
60000
Base Unrealized Gain Loss
-1082.4
Base Accrued Interest
456.56
Local Market Value
58917.6
Local Total Cost Amount
60000
Local Unrealized Gain Loss
-1082.4
Local Accrued Interest
456.56
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
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: CAPITAL ONE MULTI ASSET EXECUT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAPITAL ONE MULTI ASSET EXECUT
Security Description
1% 16 Mar 2026
Maturity Date
2026-03-16T00:00:00.000
Interest Rate
1.674
Original Face
2855000
Shares Par Value
2855000.00
Base Market Value
2854718.21
Base Total Cost
2861022.27
Base Unrealized Gain Loss
-6304.06
Base Accrued Interest
2124.13
Local Market Value
2854718.21
Local Total Cost Amount
2861022.27
Local Unrealized Gain Loss
-6304.06
Local Accrued Interest
2124.13
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CREDIT CARD RCVEABLE
Major Industry Name
ASSET BACKED
Minor Industry Name
CREDIT CARD
Moody S Quality Rating
NR
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: CARDINAL HEALTH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARDINAL HEALTH INC
Security Description
4.5% 15 Nov 2044
Maturity Date
2044-11-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
365000.00
Base Market Value
312531.25
Base Total Cost
351907.45
Base Unrealized Gain Loss
-39376.2
Base Accrued Interest
2098.75
Local Market Value
312531.25
Local Total Cost Amount
351907.45
Local Unrealized Gain Loss
-39376.2
Local Accrued Interest
2098.75
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CARDINAL HEALTH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARDINAL HEALTH INC
Security Description
4.9% 15 Sep 2045
Maturity Date
2045-09-15T00:00:00.000
Interest Rate
4.9
Original Face
0
Shares Par Value
2813000.00
Base Market Value
2548662.39
Base Total Cost
3184869.67
Base Unrealized Gain Loss
-636207.28
Base Accrued Interest
40585.34
Local Market Value
2548662.39
Local Total Cost Amount
3184869.67
Local Unrealized Gain Loss
-636207.28
Local Accrued Interest
40585.34
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
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: CARDINAL HEALTH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARDINAL HEALTH INC
Security Description
3.75% 15 Sep 2025
Maturity Date
2025-09-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
750000.00
Base Market Value
741045.00
Base Total Cost
780322.5
Base Unrealized Gain Loss
-39277.5
Base Accrued Interest
8281.25
Local Market Value
741045
Local Total Cost Amount
780322.5
Local Unrealized Gain Loss
-39277.5
Local Accrued Interest
8281.25
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CARDINAL HEALTH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARDINAL HEALTH INC
Security Description
3.75% 15 Sep 2025
Interest Rate
3.75
Original Face
0
Shares Par Value
130000.00
Base Market Value
128447.80
Base Total Cost
138793.2
Base Unrealized Gain Loss
-10345.4
Base Accrued Interest
1435.42
Local Market Value
128447.8
Local Total Cost Amount
138793.2
Local Unrealized Gain Loss
-10345.4
Local Accrued Interest
1435.42
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: SABRA HEALTH CARE LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SABRA HEALTH CARE LP
Security Description
5.125% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
254000.00
Base Market Value
247139.46
Base Total Cost
252412.5
Base Unrealized Gain Loss
-5273.04
Base Accrued Interest
4917.72
Local Market Value
247139.46
Local Total Cost Amount
252412.5
Local Unrealized Gain Loss
-5273.04
Local Accrued Interest
4917.72
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
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: CARGILL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARGILL INC
Security Description
2.125% 23 Apr 2030
Maturity Date
2030-04-23T00:00:00.000
Interest Rate
2.125
Original Face
0
Shares Par Value
611000.00
Base Market Value
523541.46
Base Total Cost
510203.33
Base Unrealized Gain Loss
13338.13
Base Accrued Interest
2452.48
Local Market Value
523541.46
Local Total Cost Amount
510203.33
Local Unrealized Gain Loss
13338.13
Local Accrued Interest
2452.48
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
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: CARGILL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARGILL INC
Security Description
3.125% 25 May 2051
Maturity Date
2051-05-25T00:00:00.000
Interest Rate
3.125
Original Face
0
Shares Par Value
374000.00
Base Market Value
287654.62
Base Total Cost
304418.44
Base Unrealized Gain Loss
-16763.82
Base Accrued Interest
1168.74
Local Market Value
287654.62
Local Total Cost Amount
304418.44
Local Unrealized Gain Loss
-16763.82
Local Accrued Interest
1168.74
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
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: CARGILL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARGILL INC
Security Description
4% 22 Jun 2032
