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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: FEDEX 2020 1 CLASS AA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDEX 2020 1 CLASS AA
Security Description
1.875% 20 Aug 2035
Maturity Date
2035-08-20T00:00:00.000
Interest Rate
1.875
Original Face
695000
Shares Par Value
639254.80
Base Market Value
554559.04
Base Total Cost
639888.58
Base Unrealized Gain Loss
-85329.54
Base Accrued Interest
4361.55
Local Market Value
554559.04
Local Total Cost Amount
639888.58
Local Unrealized Gain Loss
-85329.54
Local Accrued Interest
4361.55
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
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: FERRELLGAS LP/FERRELLGAS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FERRELLGAS LP/FERRELLGAS
Security Description
5.375% 01 Apr 2026
Maturity Date
2026-04-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
2465000.00
Base Market Value
2140088.35
Base Total Cost
2234366.18
Base Unrealized Gain Loss
-94277.83
Base Accrued Interest
33123.41
Local Market Value
2140088.35
Local Total Cost Amount
2234366.18
Local Unrealized Gain Loss
-94277.83
Local Accrued Interest
33123.41
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
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: FERRELLGAS LP/FERRELLGAS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FERRELLGAS LP/FERRELLGAS
Security Description
5.375% 01 Apr 2026
Maturity Date
2026-04-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
702000.00
Base Market Value
609469.38
Base Total Cost
702000
Base Unrealized Gain Loss
-92530.62
Base Accrued Interest
9433.13
Local Market Value
609469.38
Local Total Cost Amount
702000
Local Unrealized Gain Loss
-92530.62
Local Accrued Interest
9433.13
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: FERRELLGAS LP/FERRELLGAS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FERRELLGAS LP/FERRELLGAS
Security Description
5.375% 01 Apr 2026
Maturity Date
2026-04-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
475000.00
Base Market Value
412390.25
Base Total Cost
475000
Base Unrealized Gain Loss
-62609.75
Base Accrued Interest
6382.81
Local Market Value
412390.25
Local Total Cost Amount
475000
Local Unrealized Gain Loss
-62609.75
Local Accrued Interest
6382.81
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: FERRELLGAS LP/FERRELLGAS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FERRELLGAS LP/FERRELLGAS
Security Description
5.375% 01 Apr 2026
Maturity Date
2026-04-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
2055000.00
Base Market Value
1784130.45
Base Total Cost
1917185
Base Unrealized Gain Loss
-133054.55
Base Accrued Interest
27614.05
Local Market Value
1784130.45
Local Total Cost Amount
1917185
Local Unrealized Gain Loss
-133054.55
Local Accrued Interest
27614.05
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: FERRELLGAS LP/FERRELLGAS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FERRELLGAS LP/FERRELLGAS
Security Description
5.875% 01 Apr 2029
Maturity Date
2029-04-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
575000.00
Base Market Value
466773.50
Base Total Cost
573437.5
Base Unrealized Gain Loss
-106664
Base Accrued Interest
8445.29
Local Market Value
466773.5
Local Total Cost Amount
573437.5
Local Unrealized Gain Loss
-106664
Local Accrued Interest
8445.29
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: FERTITTA ENTERTAINMENT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FERTITTA ENTERTAINMENT
Security Description
4.625% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
840000.00
Base Market Value
716100.00
Base Total Cost
778062.5
Base Unrealized Gain Loss
-61962.5
Base Accrued Interest
16619.16
Local Market Value
716100
Local Total Cost Amount
778062.5
Local Unrealized Gain Loss
-61962.5
Local Accrued Interest
16619.16
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: FERTITTA ENTERTAINMENT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FERTITTA ENTERTAINMENT
Security Description
4.625% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
399000.00
Base Market Value
340147.50
Base Total Cost
399000
Base Unrealized Gain Loss
-58852.5
Base Accrued Interest
7894.1
Local Market Value
340147.5
Local Total Cost Amount
399000
Local Unrealized Gain Loss
-58852.5
Local Accrued Interest
7894.1
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
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: FERTITTA ENTERTAINMENT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FERTITTA ENTERTAINMENT
Security Description
4.625% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
200000.00
Base Market Value
