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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: CHENIERE ENERGY PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE ENERGY PARTNERS
Security Description
4.5% 01 Oct 2029
Maturity Date
2029-10-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1474000.00
Base Market Value
1315839.80
Base Total Cost
1520237.64
Base Unrealized Gain Loss
-204397.84
Base Accrued Interest
16582.5
Local Market Value
1315839.8
Local Total Cost Amount
1520237.64
Local Unrealized Gain Loss
-204397.84
Local Accrued Interest
16582.5
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
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: CHENIERE ENERGY PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE ENERGY PARTNERS
Security Description
4% 01 Mar 2031
Interest Rate
4
Original Face
0
Shares Par Value
750000.00
Base Market Value
637725.00
Base Total Cost
750000
Base Unrealized Gain Loss
-112275
Base Accrued Interest
10000
Local Market Value
637725
Local Total Cost Amount
750000
Local Unrealized Gain Loss
-112275
Local Accrued Interest
10000
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: CHENIERE ENERGY PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE ENERGY PARTNERS
Security Description
4% 01 Mar 2031
Maturity Date
2031-03-01T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
900000.00
Base Market Value
765270.00
Base Total Cost
886406.25
Base Unrealized Gain Loss
-121136.25
Base Accrued Interest
12000.01
Local Market Value
765270
Local Total Cost Amount
886406.25
Local Unrealized Gain Loss
-121136.25
Local Accrued Interest
12000.01
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: CHENIERE ENERGY PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE ENERGY PARTNERS
Security Description
3.25% 31 Jan 2032
Maturity Date
2032-01-31T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
918000.00
Base Market Value
722925.00
Base Total Cost
918000
Base Unrealized Gain Loss
-195075
Base Accrued Interest
22707.75
Local Market Value
722925
Local Total Cost Amount
918000
Local Unrealized Gain Loss
-195075
Local Accrued Interest
22707.75
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
ELECTRIC/GAS
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: CHENIERE ENERGY PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE ENERGY PARTNERS
Security Description
3.25% 31 Jan 2032
Maturity Date
2032-01-31T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
2540000.00
Base Market Value
2000250.00
Base Total Cost
2449150
Base Unrealized Gain Loss
-448900
Base Accrued Interest
62829.71
Local Market Value
2000250
Local Total Cost Amount
2449150
Local Unrealized Gain Loss
-448900
Local Accrued Interest
62829.71
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
ELECTRIC/GAS
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: CHENIERE ENERGY PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE ENERGY PARTNERS
Security Description
3.25% 31 Jan 2032
Maturity Date
2032-01-31T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
415000.00
Base Market Value
326812.50
Base Total Cost
415000
Base Unrealized Gain Loss
-88187.5
Base Accrued Interest
10265.49
Local Market Value
326812.5
Local Total Cost Amount
415000
Local Unrealized Gain Loss
-88187.5
Local Accrued Interest
10265.49
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
ELECTRIC/GAS
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: CHENIERE ENERGY PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE ENERGY PARTNERS
Security Description
3.25% 31 Jan 2032
Maturity Date
2032-01-31T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
265000.00
Base Market Value
208687.50
Base Total Cost
265000
Base Unrealized Gain Loss
-56312.5
Base Accrued Interest
6555.06
Local Market Value
208687.5
Local Total Cost Amount
265000
Local Unrealized Gain Loss
-56312.5
Local Accrued Interest
6555.06
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
ELECTRIC/GAS
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: CHENIERE ENERGY PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE ENERGY PARTNERS
Security Description
3.25% 31 Jan 2032
Maturity Date
2032-01-31T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
950000.00
Base Market Value
748125.00
Base Total Cost
919937.5
Base Unrealized Gain Loss
-171812.5
Base Accrued Interest
23499.28
Local Market Value
748125
Local Total Cost Amount
919937.5
Local Unrealized Gain Loss