Maturity Date
2032-06-22T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
258000.00
Base Market Value
252473.64
Base Total Cost
256294.62
Base Unrealized Gain Loss
-3820.98
Base Accrued Interest
1978
Local Market Value
252473.64
Local Total Cost Amount
256294.62
Local Unrealized Gain Loss
-3820.98
Local Accrued Interest
1978
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: CARGILL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARGILL INC
Security Description
4% 22 Jun 2032
Maturity Date
2032-06-22T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
135000.00
Base Market Value
132108.30
Base Total Cost
134107.65
Base Unrealized Gain Loss
-1999.35
Base Accrued Interest
1035
Local Market Value
132108.3
Local Total Cost Amount
134107.65
Local Unrealized Gain Loss
-1999.35
Local Accrued Interest
1035
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: CARGO AIRCRAFT MANAGEMEN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARGO AIRCRAFT MANAGEMEN
Security Description
4.75% 01 Feb 2028
Maturity Date
2028-02-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
320000.00
Base Market Value
291820.80
Base Total Cost
330248.75
Base Unrealized Gain Loss
-38427.95
Base Accrued Interest
6333.33
Local Market Value
291820.8
Local Total Cost Amount
330248.75
Local Unrealized Gain Loss
-38427.95
Local Accrued Interest
6333.33
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: CARGO AIRCRAFT MANAGEMEN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARGO AIRCRAFT MANAGEMEN
Security Description
4.75% 01 Feb 2028
Maturity Date
2028-02-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
770000.00
Base Market Value
702193.80
Base Total Cost
782202.5
Base Unrealized Gain Loss
-80008.7
Base Accrued Interest
15239.58
Local Market Value
702193.8
Local Total Cost Amount
782202.5
Local Unrealized Gain Loss
-80008.7
Local Accrued Interest
15239.58
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CARGO AIRCRAFT MANAGEMEN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARGO AIRCRAFT MANAGEMEN
Security Description
4.75% 01 Feb 2028
Maturity Date
2028-02-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
200000.00
Base Market Value
182388.00
Base Total Cost
203437.5
Base Unrealized Gain Loss
-21049.5
Base Accrued Interest
3958.33
Local Market Value
182388
Local Total Cost Amount
203437.5
Local Unrealized Gain Loss
-21049.5
Local Accrued Interest
3958.33
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: CARGO AIRCRAFT MANAGEMEN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARGO AIRCRAFT MANAGEMEN
Security Description
4.75% 01 Feb 2028
Maturity Date
2028-02-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
2000000.00
Base Market Value
1823880.00
Base Total Cost
2009377.5
Base Unrealized Gain Loss
-185497.5
Base Accrued Interest
39583.34
Local Market Value
1823880
Local Total Cost Amount
2009377.5
Local Unrealized Gain Loss
-185497.5
Local Accrued Interest
39583.34
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
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: FLY LEASING LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FLY LEASING LTD
Security Description
7% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
400000.00
Base Market Value
290092.00
Base Total Cost
427368
Base Unrealized Gain Loss
-137276
Base Accrued Interest
5911.11
Local Market Value
290092
Local Total Cost Amount
427368
Local Unrealized Gain Loss
-137276
Local Accrued Interest
5911.11
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
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: CARNIVAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARNIVAL CORP
Security Description
6.65% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
6.65
Original Face
0
Shares Par Value
225000.00
Base Market Value
167148.00
Base Total Cost
202717.5
Base Unrealized Gain Loss
-35569.5
Base Accrued Interest
6899.38
Local Market Value
167148
Local Total Cost Amount
202717.5
Local Unrealized Gain Loss
-35569.5
Local Accrued Interest
6899.38
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CARNIVAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARNIVAL CORP
Security Description
10.5% 01 Feb 2026
Maturity Date
2026-02-01T00:00:00.000
Interest Rate
10.5
Original Face
0
Shares Par Value
915000.00
Base Market Value
910855.05
Base Total Cost
970418.75
Base Unrealized Gain Loss
-59563.7
Base Accrued Interest
40031.25
Local Market Value
910855.05
Local Total Cost Amount
970418.75
Local Unrealized Gain Loss
-59563.7
Local Accrued Interest
40031.25
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
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: CARNIVAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARNIVAL CORP
Security Description
10.5% 01 Feb 2026
Maturity Date
2026-02-01T00:00:00.000
Interest Rate
10.5
Original Face
0
Shares Par Value
500000.00
Base Market Value
497735.00
Base Total Cost
506125
Base Unrealized Gain Loss
