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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: COOPERATIEVE RABOBANK UA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COOPERATIEVE RABOBANK UA
Security Description
3.75% 21 Jul 2026
Maturity Date
2026-07-21T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
25000.00
Base Market Value
23837.75
Base Total Cost
26416.25
Base Unrealized Gain Loss
-2578.5
Base Accrued Interest
416.67
Local Market Value
23837.75
Local Total Cost Amount
26416.25
Local Unrealized Gain Loss
-2578.5
Local Accrued Interest
416.67
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
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: CORELOGIC INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CORELOGIC INC
Security Description
4.5% 01 May 2028
Maturity Date
2028-05-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1610000.00
Base Market Value
1239700.00
Base Total Cost
1606910.39
Base Unrealized Gain Loss
-367210.39
Base Accrued Interest
12075
Local Market Value
1239700
Local Total Cost Amount
1606910.39
Local Unrealized Gain Loss
-367210.39
Local Accrued Interest
12075
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: COREBRIDGE FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COREBRIDGE FINANCIAL INC
Security Description
3.65% 05 Apr 2027
Maturity Date
2027-04-05T00:00:00.000
Interest Rate
3.65
Original Face
0
Shares Par Value
6320000.00
Base Market Value
5940989.60
Base Total Cost
6311152
Base Unrealized Gain Loss
-370162.4
Base Accrued Interest
55106.89
Local Market Value
5940989.6
Local Total Cost Amount
6311152
Local Unrealized Gain Loss
-370162.4
Local Accrued Interest
55106.89
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
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: COREBRIDGE FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COREBRIDGE FINANCIAL INC
Security Description
3.85% 05 Apr 2029
Maturity Date
2029-04-05T00:00:00.000
Interest Rate
3.85
Original Face
0
Shares Par Value
1065000.00
Base Market Value
984198.45
Base Total Cost
1017769.13
Base Unrealized Gain Loss
-33570.68
Base Accrued Interest
9795.04
Local Market Value
984198.45
Local Total Cost Amount
1017769.13
Local Unrealized Gain Loss
-33570.68
Local Accrued Interest
9795.04
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
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: COREBRIDGE FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COREBRIDGE FINANCIAL INC
Security Description
3.85% 05 Apr 2029
Maturity Date
2029-04-05T00:00:00.000
Interest Rate
3.85
Original Face
0
Shares Par Value
6745000.00
Base Market Value
6233256.85
Base Total Cost
6738862.05
Base Unrealized Gain Loss
-505605.2
Base Accrued Interest
62035.26
Local Market Value
6233256.85
Local Total Cost Amount
6738862.05
Local Unrealized Gain Loss
-505605.2
Local Accrued Interest
62035.26
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: COREBRIDGE FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COREBRIDGE FINANCIAL INC
Security Description
3.9% 05 Apr 2032
Maturity Date
2032-04-05T00:00:00.000
Interest Rate
3.9
Original Face
0
Shares Par Value
3033000.00
Base Market Value
2720964.96
Base Total Cost
2902476.5
Base Unrealized Gain Loss
-181511.54
Base Accrued Interest
28257.41
Local Market Value
2720964.96
Local Total Cost Amount
2902476.5
Local Unrealized Gain Loss
-181511.54
Local Accrued Interest
28257.41
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: COREBRIDGE FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COREBRIDGE FINANCIAL INC
Security Description
4.35% 05 Apr 2042
Maturity Date
2042-04-05T00:00:00.000
Interest Rate
4.35
Original Face
0
Shares Par Value
487000.00
Base Market Value
415303.86
Base Total Cost
473148.34
Base Unrealized Gain Loss
-57844.48
Base Accrued Interest
5060.73
Local Market Value
415303.86
Local Total Cost Amount
473148.34
Local Unrealized Gain Loss
-57844.48
Local Accrued Interest
5060.73
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
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: COREBRIDGE FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COREBRIDGE FINANCIAL INC
Security Description
4.4% 05 Apr 2052
Maturity Date
2052-04-05T00:00:00.000
Interest Rate
4.4
Original Face
0
Shares Par Value
1310000.00
Base Market Value
1092094.60
Base Total Cost
1309777.3
Base Unrealized Gain Loss
-217682.7
Base Accrued Interest
13769.56
Local Market Value
1092094.6
Local Total Cost Amount
1309777.3
Local Unrealized Gain Loss
-217682.7
