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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: 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
150000.00
Base Market Value
141609.00
Base Total Cost
163920
Base Unrealized Gain Loss
-22311
Base Accrued Interest
2399.48
Local Market Value
141609
Local Total Cost Amount
163920
Local Unrealized Gain Loss
-22311
Local Accrued Interest
2399.48
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
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% 23 Apr 2029
Interest Rate
4.075
Original Face
0
Shares Par Value
325000.00
Base Market Value
308912.50
Base Total Cost
363720.5
Base Unrealized Gain Loss
-54808
Base Accrued Interest
2501.6
Local Market Value
308912.5
Local Total Cost Amount
363720.5
Local Unrealized Gain Loss
-54808
Local Accrued Interest
2501.6
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
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
4.65% 23 Jul 2048
Maturity Date
2048-07-23T00:00:00.000
Interest Rate
4.65
Original Face
0
Shares Par Value
2680000.00
Base Market Value
2494758.40
Base Total Cost
3440011.9
Base Unrealized Gain Loss
-945253.5
Base Accrued Interest
54694.33
Local Market Value
2494758.4
Local Total Cost Amount
3440011.9
Local Unrealized Gain Loss
-945253.5
Local Accrued Interest
54694.33
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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% 20 Mar 2030
Maturity Date
2030-03-20T00:00:00.000
Interest Rate
3.98
Original Face
0
Shares Par Value
3210000.00
Base Market Value
3002184.60
Base Total Cost
3586789.8
Base Unrealized Gain Loss
-584605.2
Base Accrued Interest
35843.21
Local Market Value
3002184.6
Local Total Cost Amount
3586789.8
Local Unrealized Gain Loss
-584605.2
Local Accrued Interest
35843.21
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 Apr 2025
Maturity Date
2025-04-24T00:00:00.000
Interest Rate
3.352
Original Face
0
Shares Par Value
4245000.00
Base Market Value
4157765.25
Base Total Cost
4599080.7
Base Unrealized Gain Loss
-441315.45
Base Accrued Interest
26482.2
Local Market Value
4157765.25
Local Total Cost Amount
4599080.7
Local Unrealized Gain Loss
-441315.45
Local Accrued Interest
26482.2
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
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: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
4.7
Original Face
0
Shares Par Value
475000.00
Base Market Value
385937.50
Base Total Cost
449000
Base Unrealized Gain Loss
-63062.5
Base Accrued Interest
9364.1
Local Market Value
385937.5
Local Total Cost Amount
449000
Local Unrealized Gain Loss
-63062.5
Local Accrued Interest
9364.1
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
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
1% 29 Jan 2031
Maturity Date
2031-01-29T00:00:00.000
Interest Rate
2.666
Original Face
0
Shares Par Value
2520000.00
Base Market Value
2139732.00
Base Total Cost
2620926
Base Unrealized Gain Loss
-481194
Base Accrued Interest
28366.24
Local Market Value
2139732
Local Total Cost Amount
2620926
Local Unrealized Gain Loss
-481194
Local Accrued Interest
28366.24
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
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% 31 Mar 2031
Maturity Date
2031-03-31T00:00:00.000
Interest Rate
4.412
Original Face
0
Shares Par Value
10255000.00
Base Market Value
9794242.85
Base Total Cost
12119939.75
Base Unrealized Gain Loss
-2325696.9
Base Accrued Interest
114369.44
Local Market Value
9794242.85
Local Total Cost Amount
12119939.75
Local Unrealized Gain Loss
-2325696.9
Local Accrued Interest
114369.44
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: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 31 Mar 2031
Maturity Date
2031-03-31T00:00:00.000
Interest Rate
4.412
Original Face
0
Shares Par Value
19850000.00
Base Market Value
18958139.50
Base Total Cost
23404725
Base Unrealized Gain Loss
-4446585.5
Base Accrued Interest
221378.23
Local Market Value
18958139.5
Local Total Cost Amount
23404725
Local Unrealized Gain Loss
-4446585.5
Local Accrued Interest
221378.23
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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% 31 Mar 2031
Interest Rate
4.412
Original Face
0
Shares Par Value
5200000.00
Base Market Value
4966364.00
Base Total Cost
5977338.5
Base Unrealized Gain Loss
-1010974.5
Base Accrued Interest
57993.28
Local Market Value
4966364
Local Total Cost Amount
5977338.5
Local Unrealized Gain Loss
-1010974.5
Local Accrued Interest
57993.28
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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% 08 Apr 2026
Maturity Date
2026-04-08T00:00:00.000
Interest Rate
3.106
Original Face