170500.00
Base Total Cost
197950
Base Unrealized Gain Loss
-27450
Base Accrued Interest
3956.94
Local Market Value
170500
Local Total Cost Amount
197950
Local Unrealized Gain Loss
-27450
Local Accrued Interest
3956.94
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
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: FERTITTA ENTERTAINMENT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FERTITTA ENTERTAINMENT
Security Description
6.75% 15 Jan 2030
Maturity Date
2030-01-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
850000.00
Base Market Value
652375.00
Base Total Cost
850000
Base Unrealized Gain Loss
-197625
Base Accrued Interest
24543.75
Local Market Value
652375
Local Total Cost Amount
850000
Local Unrealized Gain Loss
-197625
Local Accrued Interest
24543.75
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
Caa2
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: FERTITTA ENTERTAINMENT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FERTITTA ENTERTAINMENT
Security Description
6.75% 15 Jan 2030
Maturity Date
2030-01-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
1066000.00
Base Market Value
818155.00
Base Total Cost
1066000
Base Unrealized Gain Loss
-247845
Base Accrued Interest
30780.75
Local Market Value
818155
Local Total Cost Amount
1066000
Local Unrealized Gain Loss
-247845
Local Accrued Interest
30780.75
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
Caa2
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: FERTITTA ENTERTAINMENT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FERTITTA ENTERTAINMENT
Security Description
6.75% 15 Jan 2030
Maturity Date
2030-01-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
275000.00
Base Market Value
211062.50
Base Total Cost
272054.92
Base Unrealized Gain Loss
-60992.42
Base Accrued Interest
7940.63
Local Market Value
211062.5
Local Total Cost Amount
272054.92
Local Unrealized Gain Loss
-60992.42
Local Accrued Interest
7940.63
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
Caa2
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: FIDELITY + GUARANTY LIFE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIDELITY + GUARANTY LIFE
Security Description
5.5% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
189000.00
Base Market Value
192316.95
Base Total Cost
202230
Base Unrealized Gain Loss
-9913.05
Base Accrued Interest
1732.5
Local Market Value
192316.95
Local Total Cost Amount
202230
Local Unrealized Gain Loss
-9913.05
Local Accrued Interest
1732.5
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FIDELITY NATL INFO SERV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIDELITY NATL INFO SERV
Security Description
3.1% 01 Mar 2041
Maturity Date
2041-03-01T00:00:00.000
Interest Rate
3.1
Original Face
0
Shares Par Value
1616000.00
Base Market Value
1179195.20
Base Total Cost
1634336.41
Base Unrealized Gain Loss
-455141.21
Base Accrued Interest
16698.67
Local Market Value
1179195.2
Local Total Cost Amount
1634336.41
Local Unrealized Gain Loss
-455141.21
Local Accrued Interest
16698.67
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
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: FIRST AMERICAN FINANCIAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST AMERICAN FINANCIAL
Security Description
4.6% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
4.6
Original Face
0
Shares Par Value
5240000.00
Base Market Value
5221293.20
Base Total Cost
5321082.35
Base Unrealized Gain Loss
-99789.15
Base Accrued Interest
30799.55
Local Market Value
5221293.2
Local Total Cost Amount
5321082.35
Local Unrealized Gain Loss
-99789.15
Local Accrued Interest
30799.55
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: FIRST AMERICAN FINANCIAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST AMERICAN FINANCIAL
Security Description
2.4% 15 Aug 2031
Maturity Date
2031-08-15T00:00:00.000
Interest Rate
2.4
Original Face
0
Shares Par Value
500000.00
Base Market Value
385525.00
Base Total Cost
496874.5
Base Unrealized Gain Loss
-111349.5
Base Accrued Interest
4533.34
Local Market Value
385525
Local Total Cost Amount
496874.5
Local Unrealized Gain Loss
-111349.5
Local Accrued Interest
4533.34
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
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: FIRSTCASH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRSTCASH INC
Security Description
5.625% 01 Jan 2030
Maturity Date
2030-01-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
1075000.00
Base Market Value
928251.75
Base Total Cost
1070575
Base Unrealized Gain Loss
-142323.25
Base Accrued Interest
0
Local Market Value
928251.75
Local Total Cost Amount