Local Accrued Interest
13769.56
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
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: COREBRIDGE FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COREBRIDGE FINANCIAL INC
Security Description
4.4% 05 Apr 2052
Maturity Date
2052-04-05T00:00:00.000
Interest Rate
4.4
Original Face
0
Shares Par Value
398000.00
Base Market Value
331796.68
Base Total Cost
398898.3
Base Unrealized Gain Loss
-67101.62
Base Accrued Interest
4183.41
Local Market Value
331796.68
Local Total Cost Amount
398898.3
Local Unrealized Gain Loss
-67101.62
Local Accrued Interest
4183.41
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: COREVEST AMERICAN FINANCE LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COREVEST AMERICAN FINANCE LTD
Security Description
1.569% 15 Apr 2053
Maturity Date
2053-04-15T00:00:00.000
Interest Rate
1.569
Original Face
940000
Shares Par Value
788989.21
Base Market Value
712127.38
Base Total Cost
788954.11
Base Unrealized Gain Loss
-76826.73
Base Accrued Interest
0
Local Market Value
712127.38
Local Total Cost Amount
788954.11
Local Unrealized Gain Loss
-76826.73
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
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: CORNERSTONE CHEMICAL CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CORNERSTONE CHEMICAL CO
Security Description
6.75% 15 Aug 2024
Maturity Date
2024-08-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
75000.00
Base Market Value
66979.50
Base Total Cost
67687.5
Base Unrealized Gain Loss
-708
Base Accrued Interest
1912.5
Local Market Value
66979.5
Local Total Cost Amount
67687.5
Local Unrealized Gain Loss
-708
Local Accrued Interest
1912.5
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
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: CORNERSTONE BUILDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CORNERSTONE BUILDING
Security Description
6.125% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
1830000.00
Base Market Value
1175665.20
Base Total Cost
1703218.62
Base Unrealized Gain Loss
-527553.42
Base Accrued Interest
51684.77
Local Market Value
1175665.2
Local Total Cost Amount
1703218.62
Local Unrealized Gain Loss
-527553.42
Local Accrued Interest
51684.77
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
INDUSTRIAL
Moody S Quality Rating
Caa1
S And P Quality Rating
CCC+
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: CORNERSTONE BUILDING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CORNERSTONE BUILDING
Security Description
6.125% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
150000.00
Base Market Value
96366.00
Base Total Cost
150000
Base Unrealized Gain Loss
-53634
Base Accrued Interest
4236.46
Local Market Value
96366
Local Total Cost Amount
150000
Local Unrealized Gain Loss
-53634
Local Accrued Interest
4236.46
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
Caa1
S And P Quality Rating
CCC+
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: CORNING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CORNING INC
Security Description
5.45% 15 Nov 2079
Maturity Date
2079-11-15T00:00:00.000
Interest Rate
5.45
Original Face
0
Shares Par Value
2298000.00
Base Market Value
2070038.40
Base Total Cost
3250904.28
Base Unrealized Gain Loss
-1180865.88
Base Accrued Interest
16003.02
Local Market Value
2070038.4
Local Total Cost Amount
3250904.28
Local Unrealized Gain Loss
-1180865.88
Local Accrued Interest
16003.02
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
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: CORP ANDINA DE FOMENTO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CORP ANDINA DE FOMENTO
Security Description
1.625% 23 Sep 2025
Maturity Date
2025-09-23T00:00:00.000
Interest Rate
1.625
Original Face
0
Shares Par Value
100000.00
Base Market Value
93415.00
Base Total Cost
99742
Base Unrealized Gain Loss
-6327
Base Accrued Interest
442.36
Local Market Value
93415
Local Total Cost Amount
99742
Local Unrealized Gain Loss
-6327
Local Accrued Interest
442.36
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
Aa3
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: GNMA II TBA 30 YR 2
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II TBA 30 YR 2
Security Description
2% 21 Jul 2052
Maturity Date
2052-07-21T00:00:00.000
Interest Rate
2
Original Face
47539600
Shares Par Value
47539600.00
Base Market Value
42209935.44
Base Total Cost
41844986.82
Base Unrealized Gain Loss
364948.62
Base Accrued Interest
52821.79