-171812.5
Local Accrued Interest
23499.28
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
ELECTRIC/GAS
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: CHENIERE ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE ENERGY INC
Security Description
4.625% 15 Oct 2028
Maturity Date
2028-10-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
1560000.00
Base Market Value
1404889.20
Base Total Cost
1560000
Base Unrealized Gain Loss
-155110.8
Base Accrued Interest
15231.67
Local Market Value
1404889.2
Local Total Cost Amount
1560000
Local Unrealized Gain Loss
-155110.8
Local Accrued Interest
15231.67
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
ELECTRIC/GAS
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: CHENIERE ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE ENERGY INC
Security Description
4.625% 15 Oct 2028
Maturity Date
2028-10-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
1098000.00
Base Market Value
988825.86
Base Total Cost
1110117.5
Base Unrealized Gain Loss
-121291.64
Base Accrued Interest
10720.74
Local Market Value
988825.86
Local Total Cost Amount
1110117.5
Local Unrealized Gain Loss
-121291.64
Local Accrued Interest
10720.74
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
ELECTRIC/GAS
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: CHENIERE ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE ENERGY INC
Security Description
4.625% 15 Oct 2028
Maturity Date
2028-10-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
400000.00
Base Market Value
360228.00
Base Total Cost
390312.5
Base Unrealized Gain Loss
-30084.5
Base Accrued Interest
3905.53
Local Market Value
360228
Local Total Cost Amount
390312.5
Local Unrealized Gain Loss
-30084.5
Local Accrued Interest
3905.53
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
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: CHEPLAPHARM ARZNEIMITTEL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHEPLAPHARM ARZNEIMITTEL
Security Description
5.5% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
300000.00
Base Market Value
250647.00
Base Total Cost
301250
Base Unrealized Gain Loss
-50603
Base Accrued Interest
7608.33
Local Market Value
250647
Local Total Cost Amount
301250
Local Unrealized Gain Loss
-50603
Local Accrued Interest
7608.33
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: CHENIERE CORP CHRISTI HD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE CORP CHRISTI HD
Security Description
5.875% 31 Mar 2025
Maturity Date
2025-03-31T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
135000.00
Base Market Value
138222.45
Base Total Cost
154676.25
Base Unrealized Gain Loss
-16453.8
Base Accrued Interest
22.03
Local Market Value
138222.45
Local Total Cost Amount
154676.25
Local Unrealized Gain Loss
-16453.8
Local Accrued Interest
22.03
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
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: CHENIERE CORP CHRISTI HD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE CORP CHRISTI HD
Security Description
5.875% 31 Mar 2025
Maturity Date
2025-03-31T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
2530000.00
Base Market Value
2590391.10
Base Total Cost
2846705.4
Base Unrealized Gain Loss
-256314.3
Base Accrued Interest
412.88
Local Market Value
2590391.1
Local Total Cost Amount
2846705.4
Local Unrealized Gain Loss
-256314.3
Local Accrued Interest
412.88
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
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: CHENIERE CORP CHRISTI HD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE CORP CHRISTI HD
Security Description
5.875% 31 Mar 2025
Maturity Date
2025-03-31T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
6832000.00
Base Market Value
6995079.84
Base Total Cost
7398278.93
Base Unrealized Gain Loss
-403199.09
Base Accrued Interest
1114.95
Local Market Value
6995079.84
Local Total Cost Amount
7398278.93
Local Unrealized Gain Loss
-403199.09
Local Accrued Interest
1114.95
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: CHENIERE CORP CHRISTI HD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE CORP CHRISTI HD
Security Description
5.875% 31 Mar 2025
Maturity Date
2025-03-31T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
165000.00
Base Market Value
168938.55
Base Total Cost
170717.25
Base Unrealized Gain Loss
-1778.7
Base Accrued Interest
26.93
Local Market Value
