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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: DAVITA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DAVITA INC
Security Description
4.625% 01 Jun 2030
Maturity Date
2030-06-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
210000.00
Base Market Value
163770.60
Base Total Cost
179550.01
Base Unrealized Gain Loss
-15779.41
Base Accrued Interest
809.37
Local Market Value
163770.6
Local Total Cost Amount
179550.01
Local Unrealized Gain Loss
-15779.41
Local Accrued Interest
809.37
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
Ba3
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: DAVITA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DAVITA INC
Security Description
4.625% 01 Jun 2030
Maturity Date
2030-06-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
355000.00
Base Market Value
276850.30
Base Total Cost
359300.96
Base Unrealized Gain Loss
-82450.66
Base Accrued Interest
1368.23
Local Market Value
276850.3
Local Total Cost Amount
359300.96
Local Unrealized Gain Loss
-82450.66
Local Accrued Interest
1368.23
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
Ba3
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: DAVITA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DAVITA INC
Security Description
4.625% 01 Jun 2030
Maturity Date
2030-06-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
1500000.00
Base Market Value
1169790.00
Base Total Cost
1523343.75
Base Unrealized Gain Loss
-353553.75
Base Accrued Interest
5781.25
Local Market Value
1169790
Local Total Cost Amount
1523343.75
Local Unrealized Gain Loss
-353553.75
Local Accrued Interest
5781.25
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
Ba3
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: DAVITA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DAVITA INC
Security Description
4.625% 01 Jun 2030
Maturity Date
2030-06-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
1137000.00
Base Market Value
886700.82
Base Total Cost
885585
Base Unrealized Gain Loss
1115.82
Base Accrued Interest
4466.46
Local Market Value
886700.82
Local Total Cost Amount
885585
Local Unrealized Gain Loss
1115.82
Local Accrued Interest
4466.46
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
Ba3
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: DAVITA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DAVITA INC
Security Description
3.75% 15 Feb 2031
Maturity Date
2031-02-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
690000.00
Base Market Value
494723.10
Base Total Cost
646151.25
Base Unrealized Gain Loss
-151428.15
Base Accrued Interest
9775
Local Market Value
494723.1
Local Total Cost Amount
646151.25
Local Unrealized Gain Loss
-151428.15
Local Accrued Interest
9775
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
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: DAVITA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DAVITA INC
Security Description
3.75% 15 Feb 2031
Maturity Date
2031-02-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
740000.00
Base Market Value
530572.60
Base Total Cost
729755
Base Unrealized Gain Loss
-199182.4
Base Accrued Interest
10483.33
Local Market Value
530572.6
Local Total Cost Amount
729755
Local Unrealized Gain Loss
-199182.4
Local Accrued Interest
10483.33
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
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: DAVITA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DAVITA INC
Security Description
3.75% 15 Feb 2031
Maturity Date
2031-02-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
100000.00
Base Market Value
71699.00
Base Total Cost
97187.5
Base Unrealized Gain Loss
-25488.5
Base Accrued Interest
1416.66
Local Market Value
71699
Local Total Cost Amount
97187.5
Local Unrealized Gain Loss
-25488.5
Local Accrued Interest
1416.66
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
Ba3
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: DEALER TIRE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DEALER TIRE LLC
Security Description
1% 12 Dec 2025
Maturity Date
2025-12-12T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
438750.00
Base Market Value
421656.30
Base Total Cost
437653.1
Base Unrealized Gain Loss
-15996.8
Base Accrued Interest
0
Local Market Value
421656.3
Local Total Cost Amount
437653.1
Local Unrealized Gain Loss
-15996.8
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: DEALER TIRE LLC/DT ISSR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DEALER TIRE LLC/DT ISSR
Security Description
8% 01 Feb 2028
Maturity Date
2028-02-01T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
800000.00