-8390
Base Accrued Interest
21875
Local Market Value
497735
Local Total Cost Amount
506125
Local Unrealized Gain Loss
-8390
Local Accrued Interest
21875
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
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: CARNIVAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARNIVAL CORP
Security Description
9.875% 01 Aug 2027
Maturity Date
2027-08-01T00:00:00.000
Interest Rate
9.875
Original Face
0
Shares Par Value
1505000.00
Base Market Value
1467375.00
Base Total Cost
1658400
Base Unrealized Gain Loss
-191025
Base Accrued Interest
61924.47
Local Market Value
1467375
Local Total Cost Amount
1658400
Local Unrealized Gain Loss
-191025
Local Accrued Interest
61924.47
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
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: CARNIVAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARNIVAL CORP
Security Description
9.875% 01 Aug 2027
Maturity Date
2027-08-01T00:00:00.000
Interest Rate
9.875
Original Face
0
Shares Par Value
900000.00
Base Market Value
877500.00
Base Total Cost
925762.5
Base Unrealized Gain Loss
-48262.5
Base Accrued Interest
37031.24
Local Market Value
877500
Local Total Cost Amount
925762.5
Local Unrealized Gain Loss
-48262.5
Local Accrued Interest
37031.24
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
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: CARNIVAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARNIVAL CORP
Security Description
7.625% 01 Mar 2026
Maturity Date
2026-03-01T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
1250000.00
Base Market Value
968175.00
Base Total Cost
1320613.64
Base Unrealized Gain Loss
-352438.64
Base Accrued Interest
31770.83
Local Market Value
968175
Local Total Cost Amount
1320613.64
Local Unrealized Gain Loss
-352438.64
Local Accrued Interest
31770.83
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
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: CARNIVAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARNIVAL CORP
Security Description
7.625% 01 Mar 2026
Maturity Date
2026-03-01T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
1575000.00
Base Market Value
1219900.50
Base Total Cost
1699969.89
Base Unrealized Gain Loss
-480069.39
Base Accrued Interest
40031.25
Local Market Value
1219900.5
Local Total Cost Amount
1699969.89
Local Unrealized Gain Loss
-480069.39
Local Accrued Interest
40031.25
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
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: CARNIVAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARNIVAL CORP
Security Description
7.625% 01 Mar 2026
Maturity Date
2026-03-01T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
325000.00
Base Market Value
251725.50
Base Total Cost
307125
Base Unrealized Gain Loss
-55399.5
Base Accrued Interest
8260.41
Local Market Value
251725.5
Local Total Cost Amount
307125
Local Unrealized Gain Loss
-55399.5
Local Accrued Interest
8260.41
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
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: CARNIVAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARNIVAL CORP
Security Description
7.625% 01 Mar 2026
Maturity Date
2026-03-01T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
500000.00
Base Market Value
387270.00
Base Total Cost
513662.5
Base Unrealized Gain Loss
-126392.5
Base Accrued Interest
12708.32
Local Market Value
387270
Local Total Cost Amount
513662.5
Local Unrealized Gain Loss
-126392.5
Local Accrued Interest
12708.32
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
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: CARNIVAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARNIVAL CORP
Security Description
7.625% 01 Mar 2026
Maturity Date
2026-03-01T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
261000.00
Base Market Value
202154.94
Base Total Cost
261000
Base Unrealized Gain Loss
-58845.06
Base Accrued Interest
6633.75
Local Market Value
202154.94
Local Total Cost Amount
261000
Local Unrealized Gain Loss
-58845.06
Local Accrued Interest
6633.75
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
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: CARNIVAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARNIVAL CORP
Security Description
7.625% 01 Mar 2026
Maturity Date
2026-03-01T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
1425000.00
Base Market Value
1103719.50
Base Total Cost
1440031.25
Base Unrealized Gain Loss
-336311.75
Base Accrued Interest
36218.71
Local Market Value
1103719.5
Local Total Cost Amount
1440031.25
Local Unrealized Gain Loss
-336311.75
Local Accrued Interest
36218.71
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
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: CARNIVAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARNIVAL CORP
Security Description
7.625% 01 Mar 2026
Maturity Date