0
Shares Par Value
295000.00
Base Market Value
283188.20
Base Total Cost
312174.9
Base Unrealized Gain Loss
-28986.7
Base Accrued Interest
2112.51
Local Market Value
283188.2
Local Total Cost Amount
312174.9
Local Unrealized Gain Loss
-28986.7
Local Accrued Interest
2112.51
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: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 03 Jun 2031
Maturity Date
2031-06-03T00:00:00.000
Interest Rate
2.572
Original Face
0
Shares Par Value
3085000.00
Base Market Value
2593220.15
Base Total Cost
3224040.95
Base Unrealized Gain Loss
-630820.8
Base Accrued Interest
6171.37
Local Market Value
2593220.15
Local Total Cost Amount
3224040.95
Local Unrealized Gain Loss
-630820.8
Local Accrued Interest
6171.37
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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% 03 Jun 2031
Maturity Date
2031-06-03T00:00:00.000
Interest Rate
2.572
Original Face
0
Shares Par Value
1810000.00
Base Market Value
1521467.90
Base Total Cost
1834941.8
Base Unrealized Gain Loss
-313473.9
Base Accrued Interest
3620.8
Local Market Value
1521467.9
Local Total Cost Amount
1834941.8
Local Unrealized Gain Loss
-313473.9
Local Accrued Interest
3620.8
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
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: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 03 Jun 2031
Maturity Date
2031-06-03T00:00:00.000
Interest Rate
2.572
Original Face
0
Shares Par Value
11820000.00
Base Market Value
9935773.80
Base Total Cost
11789312.15
Base Unrealized Gain Loss
-1853538.35
Base Accrued Interest
23645.26
Local Market Value
9935773.8
Local Total Cost Amount
11789312.15
Local Unrealized Gain Loss
-1853538.35
Local Accrued Interest
23645.26
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
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: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 30 Oct 2024
Maturity Date
2024-10-30T00:00:00.000
Interest Rate
0.776
Original Face
0
Shares Par Value
635000.00
Base Market Value
605345.50
Base Total Cost
605167.7
Base Unrealized Gain Loss
177.8
Base Accrued Interest
834.96
Local Market Value
605345.5
Local Total Cost Amount
605167.7
Local Unrealized Gain Loss
177.8
Local Accrued Interest
834.96
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: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
270000.00
Base Market Value
233550.00
Base Total Cost
278100
Base Unrealized Gain Loss
-44550
Base Accrued Interest
630
Local Market Value
233550
Local Total Cost Amount
278100
Local Unrealized Gain Loss
-44550
Local Accrued Interest
630
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
1% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
100000.00
Base Market Value
86500.00
Base Total Cost
100000
Base Unrealized Gain Loss
-13500
Base Accrued Interest
233.33
Local Market Value
86500
Local Total Cost Amount
100000
Local Unrealized Gain Loss
-13500
Local Accrued Interest
233.33
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba1
S And P Quality Rating
BB+
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
5266.34
Base Market Value
5644.20
Base Total Cost
5626.38
Base Unrealized Gain Loss
17.82
Base Accrued Interest
0
Local Market Value
5266.34
Local Total Cost Amount
5266.34
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: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
6745000.00
Base Market Value
5598350.00
Base Total Cost
6760412.9
Base Unrealized Gain Loss
-1162062.9
Base Accrued Interest
31219.04
Local Market Value
5598350
Local Total Cost Amount
6760412.9
Local Unrealized Gain Loss
-1162062.9
Local Accrued Interest
31219.04
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
1% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
1224000.00
Base Market Value
1015920.00
Base Total Cost
1246950
Base Unrealized Gain Loss
-231030
Base Accrued Interest
5665.25
Local Market Value
1015920
Local Total Cost Amount
1246950
Local Unrealized Gain Loss
-231030
Local Accrued Interest
5665.25
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
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
1% 01 May 2032
Maturity Date
2032-05-01T00:00:00.000
Interest Rate
2.561
Original Face
0
Shares Par Value
7660000.00
Base Market Value
6306937.60
Base Total Cost
7877922.1
Base Unrealized Gain Loss
-1570984.5
Base Accrued Interest
32695.42
Local Market Value
6306937.6
Local Total Cost Amount
7877922.1
Local Unrealized Gain Loss
-1570984.5
Local Accrued Interest
32695.42
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
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% 01 May 2032
Maturity Date
2032-05-01T00:00:00.000
Interest Rate
2.561
Original Face
0
Shares Par Value
6565000.00