Base Market Value
691120.00
Base Total Cost
806308.75
Base Unrealized Gain Loss
-115188.75
Base Accrued Interest
26666.67
Local Market Value
691120
Local Total Cost Amount
806308.75
Local Unrealized Gain Loss
-115188.75
Local Accrued Interest
26666.67
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
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: DEALER TIRE LLC/DT ISSR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DEALER TIRE LLC/DT ISSR
Security Description
8% 01 Feb 2028
Maturity Date
2028-02-01T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
325000.00
Base Market Value
280767.50
Base Total Cost
321968.75
Base Unrealized Gain Loss
-41201.25
Base Accrued Interest
10833.33
Local Market Value
280767.5
Local Total Cost Amount
321968.75
Local Unrealized Gain Loss
-41201.25
Local Accrued Interest
10833.33
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
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: DEEPHAVEN RESIDENTIAL MORTGAGE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DEEPHAVEN RESIDENTIAL MORTGAGE
Security Description
1% 25 Apr 2066
Maturity Date
2066-04-25T00:00:00.000
Interest Rate
0.899
Original Face
1125000
Shares Par Value
744329.40
Base Market Value
657395.97
Base Total Cost
744318.47
Base Unrealized Gain Loss
-86922.5
Base Accrued Interest
0
Local Market Value
657395.97
Local Total Cost Amount
744318.47
Local Unrealized Gain Loss
-86922.5
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
S And P Quality Rating
AAA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JOHN DEERE CAPITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JOHN DEERE CAPITAL CORP
Security Description
0.45% 07 Jun 2024
Maturity Date
2024-06-07T00:00:00.000
Interest Rate
0.45
Original Face
0
Shares Par Value
5000000.00
Base Market Value
4724100.00
Base Total Cost
4988350
Base Unrealized Gain Loss
-264250
Base Accrued Interest
1500
Local Market Value
4724100
Local Total Cost Amount
4988350
Local Unrealized Gain Loss
-264250
Local Accrued Interest
1500
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A2
S And P Quality Rating
A
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JOHN DEERE CAPITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JOHN DEERE CAPITAL CORP
Security Description
1.3% 13 Oct 2026
Maturity Date
2026-10-13T00:00:00.000
Interest Rate
1.3
Original Face
0
Shares Par Value
978000.00
Base Market Value
883319.82
Base Total Cost
976112.46
Base Unrealized Gain Loss
-92792.64
Base Accrued Interest
2754.7
Local Market Value
883319.82
Local Total Cost Amount
976112.46
Local Unrealized Gain Loss
-92792.64
Local Accrued Interest
2754.7
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A2
S And P Quality Rating
A
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JOHN DEERE CAPITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JOHN DEERE CAPITAL CORP
Security Description
3.35% 18 Apr 2029
Maturity Date
2029-04-18T00:00:00.000
Interest Rate
3.35
Original Face
0
Shares Par Value
1246000.00
Base Market Value
1195075.98
Base Total Cost
1244305.44
Base Unrealized Gain Loss
-49229.46
Base Accrued Interest
8464.15
Local Market Value
1195075.98
Local Total Cost Amount
1244305.44
Local Unrealized Gain Loss
-49229.46
Local Accrued Interest
8464.15
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A2
S And P Quality Rating
A
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JOHN DEERE CAPITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JOHN DEERE CAPITAL CORP
Security Description
3.4% 06 Jun 2025
Maturity Date
2025-06-06T00:00:00.000
Interest Rate
3.4
Original Face
0
Shares Par Value
3506000.00
Base Market Value
3490363.24
Base Total Cost
3518442.5
Base Unrealized Gain Loss
-28079.26
Base Accrued Interest
8278.06
Local Market Value
3490363.24
Local Total Cost Amount
3518442.5
Local Unrealized Gain Loss
-28079.26
Local Accrued Interest
8278.06
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
INDUSTRIAL
Moody S Quality Rating
A2
S And P Quality Rating
A
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DEERFIELD DAKOTA HOLDING LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DEERFIELD DAKOTA HOLDING LLC
Security Description
1% 09 Apr 2027
Maturity Date
2027-04-09T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
743104.33
Base Market Value
697823.27
Base Total Cost
724536.2
Base Unrealized Gain Loss
-26712.93
Base Accrued Interest
0
Local Market Value
697823.27
Local Total Cost Amount
724536.2
Local Unrealized Gain Loss
-26712.93
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: DELEK LOG PART/FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELEK LOG PART/FINANCE
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