1070575
Local Unrealized Gain Loss
-142323.25
Local Accrued Interest
0
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
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FIRSTCASH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRSTCASH INC
Security Description
5.625% 01 Jan 2030
Maturity Date
2030-01-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
150000.00
Base Market Value
129523.50
Base Total Cost
150000
Base Unrealized Gain Loss
-20476.5
Base Accrued Interest
0
Local Market Value
129523.5
Local Total Cost Amount
150000
Local Unrealized Gain Loss
-20476.5
Local Accrued Interest
0
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
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FIRSTCASH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRSTCASH INC
Security Description
5.625% 01 Jan 2030
Maturity Date
2030-01-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
752000.00
Base Market Value
649344.48
Base Total Cost
752000
Base Unrealized Gain Loss
-102655.52
Base Accrued Interest
0
Local Market Value
649344.48
Local Total Cost Amount
752000
Local Unrealized Gain Loss
-102655.52
Local Accrued Interest
0
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
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FIRST QUANTUM MINERALS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST QUANTUM MINERALS L
Security Description
7.5% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
218000.00
Base Market Value
206110.28
Base Total Cost
224540
Base Unrealized Gain Loss
-18429.72
Base Accrued Interest
4087.5
Local Market Value
206110.28
Local Total Cost Amount
224540
Local Unrealized Gain Loss
-18429.72
Local Accrued Interest
4087.5
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
WR
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: FIRST QUANTUM MINERALS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST QUANTUM MINERALS L
Security Description
6.5% 01 Mar 2024
Maturity Date
2024-03-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
690000.00
Base Market Value
662765.70
Base Total Cost
681375
Base Unrealized Gain Loss
-18609.3
Base Accrued Interest
14950
Local Market Value
662765.7
Local Total Cost Amount
681375
Local Unrealized Gain Loss
-18609.3
Local Accrued Interest
14950
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
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: FIRST QUANTUM MINERALS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST QUANTUM MINERALS L
Security Description
6.875% 01 Mar 2026
Maturity Date
2026-03-01T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
388000.00
Base Market Value
357348.00
Base Total Cost
383150
Base Unrealized Gain Loss
-25802
Base Accrued Interest
8891.67
Local Market Value
357348
Local Total Cost Amount
383150
Local Unrealized Gain Loss
-25802
Local Accrued Interest
8891.67
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
CANADIAN
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: FIRST QUANTUM MINERALS L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST QUANTUM MINERALS L
Security Description
6.875% 15 Oct 2027
Maturity Date
2027-10-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
700000.00
Base Market Value
625842.00
Base Total Cost
746050
Base Unrealized Gain Loss
-120208
Base Accrued Interest
10159.72
Local Market Value
625842
Local Total Cost Amount
746050
Local Unrealized Gain Loss
-120208
Local Accrued Interest
10159.72
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
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: FRST STU BID/FRST TRANS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FRST STU BID/FRST TRANS
Security Description
4% 31 Jul 2029
Maturity Date
2029-07-31T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
125000.00
Base Market Value
99973.75
Base Total Cost
125000
Base Unrealized Gain Loss
-25026.25
Base Accrued Interest
2083.33
Local Market Value
99973.75
Local Total Cost Amount
125000
Local Unrealized Gain Loss
-25026.25
Local Accrued Interest
2083.33
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: FIRST HORIZON BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST HORIZON BANK
Security Description
5.75% 01 May 2030
Maturity Date
2030-05-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
3555000.00
Base Market Value
3649065.30
Base Total Cost
4417016.4
Base Unrealized Gain Loss
-767951.1
Base Accrued Interest
34068.75
Local Market Value
3649065.3
Local Total Cost Amount
4417016.4
Local Unrealized Gain Loss
-767951.1
Local Accrued Interest
34068.75
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
FINANCE
Moody S Quality Rating
Baa3