168938.55
Local Total Cost Amount
170717.25
Local Unrealized Gain Loss
-1778.7
Local Accrued Interest
26.93
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
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
4030.69
Base Market Value
4319.89
Base Total Cost
4319.89
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
4030.69
Local Total Cost Amount
4030.69
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: CHENIERE CORP CHRISTI HD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE CORP CHRISTI HD
Security Description
7% 30 Jun 2024
Maturity Date
2024-06-30T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
8655000.00
Base Market Value
8968311.00
Base Total Cost
9908294.8
Base Unrealized Gain Loss
-939983.8
Base Accrued Interest
1682.91
Local Market Value
8968311
Local Total Cost Amount
9908294.8
Local Unrealized Gain Loss
-939983.8
Local Accrued Interest
1682.91
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
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: CHENIERE CORP CHRISTI HD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE CORP CHRISTI HD
Security Description
5.125% 30 Jun 2027
Maturity Date
2027-06-30T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
510000.00
Base Market Value
511881.90
Base Total Cost
587611.8
Base Unrealized Gain Loss
-75729.9
Base Accrued Interest
72.6
Local Market Value
511881.9
Local Total Cost Amount
587611.8
Local Unrealized Gain Loss
-75729.9
Local Accrued Interest
72.6
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: CHEVRON USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHEVRON USA INC
Security Description
3.9% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
3.9
Original Face
0
Shares Par Value
250000.00
Base Market Value
252905.00
Base Total Cost
278523.48
Base Unrealized Gain Loss
-25618.48
Base Accrued Interest
1245.83
Local Market Value
252905
Local Total Cost Amount
278523.48
Local Unrealized Gain Loss
-25618.48
Local Accrued Interest
1245.83
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
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: REPUBLIC OF CHILE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REPUBLIC OF CHILE
Security Description
2.75% 31 Jan 2027
Maturity Date
2027-01-31T00:00:00.000
Interest Rate
2.75
Original Face
0
Shares Par Value
875000.00
Base Market Value
817031.25
Base Total Cost
874475
Base Unrealized Gain Loss
-57443.75
Base Accrued Interest
10026.04
Local Market Value
817031.25
Local Total Cost Amount
874475
Local Unrealized Gain Loss
-57443.75
Local Accrued Interest
10026.04
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
A1
S And P Quality Rating
A
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHUBB INA HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHUBB INA HOLDINGS INC
Security Description
2.85% 15 Dec 2051
Maturity Date
2051-12-15T00:00:00.000
Interest Rate
2.85
Original Face
0
Shares Par Value
5325000.00
Base Market Value
3891350.25
Base Total Cost
5390696.7
Base Unrealized Gain Loss
-1499346.45
Base Accrued Interest
6745
Local Market Value
3891350.25
Local Total Cost Amount
5390696.7
Local Unrealized Gain Loss
-1499346.45
Local Accrued Interest
6745
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
A3
S And P Quality Rating
A
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHURCHILL DOWNS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHURCHILL DOWNS INC
Security Description
4.75% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
445000.00
Base Market Value
396050.00
Base Total Cost
459462.5
Base Unrealized Gain Loss
-63412.5
Base Accrued Interest
9746.73
Local Market Value
396050
Local Total Cost Amount
459462.5
Local Unrealized Gain Loss
-63412.5
Local Accrued Interest
9746.73
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
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: CHURCHILL DOWNS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHURCHILL DOWNS INC
Security Description
4.75% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
1500000.00
Base Market Value
1335000.00
Base Total Cost
1484687.5
Base Unrealized Gain Loss
-149687.5
Base Accrued Interest
32854.18
Local Market Value
1335000
Local Total Cost Amount
1484687.5
Local Unrealized Gain Loss
-149687.5
Local Accrued Interest
32854.18
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
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: CHURCHILL DOWNS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHURCHILL DOWNS INC