Base Market Value
5405358.40
Base Total Cost
6565000
Base Unrealized Gain Loss
-1159641.6
Base Accrued Interest
28021.61
Local Market Value
5405358.4
Local Total Cost Amount
6565000
Local Unrealized Gain Loss
-1159641.6
Local Accrued Interest
28021.61
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
4.15
Original Face
0
Shares Par Value
6080000.00
Base Market Value
4879200.00
Base Total Cost
6080000
Base Unrealized Gain Loss
-1200800
Base Accrued Interest
32240.89
Local Market Value
4879200
Local Total Cost Amount
6080000
Local Unrealized Gain Loss
-1200800
Local Accrued Interest
32240.89
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
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
1% 03 Nov 2042
Maturity Date
2042-11-03T00:00:00.000
Interest Rate
2.904
Original Face
0
Shares Par Value
482000.00
Base Market Value
349339.14
Base Total Cost
482000
Base Unrealized Gain Loss
-132660.86
Base Accrued Interest
2255.11
Local Market Value
349339.14
Local Total Cost Amount
482000
Local Unrealized Gain Loss
-132660.86
Local Accrued Interest
2255.11
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
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 Feb 2028
Maturity Date
2028-02-24T00:00:00.000
Interest Rate
3.07
Original Face
0
Shares Par Value
621000.00
Base Market Value
576095.49
Base Total Cost
621000
Base Unrealized Gain Loss
-44904.51
Base Accrued Interest
7043.35
Local Market Value
576095.49
Local Total Cost Amount
621000
Local Unrealized Gain Loss
-44904.51
Local Accrued Interest
7043.35
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
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 May 2025
Maturity Date
2025-05-24T00:00:00.000
Interest Rate
4.14
Original Face
0
Shares Par Value
1371000.00
Base Market Value
1365406.32
Base Total Cost
1371000
Base Unrealized Gain Loss
-5593.68
Base Accrued Interest
5833.61
Local Market Value
1365406.32
Local Total Cost Amount
1371000
Local Unrealized Gain Loss
-5593.68
Local Accrued Interest
5833.61
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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 May 2028
Maturity Date
2028-05-24T00:00:00.000
Interest Rate
4.658
Original Face
0
Shares Par Value
110000.00
Base Market Value
109153.00
Base Total Cost
110000
Base Unrealized Gain Loss
-847
Base Accrued Interest
526.61
Local Market Value
109153
Local Total Cost Amount
110000
Local Unrealized Gain Loss
-847
Local Accrued Interest
526.61
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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 SAL CASH COLL(CLIENT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP SAL CASH COLL(CLIENT
Security Description
CITIGROUP SAL CASH COLL(CLIENT
Maturity Date
2030-12-31T00:00:00.000
Interest Rate
1.48
Original Face
0
Shares Par Value
1567000.00
Base Market Value
1567000.00
Base Total Cost
1567000
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
1567000
Local Total Cost Amount
1567000
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
CASH EQUIVALENT
Investment Type Name
STIF-TYPE INSTRUMENT
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
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: CITGO PETROLEUM CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITGO PETROLEUM CORPORATION
Security Description
1% 28 Mar 2024
Maturity Date
2024-03-28T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
1853501.80
Base Market Value
1842501.27
Base Total Cost
1832206.09
Base Unrealized Gain Loss
10295.18
Base Accrued Interest
0
Local Market Value
1842501.27
Local Total Cost Amount
1832206.09
Local Unrealized Gain Loss
10295.18
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: CITGO HOLDING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITGO HOLDING INC
Security Description
9.25% 01 Aug 2024
Maturity Date
2024-08-01T00:00:00.000
Interest Rate
9.25
Original Face
0
Shares Par Value
1225000.00
Base Market Value
1185187.50
Base Total Cost
1223436.58
Base Unrealized Gain Loss
-38249.08
Base Accrued Interest
47213.53
Local Market Value
1185187.5
Local Total Cost Amount
1223436.58
Local Unrealized Gain Loss
-38249.08
Local Accrued Interest
47213.53
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
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: CITGO PETROLEUM CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITGO PETROLEUM CORP
Security Description
7% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
785000.00
Base Market Value
759487.50
Base Total Cost
758916.45
Base Unrealized Gain Loss
571.05
Base Accrued Interest
2442.21
Local Market Value
759487.5
Local Total Cost Amount
758916.45
Local Unrealized Gain Loss
571.05
Local Accrued Interest
2442.21