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: FIRSTCASH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRSTCASH INC
Security Description
4.625% 01 Sep 2028
Maturity Date
2028-09-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
1625000.00
Base Market Value
1403350.00
Base Total Cost
1659343.75
Base Unrealized Gain Loss
-255993.75
Base Accrued Interest
25052.08
Local Market Value
1403350
Local Total Cost Amount
1659343.75
Local Unrealized Gain Loss
-255993.75
Local Accrued Interest
25052.08
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FIRSTCASH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRSTCASH INC
Security Description
4.625% 01 Sep 2028
Maturity Date
2028-09-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
225000.00
Base Market Value
194310.00
Base Total Cost
225000
Base Unrealized Gain Loss
-30690
Base Accrued Interest
3468.75
Local Market Value
194310
Local Total Cost Amount
225000
Local Unrealized Gain Loss
-30690
Local Accrued Interest
3468.75
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
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FIRSTCASH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRSTCASH INC
Security Description
4.625% 01 Sep 2028
Maturity Date
2028-09-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
1801000.00
Base Market Value
1555343.60
Base Total Cost
1847460
Base Unrealized Gain Loss
-292116.4
Base Accrued Interest
27765.4
Local Market Value
1555343.6
Local Total Cost Amount
1847460
Local Unrealized Gain Loss
-292116.4
Local Accrued Interest
27765.4
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FIRSTKEY HOMES TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRSTKEY HOMES TRUST
Security Description
1.266% 19 Oct 2037
Maturity Date
2037-10-19T00:00:00.000
Interest Rate
1.266
Original Face
1655000
Shares Par Value
1643296.30
Base Market Value
1513879.98
Base Total Cost
1643283.32
Base Unrealized Gain Loss
-129403.34
Base Accrued Interest
0
Local Market Value
1513879.98
Local Total Cost Amount
1643283.32
Local Unrealized Gain Loss
-129403.34
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
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: FISERV INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FISERV INC
Security Description
4.4% 01 Jul 2049
Maturity Date
2049-07-01T00:00:00.000
Interest Rate
4.4
Original Face
0
Shares Par Value
715000.00
Base Market Value
614478.15
Base Total Cost
860075.25
Base Unrealized Gain Loss
-245597.1
Base Accrued Interest
0
Local Market Value
614478.15
Local Total Cost Amount
860075.25
Local Unrealized Gain Loss
-245597.1
Local Accrued Interest
0
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: FIVE9 INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIVE9 INC
Security Description
0.5% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
0.5
Original Face
0
Shares Par Value
6227000.00
Base Market Value
6074438.50
Base Total Cost
6180655.31
Base Unrealized Gain Loss
-106216.81
Base Accrued Interest
2594.59
Local Market Value
6074438.5
Local Total Cost Amount
6180655.31
Local Unrealized Gain Loss
-106216.81
Local Accrued Interest
2594.59
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: FLAGSTAR MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FLAGSTAR MORTGAGE TRUST
Security Description
1% 25 Sep 2041
Maturity Date
2041-09-25T00:00:00.000
Interest Rate
2.5
Original Face
815000
Shares Par Value
729848.34
Base Market Value
667394.12
Base Total Cost
753910.52
Base Unrealized Gain Loss
-86516.4
Base Accrued Interest
0
Local Market Value
667394.12
Local Total Cost Amount
753910.52
Local Unrealized Gain Loss
-86516.4
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: FLAGSTAR MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FLAGSTAR MORTGAGE TRUST
Security Description
1% 25 Jul 2051
Maturity Date
2051-07-25T00:00:00.000
Interest Rate
2.5
Original Face
2445000
Shares Par Value
2021430.61
Base Market Value
1858244.76
Base Total Cost
2064701.96
Base Unrealized Gain Loss
-206457.2
Base Accrued Interest
0
Local Market Value
1858244.76
Local Total Cost Amount
2064701.96
Local Unrealized Gain Loss
-206457.2
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: FLAGSTAR MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FLAGSTAR MORTGAGE TRUST
Security Description
1% 25 Jun 2051
Maturity Date
2051-06-25T00:00:00.000
Interest Rate
2.5
Original Face
2930000
Shares Par Value
2495165.55
Base Market Value
2275571.02
Base Total Cost
2565342.08
Base Unrealized Gain Loss
-289771.06
Base Accrued Interest
0
Local Market Value
2275571.02
Local Total Cost Amount
2565342.08
Local Unrealized Gain Loss
-289771.06