402000.00
Base Market Value
374865.00
Base Total Cost
402000
Base Unrealized Gain Loss
-27135
Base Accrued Interest
3467.25
Local Market Value
374865
Local Total Cost Amount
402000
Local Unrealized Gain Loss
-27135
Local Accrued Interest
3467.25
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
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: DELEK LOG PART/FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELEK LOG PART/FINANCE
Security Description
7.125% 01 Jun 2028
Maturity Date
2028-06-01T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
225000.00
Base Market Value
202500.00
Base Total Cost
225000
Base Unrealized Gain Loss
-22500
Base Accrued Interest
1335.94
Local Market Value
202500
Local Total Cost Amount
225000
Local Unrealized Gain Loss
-22500
Local Accrued Interest
1335.94
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: DELL INT LLC / EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELL INT LLC / EMC CORP
Security Description
3.375% 15 Dec 2041
Maturity Date
2041-12-15T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
1125000.00
Base Market Value
803700.00
Base Total Cost
1122478.92
Base Unrealized Gain Loss
-318778.92
Base Accrued Interest
1687.5
Local Market Value
803700
Local Total Cost Amount
1122478.92
Local Unrealized Gain Loss
-318778.92
Local Accrued Interest
1687.5
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
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: DELL INT LLC / EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELL INT LLC / EMC CORP
Security Description
6.02% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
6.02
Original Face
0
Shares Par Value
3275000.00
Base Market Value
3399319.00
Base Total Cost
3937435
Base Unrealized Gain Loss
-538116
Base Accrued Interest
8762.44
Local Market Value
3399319
Local Total Cost Amount
3937435
Local Unrealized Gain Loss
-538116
Local Accrued Interest
8762.44
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
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: DELL INT LLC / EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELL INT LLC / EMC CORP
Security Description
6.02% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
6.02
Original Face
0
Shares Par Value
596000.00
Base Market Value
618624.16
Base Total Cost
707106.32
Base Unrealized Gain Loss
-88482.16
Base Accrued Interest
1594.63
Local Market Value
618624.16
Local Total Cost Amount
707106.32
Local Unrealized Gain Loss
-88482.16
Local Accrued Interest
1594.63
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
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: DELL INT LLC / EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELL INT LLC / EMC CORP
Security Description
4.9% 01 Oct 2026
Maturity Date
2026-10-01T00:00:00.000
Interest Rate
4.9
Original Face
0
Shares Par Value
1930000.00
Base Market Value
1930694.80
Base Total Cost
2263195.2
Base Unrealized Gain Loss
-332500.4
Base Accrued Interest
23642.5
Local Market Value
1930694.8
Local Total Cost Amount
2263195.2
Local Unrealized Gain Loss
-332500.4
Local Accrued Interest
23642.5
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
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: DELL INT LLC / EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELL INT LLC / EMC CORP
Security Description
8.1% 15 Jul 2036
Maturity Date
2036-07-15T00:00:00.000
Interest Rate
8.1
Original Face
0
Shares Par Value
1765000.00
Base Market Value
2060249.20
Base Total Cost
2675993.8
Base Unrealized Gain Loss
-615744.6
Base Accrued Interest
65922.74
Local Market Value
2060249.2
Local Total Cost Amount
2675993.8
Local Unrealized Gain Loss
-615744.6
Local Accrued Interest
65922.74
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: DELL INT LLC / EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELL INT LLC / EMC CORP
Security Description
8.1% 15 Jul 2036
Maturity Date
2036-07-15T00:00:00.000
Interest Rate
8.1
Original Face
0
Shares Par Value
1245000.00
Base Market Value
1453263.60
Base Total Cost
1911909.15
Base Unrealized Gain Loss
-458645.55
Base Accrued Interest
46500.75
Local Market Value
1453263.6
Local Total Cost Amount
1911909.15
Local Unrealized Gain Loss
-458645.55
Local Accrued Interest
46500.75
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DELL INT LLC / EMC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELL INT LLC / EMC CORP
Security Description
8.35% 15 Jul 2046
Maturity Date
2046-07-15T00:00:00.000
Interest Rate
8.35
Original Face
0
Shares Par Value
480000.00
Base Market Value
597758.40
Base Total Cost
726459.05
Base Unrealized Gain Loss
-128700.65
Base Accrued Interest
18481.33
Local Market Value
597758.4
Local Total Cost Amount