Local Market Value
42209935.44
Local Total Cost Amount
41844986.82
Local Unrealized Gain Loss
364948.62
Local Accrued Interest
52821.79
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II TBA 30 YR 2
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II TBA 30 YR 2
Security Description
2% 21 Jul 2052
Maturity Date
2052-07-21T00:00:00.000
Interest Rate
2
Original Face
9980000
Shares Par Value
9980000.00
Base Market Value
8861142.20
Base Total Cost
8604908.4
Base Unrealized Gain Loss
256233.8
Base Accrued Interest
0
Local Market Value
8861142.2
Local Total Cost Amount
8604908.4
Local Unrealized Gain Loss
256233.8
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II TBA 30 YR 2.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II TBA 30 YR 2.5
Security Description
2.5% 21 Jul 2052
Maturity Date
2052-07-21T00:00:00.000
Interest Rate
2.5
Original Face
73206900
Shares Par Value
73206900.00
Base Market Value
66984313.50
Base Total Cost
67830045.82
Base Unrealized Gain Loss
-845732.32
Base Accrued Interest
101676.25
Local Market Value
66984313.5
Local Total Cost Amount
67830045.82
Local Unrealized Gain Loss
-845732.32
Local Accrued Interest
101676.25
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II TBA 30 YR 2.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II TBA 30 YR 2.5
Security Description
2.5% 21 Jul 2052
Maturity Date
2052-07-21T00:00:00.000
Interest Rate
2.5
Original Face
21115000
Shares Par Value
21115000.00
Base Market Value
19320225.00
Base Total Cost
18835571.29
Base Unrealized Gain Loss
484653.71
Base Accrued Interest
0
Local Market Value
19320225
Local Total Cost Amount
18835571.29
Local Unrealized Gain Loss
484653.71
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II TBA 30 YR 2.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II TBA 30 YR 2.5
Security Description
2.5% 21 Jul 2052
Maturity Date
2052-07-21T00:00:00.000
Interest Rate
2.5
Original Face
68000000
Shares Par Value
68000000.00
Base Market Value
62220000.00
Base Total Cost
62991299.2
Base Unrealized Gain Loss
-771299.2
Base Accrued Interest
0
Local Market Value
62220000
Local Total Cost Amount
62991299.2
Local Unrealized Gain Loss
-771299.2
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II TBA 30 YR 3
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II TBA 30 YR 3
Security Description
3% 21 Jul 2052
Maturity Date
2052-07-21T00:00:00.000
Interest Rate
3
Original Face
33499723
Shares Par Value
33499723.00
Base Market Value
31576168.91
Base Total Cost
32068790.51
Base Unrealized Gain Loss
-492621.6
Base Accrued Interest
55832.89
Local Market Value
31576168.91
Local Total Cost Amount
32068790.51
Local Unrealized Gain Loss
-492621.6
Local Accrued Interest
55832.89
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II TBA 30 YR 3
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II TBA 30 YR 3
Security Description
3% 21 Jul 2052
Interest Rate
3
Original Face
31495000
Shares Par Value
31495000.00
Base Market Value
29686557.10
Base Total Cost
29032698.85
Base Unrealized Gain Loss
653858.25
Base Accrued Interest
0
Local Market Value
29686557.1
Local Total Cost Amount
29032698.85
Local Unrealized Gain Loss
653858.25
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II TBA 30 YR 3
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II TBA 30 YR 3
Security Description
3% 21 Jul 2052
Maturity Date
2052-07-21T00:00:00.000
Interest Rate
3
Original Face
50800000
Shares Par Value
50800000.00
Base Market Value
47883064.00
Base Total Cost
47178515.63
Base Unrealized Gain Loss
704548.37
Base Accrued Interest
0
Local Market Value
47883064
Local Total Cost Amount
47178515.63
Local Unrealized Gain Loss
704548.37
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II TBA 30 YR 3.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II TBA 30 YR 3.5
Security Description
3.5% 21 Jul 2052
Maturity Date
2052-07-21T00:00:00.000
Interest Rate
3.5
Original Face
3347000
Shares Par Value
3347000.00
Base Market Value
3251811.32
Base Total Cost
3253650.08
Base Unrealized Gain Loss
-1838.76
Base Accrued Interest
6508.06
Local Market Value
3251811.32
Local Total Cost Amount
3253650.08
Local Unrealized Gain Loss
-1838.76
Local Accrued Interest
6508.06
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II TBA 30 YR 3.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II TBA 30 YR 3.5
Security Description
3.5% 21 Jul 2052
Maturity Date
2052-07-21T00:00:00.000
Interest Rate
3.5
Original Face
3720000
Shares Par Value
3720000.00