Security Description
4.75% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
175000.00
Base Market Value
155750.00
Base Total Cost
159687.5
Base Unrealized Gain Loss
-3937.5
Base Accrued Interest
3832.98
Local Market Value
155750
Local Total Cost Amount
159687.5
Local Unrealized Gain Loss
-3937.5
Local Accrued Interest
3832.98
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
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: CHURCHILL DOWNS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHURCHILL DOWNS INC
Security Description
5.5% 01 Apr 2027
Maturity Date
2027-04-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
895000.00
Base Market Value
850250.00
Base Total Cost
895000
Base Unrealized Gain Loss
-44750
Base Accrued Interest
12306.25
Local Market Value
850250
Local Total Cost Amount
895000
Local Unrealized Gain Loss
-44750
Local Accrued Interest
12306.25
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
B1
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: CHURCHILL DOWNS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHURCHILL DOWNS INC
Security Description
5.5% 01 Apr 2027
Maturity Date
2027-04-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1350000.00
Base Market Value
1282500.00
Base Total Cost
1367070
Base Unrealized Gain Loss
-84570
Base Accrued Interest
18562.5
Local Market Value
1282500
Local Total Cost Amount
1367070
Local Unrealized Gain Loss
-84570
Local Accrued Interest
18562.5
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
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: CHURCHILL DOWNS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHURCHILL DOWNS INC
Security Description
5.5% 01 Apr 2027
Maturity Date
2027-04-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
300000.00
Base Market Value
285000.00
Base Total Cost
304500
Base Unrealized Gain Loss
-19500
Base Accrued Interest
4125
Local Market Value
285000
Local Total Cost Amount
304500
Local Unrealized Gain Loss
-19500
Local Accrued Interest
4125
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
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: CIENA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIENA CORP
Security Description
4% 31 Jan 2030
Maturity Date
2030-01-31T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
474000.00
Base Market Value
409123.62
Base Total Cost
473252.5
Base Unrealized Gain Loss
-64128.88
Base Accrued Interest
8584.66
Local Market Value
409123.62
Local Total Cost Amount
473252.5
Local Unrealized Gain Loss
-64128.88
Local Accrued Interest
8584.66
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: CIENA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIENA CORP
Security Description
4% 31 Jan 2030
Maturity Date
2030-01-31T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
250000.00
Base Market Value
215782.50
Base Total Cost
249687.5
Base Unrealized Gain Loss
-33905
Base Accrued Interest
4527.79
Local Market Value
215782.5
Local Total Cost Amount
249687.5
Local Unrealized Gain Loss
-33905
Local Accrued Interest
4527.79
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
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: CIMPRESS PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIMPRESS PLC
Security Description
7% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
781000.00
Base Market Value
622222.70
Base Total Cost
806519.48
Base Unrealized Gain Loss
-184296.78
Base Accrued Interest
2429.78
Local Market Value
622222.7
Local Total Cost Amount
806519.48
Local Unrealized Gain Loss
-184296.78
Local Accrued Interest
2429.78
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
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: CINEMARK USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CINEMARK USA INC
Security Description
8.75% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
8.75
Original Face
0
Shares Par Value
148000.00
Base Market Value
149426.72
Base Total Cost
160025
Base Unrealized Gain Loss
-10598.28
Base Accrued Interest
2158.33
Local Market Value
149426.72
Local Total Cost Amount
160025
Local Unrealized Gain Loss
-10598.28
Local Accrued Interest
2158.33
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
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: CINEMARK USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CINEMARK USA INC
Security Description