726459.05
Local Unrealized Gain Loss
-128700.65
Local Accrued Interest
18481.33
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
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: DELTA AIR LINES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELTA AIR LINES INC
Security Description
3.8% 19 Apr 2023
Maturity Date
2023-04-19T00:00:00.000
Interest Rate
3.8
Original Face
0
Shares Par Value
200000.00
Base Market Value
198000.00
Base Total Cost
168312.5
Base Unrealized Gain Loss
29687.5
Base Accrued Interest
1520
Local Market Value
198000
Local Total Cost Amount
168312.5
Local Unrealized Gain Loss
29687.5
Local Accrued Interest
1520
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
Baa3
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: DELTA AIR LINES 2020 AA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELTA AIR LINES 2020 AA
Security Description
2% 10 Dec 2029
Maturity Date
2029-12-10T00:00:00.000
Interest Rate
2
Original Face
5780000
Shares Par Value
5088782.16
Base Market Value
4439300.89
Base Total Cost
5165135.94
Base Unrealized Gain Loss
-725835.05
Base Accrued Interest
5936.91
Local Market Value
4439300.89
Local Total Cost Amount
5165135.94
Local Unrealized Gain Loss
-725835.05
Local Accrued Interest
5936.91
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: DELTA AIR LINES 2020 AA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELTA AIR LINES 2020 AA
Security Description
2% 10 Dec 2029
Maturity Date
2029-12-10T00:00:00.000
Interest Rate
2
Original Face
375000
Shares Par Value
330154.55
Base Market Value
288016.92
Base Total Cost
330154.55
Base Unrealized Gain Loss
-42137.63
Base Accrued Interest
385.18
Local Market Value
288016.92
Local Total Cost Amount
330154.55
Local Unrealized Gain Loss
-42137.63
Local Accrued Interest
385.18
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
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: DELTA AIR LINES 2020 A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELTA AIR LINES 2020 A
Security Description
2.5% 10 Dec 2029
Maturity Date
2029-12-10T00:00:00.000
Interest Rate
2.5
Original Face
50000
Shares Par Value
40964.11
Base Market Value
35868.99
Base Total Cost
36641.59
Base Unrealized Gain Loss
-772.6
Base Accrued Interest
59.74
Local Market Value
35868.99
Local Total Cost Amount
36641.59
Local Unrealized Gain Loss
-772.6
Local Accrued Interest
59.74
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: DELTA AIR LINES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELTA AIR LINES INC
Security Description
7.375% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
845000.00
Base Market Value
843690.25
Base Total Cost
841713.42
Base Unrealized Gain Loss
1976.83
Base Accrued Interest
28735.85
Local Market Value
843690.25
Local Total Cost Amount
841713.42
Local Unrealized Gain Loss
1976.83
Local Accrued Interest
28735.85
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
Baa3
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: DELTA AIR LINES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELTA AIR LINES INC
Security Description
7.375% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
855000.00
Base Market Value
853674.75
Base Total Cost
931950
Base Unrealized Gain Loss
-78275.25
Base Accrued Interest
29075.94
Local Market Value
853674.75
Local Total Cost Amount
931950
Local Unrealized Gain Loss
-78275.25
Local Accrued Interest
29075.94
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
Baa3
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: DELTA AIR LINES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELTA AIR LINES INC
Security Description
7.375% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
525000.00
Base Market Value
524186.25
Base Total Cost
548693.25
Base Unrealized Gain Loss
-24507
Base Accrued Interest
17853.64
Local Market Value
524186.25
Local Total Cost Amount
548693.25
Local Unrealized Gain Loss
-24507
Local Accrued Interest
17853.64
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
Baa3
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: DELTA AIR LINES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELTA AIR LINES INC
Security Description
7.375% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
125000.00
Base Market Value
124806.25
Base Total Cost
124982.5
Base Unrealized Gain Loss
-176.25
Base Accrued Interest
4250.86
Local Market Value
124806.25
Local Total Cost Amount
124982.5
Local Unrealized Gain Loss
-176.25
Local Accrued Interest
4250.86
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
Baa3
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: SKYMILES IP LTD.
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SKYMILES IP LTD.