Base Market Value
3614203.20
Base Total Cost
3563498.44
Base Unrealized Gain Loss
50704.76
Base Accrued Interest
0
Local Market Value
3614203.2
Local Total Cost Amount
3563498.44
Local Unrealized Gain Loss
50704.76
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II TBA 30 YR 3.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II TBA 30 YR 3.5
Security Description
3.5% 21 Jul 2052
Maturity Date
2052-07-21T00:00:00.000
Interest Rate
3.5
Original Face
43000000
Shares Par Value
43000000.00
Base Market Value
41777080.00
Base Total Cost
42095703.13
Base Unrealized Gain Loss
-318623.13
Base Accrued Interest
0
Local Market Value
41777080
Local Total Cost Amount
42095703.13
Local Unrealized Gain Loss
-318623.13
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II TBA 30 YR 3.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II TBA 30 YR 3.5
Security Description
3.5% 18 Aug 2052
Maturity Date
2052-08-18T00:00:00.000
Interest Rate
3.5
Original Face
25181300
Shares Par Value
25181300.00
Base Market Value
24427875.50
Base Total Cost
24184010.84
Base Unrealized Gain Loss
243864.66
Base Accrued Interest
41619.09
Local Market Value
24427875.5
Local Total Cost Amount
24184010.84
Local Unrealized Gain Loss
243864.66
Local Accrued Interest
41619.09
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II TBA 30 YR 4
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II TBA 30 YR 4
Security Description
4% 21 Jul 2052
Maturity Date
2052-07-21T00:00:00.000
Interest Rate
4
Original Face
8463000
Shares Par Value
8463000.00
Base Market Value
8425847.43
Base Total Cost
8462324.43
Base Unrealized Gain Loss
-36477
Base Accrued Interest
18806.68
Local Market Value
8425847.43
Local Total Cost Amount
8462324.43
Local Unrealized Gain Loss
-36477
Local Accrued Interest
18806.68
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II TBA 30 YR 4
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II TBA 30 YR 4
Security Description
4% 21 Jul 2052
Maturity Date
2052-07-21T00:00:00.000
Interest Rate
4
Original Face
4445000
Shares Par Value
-4445000.00
Base Market Value
-4425486.45
Base Total Cost
-4456837.11
Base Unrealized Gain Loss
31350.66
Base Accrued Interest
0
Local Market Value
-4425486.45
Local Total Cost Amount
-4456837.11
Local Unrealized Gain Loss
31350.66
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II TBA 30 YR 4
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II TBA 30 YR 4
Security Description
4% 21 Jul 2052
Maturity Date
2052-07-21T00:00:00.000
Interest Rate
4
Original Face
900000
Shares Par Value
900000.00
Base Market Value
896049.00
Base Total Cost
900046.14
Base Unrealized Gain Loss
-3997.14
Base Accrued Interest
0
Local Market Value
896049
Local Total Cost Amount
900046.14
Local Unrealized Gain Loss
-3997.14
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II TBA 30 YR 4
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II TBA 30 YR 4
Security Description
4% 21 Jul 2052
Maturity Date
2052-07-21T00:00:00.000
Interest Rate
4
Original Face
8000000
Shares Par Value
-8000000.00
Base Market Value
-7964880.00
Base Total Cost
-7906250
Base Unrealized Gain Loss
-58630
Base Accrued Interest
0
Local Market Value
-7964880
Local Total Cost Amount
-7906250
Local Unrealized Gain Loss
-58630
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II TBA 30 YR 4
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II TBA 30 YR 4
Security Description
4% 18 Aug 2052
Maturity Date
2052-08-18T00:00:00.000
Interest Rate
4
Original Face
13500000
Shares Par Value
13500000.00
Base Market Value
13409010.00
Base Total Cost
13501582.03
Base Unrealized Gain Loss
-92572.03
Base Accrued Interest
0
Local Market Value
13409010
Local Total Cost Amount
13501582.03
Local Unrealized Gain Loss
-92572.03
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II TBA 30 YR 4.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II TBA 30 YR 4.5
Security Description
4.5% 21 Jul 2052
Maturity Date
2052-07-21T00:00:00.000
Interest Rate
4.5
Original Face
409000
Shares Par Value
409000.00
Base Market Value
415008.21
Base Total Cost
414963.09
Base Unrealized Gain Loss
45.12
Base Accrued Interest
1022.5
Local Market Value
415008.21
Local Total Cost Amount
414963.09
Local Unrealized Gain Loss
45.12
Local Accrued Interest
1022.5
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II TBA 30 YR 4.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II TBA 30 YR 4.5
Security Description
4.5% 21 Jul 2052
Maturity Date
2052-07-21T00:00:00.000
Interest Rate
4.5