5.875% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
208000.00
Base Market Value
185469.44
Base Total Cost
208000
Base Unrealized Gain Loss
-22530.56
Base Accrued Interest
3598.11
Local Market Value
185469.44
Local Total Cost Amount
208000
Local Unrealized Gain Loss
-22530.56
Local Accrued Interest
3598.11
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
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: CINEMARK USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CINEMARK USA INC
Security Description
5.875% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
350000.00
Base Market Value
312088.00
Base Total Cost
346250
Base Unrealized Gain Loss
-34162
Base Accrued Interest
6054.5
Local Market Value
312088
Local Total Cost Amount
346250
Local Unrealized Gain Loss
-34162
Local Accrued Interest
6054.5
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
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: CINEMARK USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CINEMARK USA INC
Security Description
5.25% 15 Jul 2028
Maturity Date
2028-07-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
761000.00
Base Market Value
611577.65
Base Total Cost
754550
Base Unrealized Gain Loss
-142972.35
Base Accrued Interest
18422.54
Local Market Value
611577.65
Local Total Cost Amount
754550
Local Unrealized Gain Loss
-142972.35
Local Accrued Interest
18422.54
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CINEMARK USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CINEMARK USA INC
Security Description
5.25% 15 Jul 2028
Maturity Date
2028-07-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
700000.00
Base Market Value
562555.00
Base Total Cost
684125
Base Unrealized Gain Loss
-121570
Base Accrued Interest
16945.84
Local Market Value
562555
Local Total Cost Amount
684125
Local Unrealized Gain Loss
-121570
Local Accrued Interest
16945.84
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CINTAS CORPORATION NO. 2
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CINTAS CORPORATION NO. 2
Security Description
3.45% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
3.45
Original Face
0
Shares Par Value
793000.00
Base Market Value
790311.73
Base Total Cost
792917.94
Base Unrealized Gain Loss
-2606.21
Base Accrued Interest
4407.76
Local Market Value
790311.73
Local Total Cost Amount
792917.94
Local Unrealized Gain Loss
-2606.21
Local Accrued Interest
4407.76
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A3
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP MORTGAGE LOAN TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP MORTGAGE LOAN TRUST
Security Description
1% 27 Nov 2051
Maturity Date
2051-11-27T00:00:00.000
Interest Rate
3
Original Face
16300000
Shares Par Value
15500664.70
Base Market Value
13848269.04
Base Total Cost
15415896.22
Base Unrealized Gain Loss
-1567627.18
Base Accrued Interest
0
Local Market Value
13848269.04
Local Total Cost Amount
15415896.22
Local Unrealized Gain Loss
-1567627.18
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: CITIGROUP COMMERCIAL MORTGAGE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP COMMERCIAL MORTGAGE
Security Description
2.944% 10 May 2049
Maturity Date
2049-05-10T00:00:00.000
Interest Rate
2.944
Original Face
485000
Shares Par Value
485000.00
Base Market Value
464549.10
Base Total Cost
514308.4
Base Unrealized Gain Loss
-49759.3
Base Accrued Interest
0
Local Market Value
464549.1
Local Total Cost Amount
514308.4
Local Unrealized Gain Loss
-49759.3
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: CITIGROUP COMMERCIAL MORTGAGE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP COMMERCIAL MORTGAGE
Security Description
3.176% 10 Aug 2049
Maturity Date
2049-08-10T00:00:00.000
Interest Rate
3.176
Original Face
413000
Shares Par Value
413000.00
Base Market Value
377639.44
Base Total Cost
433424.14
Base Unrealized Gain Loss
-55784.7
Base Accrued Interest
0
Local Market Value
377639.44
Local Total Cost Amount
433424.14
Local Unrealized Gain Loss
-55784.7
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
Aa3
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: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
6.625% 15 Jun 2032
Maturity Date
2032-06-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
75000.00
Base Market Value
82015.50
Base Total Cost
102885.75
Base Unrealized Gain Loss
-20870.25
Base Accrued Interest
220.83
Local Market Value
82015.5