Security Description
1% 20 Oct 2027
Maturity Date
2027-10-20T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
655000.00
Base Market Value
652543.75
Base Total Cost
687750
Base Unrealized Gain Loss
-35206.25
Base Accrued Interest
0
Local Market Value
652543.75
Local Total Cost Amount
687750
Local Unrealized Gain Loss
-35206.25
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: DELTA AIR LINES 2015 1A
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELTA AIR LINES 2015 1A
Security Description
3.875% 30 Jan 2029
Maturity Date
2029-01-30T00:00:00.000
Interest Rate
3.875
Original Face
730000
Shares Par Value
523566.68
Base Market Value
480478.14
Base Total Cost
551053.93
Base Unrealized Gain Loss
-70575.79
Base Accrued Interest
8509.77
Local Market Value
480478.14
Local Total Cost Amount
551053.93
Local Unrealized Gain Loss
-70575.79
Local Accrued Interest
8509.77
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
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: DELTA AIR LINES 2019 1AA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELTA AIR LINES 2019 1AA
Security Description
3.204% 25 Oct 2025
Maturity Date
2025-10-25T00:00:00.000
Interest Rate
3.204
Original Face
0
Shares Par Value
1505000.00
Base Market Value
1454739.32
Base Total Cost
1568067.5
Base Unrealized Gain Loss
-113328.18
Base Accrued Interest
8840.37
Local Market Value
1454739.32
Local Total Cost Amount
1568067.5
Local Unrealized Gain Loss
-113328.18
Local Accrued Interest
8840.37
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
A1
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: DELUXE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DELUXE CORP
Security Description
8% 01 Jun 2029
Maturity Date
2029-06-01T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
1960000.00
Base Market Value
1597400.00
Base Total Cost
1995776
Base Unrealized Gain Loss
-398376
Base Accrued Interest
13066.66
Local Market Value
1597400
Local Total Cost Amount
1995776
Local Unrealized Gain Loss
-398376
Local Accrued Interest
13066.66
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
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: DENTSPLY SIRONA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DENTSPLY SIRONA INC
Security Description
3.25% 01 Jun 2030
Maturity Date
2030-06-01T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
375000.00
Base Market Value
316515.00
Base Total Cost
389757
Base Unrealized Gain Loss
-73242
Base Accrued Interest
1015.63
Local Market Value
316515
Local Total Cost Amount
389757
Local Unrealized Gain Loss
-73242
Local Accrued Interest
1015.63
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
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: DEUTSCHE BANK NY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DEUTSCHE BANK NY
Security Description
1% 18 Sep 2024
Maturity Date
2024-09-18T00:00:00.000
Interest Rate
2.222
Original Face
0
Shares Par Value
2183000.00
Base Market Value
2104652.13
Base Total Cost
2238906.63
Base Unrealized Gain Loss
-134254.5
Base Accrued Interest
13878.18
Local Market Value
2104652.13
Local Total Cost Amount
2238906.63
Local Unrealized Gain Loss
-134254.5
Local Accrued Interest
13878.18
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
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: DEUTSCHE BANK NY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DEUTSCHE BANK NY
Security Description
1% 18 Sep 2024
Maturity Date
2024-09-18T00:00:00.000
Interest Rate
2.222
Original Face
0
Shares Par Value
1500000.00
Base Market Value
1446165.00
Base Total Cost
1532205
Base Unrealized Gain Loss
-86040
Base Accrued Interest
9536.08
Local Market Value
1446165
Local Total Cost Amount
1532205
Local Unrealized Gain Loss
-86040
Local Accrued Interest
9536.08
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
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: DEUTSCHE BANK NY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DEUTSCHE BANK NY
Security Description
1% 24 Nov 2026
Maturity Date
2026-11-24T00:00:00.000
Interest Rate
2.129
Original Face
0
Shares Par Value
605000.00
Base Market Value
537161.35
Base Total Cost
611909.1
Base Unrealized Gain Loss
-74747.75
Base Accrued Interest
1323.83
Local Market Value
537161.35
Local Total Cost Amount
611909.1
Local Unrealized Gain Loss
-74747.75
Local Accrued Interest
1323.83
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: DEUTSCHE BANK NY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DEUTSCHE BANK NY
Security Description
1% 14 Jan 2032
Maturity Date
2032-01-14T00:00:00.000
Interest Rate
3.729
Original Face
0
Shares Par Value
760000.00
Base Market Value
571360.40
Base Total Cost
782389.6
Base Unrealized Gain Loss
-211029.2
Base Accrued Interest
13146.79
Local Market Value
571360.4
Local Total Cost Amount
782389.6