2026-03-01T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
378000.00
Base Market Value
292776.12
Base Total Cost
378000
Base Unrealized Gain Loss
-85223.88
Base Accrued Interest
9607.5
Local Market Value
292776.12
Local Total Cost Amount
378000
Local Unrealized Gain Loss
-85223.88
Local Accrued Interest
9607.5
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
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: CARNIVAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARNIVAL CORP
Security Description
5.75% 01 Mar 2027
Maturity Date
2027-03-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
2355000.00
Base Market Value
1700969.40
Base Total Cost
2400762.5
Base Unrealized Gain Loss
-699793.1
Base Accrued Interest
45137.5
Local Market Value
1700969.4
Local Total Cost Amount
2400762.5
Local Unrealized Gain Loss
-699793.1
Local Accrued Interest
45137.5
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
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: CARNIVAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARNIVAL CORP
Security Description
5.75% 01 Mar 2027
Maturity Date
2027-03-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
4245000.00
Base Market Value
3066078.60
Base Total Cost
4047862.5
Base Unrealized Gain Loss
-981783.9
Base Accrued Interest
81362.5
Local Market Value
3066078.6
Local Total Cost Amount
4047862.5
Local Unrealized Gain Loss
-981783.9
Local Accrued Interest
81362.5
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
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: CARNIVAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARNIVAL CORP
Security Description
5.75% 01 Mar 2027
Maturity Date
2027-03-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
2300000.00
Base Market Value
1661244.00
Base Total Cost
2270250
Base Unrealized Gain Loss
-609006
Base Accrued Interest
44083.34
Local Market Value
1661244
Local Total Cost Amount
2270250
Local Unrealized Gain Loss
-609006
Local Accrued Interest
44083.34
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
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: CARNIVAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARNIVAL CORP
Security Description
5.75% 01 Mar 2027
Maturity Date
2027-03-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
644000.00
Base Market Value
465148.32
Base Total Cost
644000
Base Unrealized Gain Loss
-178851.68
Base Accrued Interest
12343.33
Local Market Value
465148.32
Local Total Cost Amount
644000
Local Unrealized Gain Loss
-178851.68
Local Accrued Interest
12343.33
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
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: CARNIVAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARNIVAL CORP
Security Description
5.75% 01 Mar 2027
Maturity Date
2027-03-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
5275000.00
Base Market Value
3810027.00
Base Total Cost
5303725.89
Base Unrealized Gain Loss
-1493698.89
Base Accrued Interest
101104.17
Local Market Value
3810027
Local Total Cost Amount
5303725.89
Local Unrealized Gain Loss
-1493698.89
Local Accrued Interest
101104.17
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
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: CARNIVAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARNIVAL CORP
Security Description
5.75% 01 Mar 2027
Maturity Date
2027-03-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
2330000.00
Base Market Value
1682912.40
Base Total Cost
2330282.5
Base Unrealized Gain Loss
-647370.1
Base Accrued Interest
44658.33
Local Market Value
1682912.4
Local Total Cost Amount
2330282.5
Local Unrealized Gain Loss
-647370.1
Local Accrued Interest
44658.33
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
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: CARNIVAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARNIVAL CORP
Security Description
4% 01 Aug 2028
Maturity Date
2028-08-01T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
1350000.00
Base Market Value
1107000.00
Base Total Cost
1350375
Base Unrealized Gain Loss
-243375
Base Accrued Interest
22500.01
Local Market Value
1107000
Local Total Cost Amount
1350375
Local Unrealized Gain Loss
-243375
Local Accrued Interest
22500.01
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: CARNIVAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARNIVAL CORP
Security Description
6% 01 May 2029
Maturity Date
2029-05-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
75000.00
Base Market Value
52695.75
Base Total Cost
75111.37
Base Unrealized Gain Loss
-22415.62
Base Accrued Interest
750
Local Market Value
52695.75
Local Total Cost Amount
75111.37
Local Unrealized Gain Loss
-22415.62
Local Accrued Interest
750
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
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
EUR
Local Currency Code: EUR • Trade Country Name: INTERNATIONAL • Security Name: EURO CURRENCY
Local Currency Code
EUR
Trade Country Name