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: CITGO PETROLEUM CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITGO PETROLEUM CORP
Security Description
7% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
2775000.00
Base Market Value
2684812.50
Base Total Cost
2790687.5
Base Unrealized Gain Loss
-105875
Base Accrued Interest
8633.33
Local Market Value
2684812.5
Local Total Cost Amount
2790687.5
Local Unrealized Gain Loss
-105875
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: CITGO PETROLEUM CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITGO PETROLEUM CORP
Security Description
7% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
350000.00
Base Market Value
338625.00
Base Total Cost
351796.87
Base Unrealized Gain Loss
-13171.87
Base Accrued Interest
1088.9
Local Market Value
338625
Local Total Cost Amount
351796.87
Local Unrealized Gain Loss
-13171.87
Local Accrued Interest
1088.9
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: CITGO PETROLEUM CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITGO PETROLEUM CORP
Security Description
6.375% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
50000.00
Base Market Value
46158.50
Base Total Cost
49800
Base Unrealized Gain Loss
-3641.5
Base Accrued Interest
141.67
Local Market Value
46158.5
Local Total Cost Amount
49800
Local Unrealized Gain Loss
-3641.5
Local Accrued Interest
141.67
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
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: CITGO PETROLEUM CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITGO PETROLEUM CORP
Security Description
6.375% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
475000.00
Base Market Value
438505.75
Base Total Cost
477721.35
Base Unrealized Gain Loss
-39215.6
Base Accrued Interest
1345.83
Local Market Value
438505.75
Local Total Cost Amount
477721.35
Local Unrealized Gain Loss
-39215.6
Local Accrued Interest
1345.83
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: CITGO HOLDING INC.
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITGO HOLDING INC.
Security Description
1% 01 Aug 2023
Maturity Date
2023-08-01T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
289596.90
Base Market Value
286489.53
Base Total Cost
285297.63
Base Unrealized Gain Loss
1191.9
Base Accrued Interest
0
Local Market Value
286489.53
Local Total Cost Amount
285297.63
Local Unrealized Gain Loss
1191.9
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: CITIGROUP COMMERCIAL MORTGAGE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP COMMERCIAL MORTGAGE
Security Description
4.026% 10 May 2047
Maturity Date
2047-05-10T00:00:00.000
Interest Rate
4.026
Original Face
150000
Shares Par Value
150000.00
Base Market Value
148045.70
Base Total Cost
154211.63
Base Unrealized Gain Loss
-6165.93
Base Accrued Interest
0
Local Market Value
148045.7
Local Total Cost Amount
154211.63
Local Unrealized Gain Loss
-6165.93
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
3.712% 14 Apr 2050
Maturity Date
2050-04-14T00:00:00.000
Interest Rate
3.712
Original Face
350000
Shares Par Value
350000.00
Base Market Value
342324.05
Base Total Cost
396494.66
Base Unrealized Gain Loss
-54170.61
Base Accrued Interest
0
Local Market Value
342324.05
Local Total Cost Amount
396494.66
Local Unrealized Gain Loss
-54170.61
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
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
2.86% 10 Nov 2042
Maturity Date
2042-11-10T00:00:00.000
Interest Rate
2.86
Original Face
280000
Shares Par Value
280000.00
Base Market Value
233445.04
Base Total Cost
288382.11
Base Unrealized Gain Loss
-54937.07
Base Accrued Interest
0
Local Market Value
233445.04
Local Total Cost Amount
288382.11
Local Unrealized Gain Loss
-54937.07
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
Aa2
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% 25 May 2051
Maturity Date
2051-05-25T00:00:00.000
Interest Rate
2.5
Original Face
1800000
Shares Par Value
1616010.62
Base Market Value
1380742.10
Base Total Cost
1653002.12
Base Unrealized Gain Loss
-272260.02
Base Accrued Interest
0
Local Market Value
1380742.1
Local Total Cost Amount
1653002.12
Local Unrealized Gain Loss
-272260.02
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 MORTGAGE LOAN TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP MORTGAGE LOAN TRUST
Security Description
1% 25 May 2051
Interest Rate
1.77566
Original Face
900000
Shares Par Value
793416.05
Base Market Value
737554.16
Base Total Cost
793324.73
Base Unrealized Gain Loss
-55770.57
Base Accrued Interest
234.81
Local Market Value
737554.16
Local Total Cost Amount
793324.73
Local Unrealized Gain Loss
-55770.57
Local Accrued Interest
234.81