Local Total Cost Amount
102885.75
Local Unrealized Gain Loss
-20870.25
Local Accrued Interest
220.83
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
FINANCE
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
4.4% 10 Jun 2025
Maturity Date
2025-06-10T00:00:00.000
Interest Rate
4.4
Original Face
0
Shares Par Value
2085000.00
Base Market Value
2081893.35
Base Total Cost
2324066.1
Base Unrealized Gain Loss
-242172.75
Base Accrued Interest
5351.5
Local Market Value
2081893.35
Local Total Cost Amount
2324066.1
Local Unrealized Gain Loss
-242172.75
Local Accrued Interest
5351.5
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
4.45% 29 Sep 2027
Interest Rate
4.45
Original Face
0
Shares Par Value
4150000.00
Base Market Value
4064219.50
Base Total Cost
4810836
Base Unrealized Gain Loss
-746616.5
Base Accrued Interest
47194.72
Local Market Value
4064219.5
Local Total Cost Amount
4810836
Local Unrealized Gain Loss
-746616.5
Local Accrued Interest
47194.72
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
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: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
4.45% 29 Sep 2027
Maturity Date
2027-09-29T00:00:00.000
Interest Rate
4.45
Original Face
0
Shares Par Value
1275000.00
Base Market Value
1248645.75
Base Total Cost
1375064.85
Base Unrealized Gain Loss
-126419.1
Base Accrued Interest
14499.58
Local Market Value
1248645.75
Local Total Cost Amount
1375064.85
Local Unrealized Gain Loss
-126419.1
Local Accrued Interest
14499.58
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
FINANCE
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
4.45% 29 Sep 2027
Maturity Date
2027-09-29T00:00:00.000
Interest Rate
4.45
Original Face
0
Shares Par Value
4745000.00
Base Market Value
4646920.85
Base Total Cost
5363415.85
Base Unrealized Gain Loss
-716495
Base Accrued Interest
53961.19
Local Market Value
4646920.85
Local Total Cost Amount
5363415.85
Local Unrealized Gain Loss
-716495
Local Accrued Interest
53961.19
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
500000.00
Base Market Value
487445.00
Base Total Cost
523250
Base Unrealized Gain Loss
-35805
Base Accrued Interest
11805.56
Local Market Value
487445
Local Total Cost Amount
523250
Local Unrealized Gain Loss
-35805
Local Accrued Interest
11805.56
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
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: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
3.4% 01 May 2026
Maturity Date
2026-05-01T00:00:00.000
Interest Rate
3.4
Original Face
0
Shares Par Value
3000000.00
Base Market Value
2897610.00
Base Total Cost
3249000
Base Unrealized Gain Loss
-351390
Base Accrued Interest
17000
Local Market Value
2897610
Local Total Cost Amount
3249000
Local Unrealized Gain Loss
-351390
Local Accrued Interest
17000
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
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: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
3.2% 21 Oct 2026
Maturity Date
2026-10-21T00:00:00.000
Interest Rate
3.2
Original Face
0
Shares Par Value
2080000.00
Base Market Value
1979203.20
Base Total Cost
2304161.6
Base Unrealized Gain Loss
-324958.4
Base Accrued Interest
12942.22
Local Market Value
1979203.2
Local Total Cost Amount
2304161.6
Local Unrealized Gain Loss
-324958.4
Local Accrued Interest
12942.22
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
FINANCE
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: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 10 Jan 2028
Maturity Date
2028-01-10T00:00:00.000
Interest Rate
3.887
Original Face
0
Shares Par Value
1490000.00
Base Market Value
1432560.50
Base Total Cost
1640385.7
Base Unrealized Gain Loss
-207825.2
Base Accrued Interest
27510.25
Local Market Value
1432560.5
Local Total Cost Amount
1640385.7
Local Unrealized Gain Loss
-207825.2
Local Accrued Interest
27510.25
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 24 Jul 2028
Maturity Date
2028-07-24T00:00:00.000
Interest Rate
3.668
Original Face
0
Shares Par Value
769000.00
Base Market Value
725982.14
Base Total Cost
850229.47
Base Unrealized Gain Loss
-124247.33
Base Accrued Interest
12301.35
Local Market Value
725982.14
Local Total Cost Amount
850229.47
Local Unrealized Gain Loss
-124247.33
Local Accrued Interest
12301.35
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
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