INTERNATIONAL
Security Name
EURO CURRENCY
Interest Rate
0
Original Face
0
Shares Par Value
2977.27
Base Market Value
3190.89
Base Total Cost
3065.49
Base Unrealized Gain Loss
125.4
Base Accrued Interest
0
Local Market Value
2977.27
Local Total Cost Amount
2977.27
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2024-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
Data As Of
2025-03-03T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CARNIVAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARNIVAL CORP
Security Description
6% 01 May 2029
Maturity Date
2029-05-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
1075000.00
Base Market Value
755305.75
Base Total Cost
1054500
Base Unrealized Gain Loss
-299194.25
Base Accrued Interest
10750
Local Market Value
755305.75
Local Total Cost Amount
1054500
Local Unrealized Gain Loss
-299194.25
Local Accrued Interest
10750
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
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: CARNIVAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARNIVAL CORP
Security Description
6% 01 May 2029
Maturity Date
2029-05-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
208000.00
Base Market Value
146142.88
Base Total Cost
208000
Base Unrealized Gain Loss
-61857.12
Base Accrued Interest
2080
Local Market Value
146142.88
Local Total Cost Amount
208000
Local Unrealized Gain Loss
-61857.12
Local Accrued Interest
2080
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
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: CARNIVAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARNIVAL CORP
Security Description
6% 01 May 2029
Maturity Date
2029-05-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
1925000.00
Base Market Value
1352524.25
Base Total Cost
1878093.75
Base Unrealized Gain Loss
-525569.5
Base Accrued Interest
19250
Local Market Value
1352524.25
Local Total Cost Amount
1878093.75
Local Unrealized Gain Loss
-525569.5
Local Accrued Interest
19250
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
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: CARNIVAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARNIVAL CORP
Security Description
6% 01 May 2029
Maturity Date
2029-05-01T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
685000.00
Base Market Value
481287.85
Base Total Cost
685000
Base Unrealized Gain Loss
-203712.15
Base Accrued Interest
6850
Local Market Value
481287.85
Local Total Cost Amount
685000
Local Unrealized Gain Loss
-203712.15
Local Accrued Interest
6850
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
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: CARNIVAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARNIVAL CORP
Security Description
10.5% 01 Jun 2030
Maturity Date
2030-06-01T00:00:00.000
Interest Rate
10.5
Original Face
0
Shares Par Value
1220000.00
Base Market Value
1004072.20
Base Total Cost
1220000
Base Unrealized Gain Loss
-215927.8
Base Accrued Interest
12810
Local Market Value
1004072.2
Local Total Cost Amount
1220000
Local Unrealized Gain Loss
-215927.8
Local Accrued Interest
12810
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
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: CARNIVAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARNIVAL CORP
Security Description
10.5% 01 Jun 2030
Maturity Date
2030-06-01T00:00:00.000
Interest Rate
10.5
Original Face
0
Shares Par Value
1085000.00
Base Market Value
892965.85
Base Total Cost
1085000
Base Unrealized Gain Loss
-192034.15
Base Accrued Interest
11392.5
Local Market Value
892965.85
Local Total Cost Amount
1085000
Local Unrealized Gain Loss
-192034.15
Local Accrued Interest
11392.5
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
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: CARNIVAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARNIVAL CORP
Security Description
10.5% 01 Jun 2030
Maturity Date
2030-06-01T00:00:00.000
Interest Rate
10.5
Original Face
0
Shares Par Value
970000.00
Base Market Value
798319.70
Base Total Cost
970000
Base Unrealized Gain Loss
-171680.3
Base Accrued Interest
10185
Local Market Value
798319.7
Local Total Cost Amount
970000
Local Unrealized Gain Loss
-171680.3
Local Accrued Interest
10185
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
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: CARRIAGE SERVICES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARRIAGE SERVICES INC
Security Description
4.25% 15 May 2029
Maturity Date
2029-05-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
375000.00
Base Market Value
304968.75
Base Total Cost
371062.5
Base Unrealized Gain Loss
-66093.75
Base Accrued Interest
2036.46
Local Market Value
304968.75
Local Total Cost Amount
371062.5
Local Unrealized Gain Loss
-66093.75
Local Accrued Interest
2036.46
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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