Original Face
1950000
Shares Par Value
1950000.00
Base Market Value
1978645.50
Base Total Cost
1942535.16
Base Unrealized Gain Loss
36110.34
Base Accrued Interest
0
Local Market Value
1978645.5
Local Total Cost Amount
1942535.16
Local Unrealized Gain Loss
36110.34
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: GNMA II TBA 30 YR 4.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II TBA 30 YR 4.5
Security Description
4.5% 18 Aug 2052
Maturity Date
2052-08-18T00:00:00.000
Interest Rate
4.5
Original Face
3350000
Shares Par Value
3350000.00
Base Market Value
3385845.00
Base Total Cost
3343457.03
Base Unrealized Gain Loss
42387.97
Base Accrued Interest
0
Local Market Value
3385845
Local Total Cost Amount
3343457.03
Local Unrealized Gain Loss
42387.97
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
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: CORPORATE OFFICE PROP LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CORPORATE OFFICE PROP LP
Security Description
2.9% 01 Dec 2033
Maturity Date
2033-12-01T00:00:00.000
Interest Rate
2.9
Original Face
0
Shares Par Value
702000.00
Base Market Value
543481.38
Base Total Cost
698672.52
Base Unrealized Gain Loss
-155191.14
Base Accrued Interest
1696.5
Local Market Value
543481.38
Local Total Cost Amount
698672.52
Local Unrealized Gain Loss
-155191.14
Local Accrued Interest
1696.5
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
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: COTY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COTY INC
Security Description
6.5% 15 Apr 2026
Maturity Date
2026-04-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
465000.00
Base Market Value
428702.10
Base Total Cost
437100
Base Unrealized Gain Loss
-8397.9
Base Accrued Interest
6380.83
Local Market Value
428702.1
Local Total Cost Amount
437100
Local Unrealized Gain Loss
-8397.9
Local Accrued Interest
6380.83
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
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: COTY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COTY INC
Security Description
5% 15 Apr 2026
Maturity Date
2026-04-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
2220000.00
Base Market Value
2034075.00
Base Total Cost
2220000
Base Unrealized Gain Loss
-185925
Base Accrued Interest
23433.33
Local Market Value
2034075
Local Total Cost Amount
2220000
Local Unrealized Gain Loss
-185925
Local Accrued Interest
23433.33
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: COUPA SOFTWARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COUPA SOFTWARE INC
Security Description
0.375% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
0.375
Original Face
0
Shares Par Value
7705000.00
Base Market Value
5778750.00
Base Total Cost
8366834.09
Base Unrealized Gain Loss
-2588084.09
Base Accrued Interest
1284.17
Local Market Value
5778750
Local Total Cost Amount
8366834.09
Local Unrealized Gain Loss
-2588084.09
Local Accrued Interest
1284.17
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: COVANTA HOLDING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COVANTA HOLDING CORP
Security Description
5% 01 Sep 2030
Maturity Date
2030-09-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1030000.00
Base Market Value
840789.00
Base Total Cost
1030000
Base Unrealized Gain Loss
-189211
Base Accrued Interest
17166.67
Local Market Value
840789
Local Total Cost Amount
1030000
Local Unrealized Gain Loss
-189211
Local Accrued Interest
17166.67
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: COVANTA HOLDING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COVANTA HOLDING CORP
Security Description
5% 01 Sep 2030
Maturity Date
2030-09-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
200000.00
Base Market Value
163260.00
Base Total Cost
212250
Base Unrealized Gain Loss
-48990
Base Accrued Interest
3333.33
Local Market Value
163260
Local Total Cost Amount
212250
Local Unrealized Gain Loss
-48990
Local Accrued Interest
3333.33
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
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: COVANTA HOLDING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COVANTA HOLDING CORP
Security Description
5% 01 Sep 2030
Maturity Date
2030-09-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
225000.00
Base Market Value
183667.50
Base Total Cost
225000
Base Unrealized Gain Loss
-41332.5
Base Accrued Interest
3750
Local Market Value
183667.5
Local Total Cost Amount
225000
Local Unrealized Gain Loss