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: FLEETBOSTON FINL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FLEETBOSTON FINL CORP
Security Description
6.7% 15 Jul 2028
Maturity Date
2028-07-15T00:00:00.000
Interest Rate
6.7
Original Face
0
Shares Par Value
995000.00
Base Market Value
1088878.25
Base Total Cost
1284425.6
Base Unrealized Gain Loss
-195547.35
Base Accrued Interest
30739.97
Local Market Value
1088878.25
Local Total Cost Amount
1284425.6
Local Unrealized Gain Loss
-195547.35
Local Accrued Interest
30739.97
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FLEX LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FLEX LTD
Security Description
4.875% 12 May 2030
Maturity Date
2030-05-12T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
500000.00
Base Market Value
475920.00
Base Total Cost
575559
Base Unrealized Gain Loss
-99639
Base Accrued Interest
3317.71
Local Market Value
475920
Local Total Cost Amount
575559
Local Unrealized Gain Loss
-99639
Local Accrued Interest
3317.71
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: FLEX INTERMEDIATE HOLDCO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FLEX INTERMEDIATE HOLDCO
Security Description
3.363% 30 Jun 2031
Maturity Date
2031-06-30T00:00:00.000
Interest Rate
3.363
Original Face
0
Shares Par Value
150000.00
Base Market Value
122478.00
Base Total Cost
149995.5
Base Unrealized Gain Loss
-27517.5
Base Accrued Interest
14.01
Local Market Value
122478
Local Total Cost Amount
149995.5
Local Unrealized Gain Loss
-27517.5
Local Accrued Interest
14.01
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
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: FLORIDA POWER + LIGHT CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FLORIDA POWER + LIGHT CO
Security Description
5.95% 01 Oct 2033
Maturity Date
2033-10-01T00:00:00.000
Interest Rate
5.95
Original Face
0
Shares Par Value
270000.00
Base Market Value
302826.60
Base Total Cost
377624.7
Base Unrealized Gain Loss
-74798.1
Base Accrued Interest
4016.25
Local Market Value
302826.6
Local Total Cost Amount
377624.7
Local Unrealized Gain Loss
-74798.1
Local Accrued Interest
4016.25
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
ELECTRIC/GAS
Moody S Quality Rating
Aa2
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: FLORIDA POWER + LIGHT CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FLORIDA POWER + LIGHT CO
Security Description
5.4% 01 Sep 2035
Maturity Date
2035-09-01T00:00:00.000
Interest Rate
5.4
Original Face
0
Shares Par Value
540000.00
Base Market Value
575488.80
Base Total Cost
713647.8
Base Unrealized Gain Loss
-138159
Base Accrued Interest
9720
Local Market Value
575488.8
Local Total Cost Amount
713647.8
Local Unrealized Gain Loss
-138159
Local Accrued Interest
9720
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
Aa2
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: FLORIDA POWER + LIGHT CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FLORIDA POWER + LIGHT CO
Security Description
5.25% 01 Feb 2041
Interest Rate
5.25
Original Face
0
Shares Par Value
495000.00
Base Market Value
523937.70
Base Total Cost
688401.45
Base Unrealized Gain Loss
-164463.75
Base Accrued Interest
10828.13
Local Market Value
523937.7
Local Total Cost Amount
688401.45
Local Unrealized Gain Loss
-164463.75
Local Accrued Interest
10828.13
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
Aa2
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: FLORIDA POWER + LIGHT CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FLORIDA POWER + LIGHT CO
Security Description
4.125% 01 Feb 2042
Interest Rate
4.125
Original Face
0
Shares Par Value
975000.00
Base Market Value
916821.75
Base Total Cost
1211037.75
Base Unrealized Gain Loss
-294216
Base Accrued Interest
16757.82
Local Market Value
916821.75
Local Total Cost Amount
1211037.75
Local Unrealized Gain Loss
-294216
Local Accrued Interest
16757.82
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
Aa2
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: FLORIDA POWER + LIGHT CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FLORIDA POWER + LIGHT CO
Security Description
3.99% 01 Mar 2049
Maturity Date
2049-03-01T00:00:00.000
Interest Rate
3.99
Original Face
0
Shares Par Value
438000.00
Base Market Value
399088.08
Base Total Cost
540224.26
Base Unrealized Gain Loss
-141136.18
Base Accrued Interest
5825.4
Local Market Value
399088.08
Local Total Cost Amount
540224.26
Local Unrealized Gain Loss
-141136.18
Local Accrued Interest
5825.4
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
Aa2
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: FLORIDA POWER + LIGHT CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FLORIDA POWER + LIGHT CO