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: CITIZENS BANK NA/RI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIZENS BANK NA/RI
Security Description
3.7% 29 Mar 2023
Maturity Date
2023-03-29T00:00:00.000
Interest Rate
3.7
Original Face
0
Shares Par Value
5325000.00
Base Market Value
5331975.75
Base Total Cost
5586670.5
Base Unrealized Gain Loss
-254694.75
Base Accrued Interest
50350.83
Local Market Value
5331975.75
Local Total Cost Amount
5586670.5
Local Unrealized Gain Loss
-254694.75
Local Accrued Interest
50350.83
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
Baa1
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIZENS FINANCIAL GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIZENS FINANCIAL GROUP
Security Description
3.25% 30 Apr 2030
Maturity Date
2030-04-30T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
5291000.00
Base Market Value
4695021.76
Base Total Cost
5776978.35
Base Unrealized Gain Loss
-1081956.59
Base Accrued Interest
29137.24
Local Market Value
4695021.76
Local Total Cost Amount
5776978.35
Local Unrealized Gain Loss
-1081956.59
Local Accrued Interest
29137.24
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
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
5311.53
Base Market Value
5692.63
Base Total Cost
5765.28
Base Unrealized Gain Loss
-72.65
Base Accrued Interest
0
Local Market Value
5311.53
Local Total Cost Amount
5311.53
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: CLARIOS GLOBAL LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CLARIOS GLOBAL LP
Security Description
6.75% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
1835000.00
Base Market Value
1817475.75
Base Total Cost
1901518.75
Base Unrealized Gain Loss
-84043
Base Accrued Interest
15826.88
Local Market Value
1817475.75
Local Total Cost Amount
1901518.75
Local Unrealized Gain Loss
-84043
Local Accrued Interest
15826.88
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
CANADIAN
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: CLARIOS GLOBAL LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CLARIOS GLOBAL LP
Security Description
6.75% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
245000.00
Base Market Value
242660.25
Base Total Cost
264906.24
Base Unrealized Gain Loss
-22245.99
Base Accrued Interest
2113.13
Local Market Value
242660.25
Local Total Cost Amount
264906.24
Local Unrealized Gain Loss
-22245.99
Local Accrued Interest
2113.13
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
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: CLARIOS GLOBAL LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CLARIOS GLOBAL LP
Security Description
6.75% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
212000.00
Base Market Value
209975.40
Base Total Cost
212000
Base Unrealized Gain Loss
-2024.6
Base Accrued Interest
1828.5
Local Market Value
209975.4
Local Total Cost Amount
212000
Local Unrealized Gain Loss
-2024.6
Local Accrued Interest
1828.5
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
CANADIAN
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: CLARIOS GLOBAL LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CLARIOS GLOBAL LP
Security Description
6.75% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
158000.00
Base Market Value
156491.10
Base Total Cost
160655.28
Base Unrealized Gain Loss
-4164.18
Base Accrued Interest
1362.77
Local Market Value
156491.1
Local Total Cost Amount
160655.28
Local Unrealized Gain Loss
-4164.18
Local Accrued Interest
1362.77
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
CANADIAN
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: CLARIV SCI HLD CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CLARIV SCI HLD CORP
Security Description
3.875% 01 Jul 2028
Maturity Date
2028-07-01T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
1045000.00
Base Market Value
873107.95
Base Total Cost
1045903.13
Base Unrealized Gain Loss
-172795.18
Base Accrued Interest
112.48
Local Market Value
873107.95
Local Total Cost Amount
1045903.13
Local Unrealized Gain Loss
-172795.18
Local Accrued Interest
112.48
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
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: CLARIV SCI HLD CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CLARIV SCI HLD CORP
Security Description
3.875% 01 Jul 2028
Maturity Date
2028-07-01T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
745000.00
Base Market Value
622454.95
Base Total Cost
730143
Base Unrealized Gain Loss
-107688.05
Base Accrued Interest
80.18
Local Market Value
622454.95
Local Total Cost Amount
730143
Local Unrealized Gain Loss
-107688.05
Local Accrued Interest
80.18
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
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