-41332.5
Local Accrued Interest
3750
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: COVANTA HOLDING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COVANTA HOLDING CORP
Security Description
5% 01 Sep 2030
Maturity Date
2030-09-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1139000.00
Base Market Value
929765.70
Base Total Cost
1151357.5
Base Unrealized Gain Loss
-221591.8
Base Accrued Interest
18983.34
Local Market Value
929765.7
Local Total Cost Amount
1151357.5
Local Unrealized Gain Loss
-221591.8
Local Accrued Interest
18983.34
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
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: COVANTA HOLDING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COVANTA HOLDING CORP
Security Description
4.875% 01 Dec 2029
Maturity Date
2029-12-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
740000.00
Base Market Value
602152.80
Base Total Cost
747400
Base Unrealized Gain Loss
-145247.2
Base Accrued Interest
3006.25
Local Market Value
602152.8
Local Total Cost Amount
747400
Local Unrealized Gain Loss
-145247.2
Local Accrued Interest
3006.25
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
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: COVANTA HOLDING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COVANTA HOLDING CORP
Security Description
4.875% 01 Dec 2029
Maturity Date
2029-12-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
1252000.00
Base Market Value
1018777.44
Base Total Cost
1264510
Base Unrealized Gain Loss
-245732.56
Base Accrued Interest
5086.25
Local Market Value
1018777.44
Local Total Cost Amount
1264510
Local Unrealized Gain Loss
-245732.56
Local Accrued Interest
5086.25
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
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: COVANTA HOLDING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COVANTA HOLDING CORP
Security Description
4.875% 01 Dec 2029
Maturity Date
2029-12-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
618000.00
Base Market Value
502878.96
Base Total Cost
621270
Base Unrealized Gain Loss
-118391.04
Base Accrued Interest
2510.63
Local Market Value
502878.96
Local Total Cost Amount
621270
Local Unrealized Gain Loss
-118391.04
Local Accrued Interest
2510.63
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: COX COMMUNICATIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COX COMMUNICATIONS INC
Security Description
3.5% 15 Aug 2027
Maturity Date
2027-08-15T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
1210000.00
Base Market Value
1148072.20
Base Total Cost
1337800.2
Base Unrealized Gain Loss
-189728
Base Accrued Interest
15998.89
Local Market Value
1148072.2
Local Total Cost Amount
1337800.2
Local Unrealized Gain Loss
-189728
Local Accrued Interest
15998.89
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
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: COX COMMUNICATIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COX COMMUNICATIONS INC
Security Description
2.95% 01 Oct 2050
Maturity Date
2050-10-01T00:00:00.000
Interest Rate
2.95
Original Face
0
Shares Par Value
3040000.00
Base Market Value
2012692.80
Base Total Cost
2202784
Base Unrealized Gain Loss
-190091.2
Base Accrued Interest
22420
Local Market Value
2012692.8
Local Total Cost Amount
2202784
Local Unrealized Gain Loss
-190091.2
Local Accrued Interest
22420
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: CRACKER BARREL OLD COUNT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CRACKER BARREL OLD COUNT
Security Description
0.625% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
0.625
Original Face
0
Shares Par Value
12407000.00
Base Market Value
10062077.00
Base Total Cost
12455094.7
Base Unrealized Gain Loss
-2393017.7
Base Accrued Interest
3446.39
Local Market Value
10062077
Local Total Cost Amount
12455094.7
Local Unrealized Gain Loss
-2393017.7
Local Accrued Interest
3446.39
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CREDIT ACCEPTANC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CREDIT ACCEPTANC
Security Description
6.625% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
975000.00
Base Market Value
912892.50
Base Total Cost
989625
Base Unrealized Gain Loss
-76732.5
Base Accrued Interest
19019.27
Local Market Value
912892.5
Local Total Cost Amount
989625
Local Unrealized Gain Loss
-76732.5
Local Accrued Interest
19019.27
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
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