Security Description
3.15% 01 Oct 2049
Maturity Date
2049-10-01T00:00:00.000
Interest Rate
3.15
Original Face
0
Shares Par Value
825000.00
Base Market Value
655256.25
Base Total Cost
891090.75
Base Unrealized Gain Loss
-235834.5
Base Accrued Interest
6496.88
Local Market Value
655256.25
Local Total Cost Amount
891090.75
Local Unrealized Gain Loss
-235834.5
Local Accrued Interest
6496.88
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Aa2
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: FLORIDA POWER + LIGHT CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FLORIDA POWER + LIGHT CO
Security Description
2.875% 04 Dec 2051
Maturity Date
2051-12-04T00:00:00.000
Interest Rate
2.875
Original Face
0
Shares Par Value
1570000.00
Base Market Value
1167420.60
Base Total Cost
1571242.5
Base Unrealized Gain Loss
-403821.9
Base Accrued Interest
3385.3
Local Market Value
1167420.6
Local Total Cost Amount
1571242.5
Local Unrealized Gain Loss
-403821.9
Local Accrued Interest
3385.3
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
Aa2
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: DUKE ENERGY FLORIDA LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DUKE ENERGY FLORIDA LLC
Security Description
5.9% 01 Mar 2033
Maturity Date
2033-03-01T00:00:00.000
Interest Rate
5.9
Original Face
0
Shares Par Value
1540000.00
Base Market Value
1713712.00
Base Total Cost
2002446.6
Base Unrealized Gain Loss
-288734.6
Base Accrued Interest
30286.67
Local Market Value
1713712
Local Total Cost Amount
2002446.6
Local Unrealized Gain Loss
-288734.6
Local Accrued Interest
30286.67
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
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: DUKE ENERGY FLORIDA LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DUKE ENERGY FLORIDA LLC
Security Description
3.85% 15 Nov 2042
Maturity Date
2042-11-15T00:00:00.000
Interest Rate
3.85
Original Face
0
Shares Par Value
540000.00
Base Market Value
467019.00
Base Total Cost
614919.6
Base Unrealized Gain Loss
-147900.6
Base Accrued Interest
2656.5
Local Market Value
467019
Local Total Cost Amount
614919.6
Local Unrealized Gain Loss
-147900.6
Local Accrued Interest
2656.5
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
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: FLOWSERVE CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FLOWSERVE CORPORATION
Security Description
2.8% 15 Jan 2032
Maturity Date
2032-01-15T00:00:00.000
Interest Rate
2.8
Original Face
0
Shares Par Value
600000.00
Base Market Value
472572.00
Base Total Cost
597936
Base Unrealized Gain Loss
-125364
Base Accrued Interest
7746.67
Local Market Value
472572
Local Total Cost Amount
597936
Local Unrealized Gain Loss
-125364
Local Accrued Interest
7746.67
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
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: FOCUS BRANDS FUNDING LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FOCUS BRANDS FUNDING LLC
Security Description
5.184% 30 Oct 2048
Maturity Date
2048-10-30T00:00:00.000
Interest Rate
5.184
Original Face
4120000
Shares Par Value
3975800.00
Base Market Value
3819248.90
Base Total Cost
3975800
Base Unrealized Gain Loss
-156551.1
Base Accrued Interest
34923.43
Local Market Value
3819248.9
Local Total Cost Amount
3975800
Local Unrealized Gain Loss
-156551.1
Local Accrued Interest
34923.43
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
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: FOCUS BRANDS FUNDING LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FOCUS BRANDS FUNDING LLC
Security Description
3.857% 30 Apr 2047
Maturity Date
2047-04-30T00:00:00.000
Interest Rate
3.857
Original Face
1088587
Shares Par Value
1074449.51
Base Market Value
1033534.47
Base Total Cost
1014012.22
Base Unrealized Gain Loss
19522.25
Base Accrued Interest
7022.04
Local Market Value
1033534.47
Local Total Cost Amount
1014012.22
Local Unrealized Gain Loss
19522.25
Local Accrued Interest
7022.04
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
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: FOOT LOCKER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FOOT LOCKER INC
Security Description
4% 01 Oct 2029
Maturity Date
2029-10-01T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
690000.00
Base Market Value
521840.10
Base Total Cost
690000
Base Unrealized Gain Loss
-168159.9
Base Accrued Interest
6900
Local Market Value
521840.1
Local Total Cost Amount
690000
Local Unrealized Gain Loss
-168159.9
Local Accrued Interest
6900
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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