Local Unrealized Gain Loss
-211029.2
Local Accrued Interest
13146.79
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
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: DEUTSCHE BANK NY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DEUTSCHE BANK NY
Security Description
1% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
1.447
Original Face
0
Shares Par Value
1380000.00
Base Market Value
1289554.80
Base Total Cost
1386748.2
Base Unrealized Gain Loss
-97193.4
Base Accrued Interest
4992.15
Local Market Value
1289554.8
Local Total Cost Amount
1386748.2
Local Unrealized Gain Loss
-97193.4
Local Accrued Interest
4992.15
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
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: DEUTSCHE BANK NY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DEUTSCHE BANK NY
Security Description
1% 16 Nov 2027
Maturity Date
2027-11-16T00:00:00.000
Interest Rate
2.311
Original Face
0
Shares Par Value
1415000.00
Base Market Value
1221116.70
Base Total Cost
1415000
Base Unrealized Gain Loss
-193883.3
Base Accrued Interest
4087.58
Local Market Value
1221116.7
Local Total Cost Amount
1415000
Local Unrealized Gain Loss
-193883.3
Local Accrued Interest
4087.58
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
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: DEUTSCHE BANK NY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DEUTSCHE BANK NY
Security Description
1% 07 Jan 2033
Maturity Date
2033-01-07T00:00:00.000
Interest Rate
3.742
Original Face
0
Shares Par Value
2754000.00
Base Market Value
2004664.14
Base Total Cost
2732986.98
Base Unrealized Gain Loss
-728322.84
Base Accrued Interest
49809.76
Local Market Value
2004664.14
Local Total Cost Amount
2732986.98
Local Unrealized Gain Loss
-728322.84
Local Accrued Interest
49809.76
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
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: DEUTSCHE BANK NY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DEUTSCHE BANK NY
Security Description
1% 07 Jan 2033
Maturity Date
2033-01-07T00:00:00.000
Interest Rate
3.742
Original Face
0
Shares Par Value
896000.00
Base Market Value
652207.36
Base Total Cost
896000
Base Unrealized Gain Loss
-243792.64
Base Accrued Interest
16205.35
Local Market Value
652207.36
Local Total Cost Amount
896000
Local Unrealized Gain Loss
-243792.64
Local Accrued Interest
16205.35
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
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: DEXCOM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DEXCOM INC
Security Description
0.25% 15 Nov 2025
Maturity Date
2025-11-15T00:00:00.000
Interest Rate
0.25
Original Face
0
Shares Par Value
13460000.00
Base Market Value
12315900.00
Base Total Cost
13785744.49
Base Unrealized Gain Loss
-1469844.49
Base Accrued Interest
4299.71
Local Market Value
12315900
Local Total Cost Amount
13785744.49
Local Unrealized Gain Loss
-1469844.49
Local Accrued Interest
4299.71
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: DIAGEO CAPITAL PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DIAGEO CAPITAL PLC
Security Description
2.125% 24 Oct 2024
Maturity Date
2024-10-24T00:00:00.000
Interest Rate
2.125
Original Face
0
Shares Par Value
2052000.00
Base Market Value
1979400.24
Base Total Cost
2125810.44
Base Unrealized Gain Loss
-146410.2
Base Accrued Interest
8115.38
Local Market Value
1979400.24
Local Total Cost Amount
2125810.44
Local Unrealized Gain Loss
-146410.2
Local Accrued Interest
8115.38
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
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: DIAMOND BC BV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DIAMOND BC BV
Security Description
4.625% 01 Oct 2029
Maturity Date
2029-10-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
715000.00
Base Market Value
571785.50
Base Total Cost
722399.42
Base Unrealized Gain Loss
-150613.92
Base Accrued Interest
8267.18
Local Market Value
571785.5
Local Total Cost Amount
722399.42
Local Unrealized Gain Loss
-150613.92
Local Accrued Interest
8267.18
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
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: DIAMOND BC BV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DIAMOND BC BV
Security Description
4.625% 01 Oct 2029
Maturity Date
2029-10-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
2495000.00
Base Market Value
1995251.50
Base Total Cost
2523225
Base Unrealized Gain Loss
-527973.5
Base Accrued Interest
28848.43
Local Market Value
1995251.5
Local Total Cost Amount
2523225
Local Unrealized Gain Loss
-527973.5
Local Accrued Interest
28848.43
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
Caa1
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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