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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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
3.375% 13 Nov 2025
Maturity Date
2025-11-13T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
1235000.00
Base Market Value
1112080.45
Base Total Cost
1114587.5
Base Unrealized Gain Loss
-2507.05
Base Accrued Interest
5641.88
Local Market Value
1112080.45
Local Total Cost Amount
1114587.5
Local Unrealized Gain Loss
-2507.05
Local Accrued Interest
5641.88
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
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
3.375% 13 Nov 2025
Maturity Date
2025-11-13T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
400000.00
Base Market Value
360188.00
Base Total Cost
407616
Base Unrealized Gain Loss
-47428
Base Accrued Interest
1800
Local Market Value
360188
Local Total Cost Amount
407616
Local Unrealized Gain Loss
-47428
Local Accrued Interest
1800
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
4% 13 Nov 2030
Maturity Date
2030-11-13T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
1447000.00
Base Market Value
1172431.75
Base Total Cost
1470513.75
Base Unrealized Gain Loss
-298082
Base Accrued Interest
7717.33
Local Market Value
1172431.75
Local Total Cost Amount
1470513.75
Local Unrealized Gain Loss
-298082
Local Accrued Interest
7717.33
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
4% 13 Nov 2030
Maturity Date
2030-11-13T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
775000.00
Base Market Value
627943.75
Base Total Cost
831187.5
Base Unrealized Gain Loss
-203243.75
Base Accrued Interest
4133.33
Local Market Value
627943.75
Local Total Cost Amount
831187.5
Local Unrealized Gain Loss
-203243.75
Local Accrued Interest
4133.33
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
4% 13 Nov 2030
Maturity Date
2030-11-13T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
217000.00
Base Market Value
175824.25
Base Total Cost
217000
Base Unrealized Gain Loss
-41175.75
Base Accrued Interest
1157.33
Local Market Value
175824.25
Local Total Cost Amount
217000
Local Unrealized Gain Loss
-41175.75
Local Accrued Interest
1157.33
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
4% 13 Nov 2030
Maturity Date
2030-11-13T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
500000.00
Base Market Value
405125.00
Base Total Cost
489414
Base Unrealized Gain Loss
-84289
Base Accrued Interest
2666.67
Local Market Value
405125
Local Total Cost Amount
489414
Local Unrealized Gain Loss
-84289
Local Accrued Interest
2666.67
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
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
4% 13 Nov 2030
Maturity Date
2030-11-13T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
481000.00
Base Market Value
389730.25
Base Total Cost
481000
Base Unrealized Gain Loss
-91269.75
Base Accrued Interest
2565.33
Local Market Value
389730.25
Local Total Cost Amount
481000
Local Unrealized Gain Loss
-91269.75
Local Accrued Interest
2565.33
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
4% 13 Nov 2030
Maturity Date
2030-11-13T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
200000.00
Base Market Value
162050.00
Base Total Cost
197500
Base Unrealized Gain Loss
-35450
Base Accrued Interest
1066.67
Local Market Value
162050
Local Total Cost Amount
197500
Local Unrealized Gain Loss
-35450
Local Accrued Interest
1066.67
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
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
2.9% 16 Feb 2028
Maturity Date
2028-02-16T00:00:00.000
Interest Rate
2.9
Original Face
0
Shares Par Value
300000.00
Base Market Value
241728.00
Base Total Cost
300000
Base Unrealized Gain Loss
-58272
Base Accrued Interest
3262.5
Local Market Value
241728
Local Total Cost Amount
300000
Local Unrealized Gain Loss
-58272
Local Accrued Interest
3262.5
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
2.9% 16 Feb 2028
Maturity Date
2028-02-16T00:00:00.000
Interest Rate
2.9
Original Face
0
Shares Par Value
208000.00
Base Market Value
167598.08
Base Total Cost
208000
Base Unrealized Gain Loss
-40401.92
Base Accrued Interest
2262
Local Market Value
167598.08
Local Total Cost Amount
208000
Local Unrealized Gain Loss
-40401.92
Local Accrued Interest
2262
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: FORD MOTOR CREDI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDI
Security Description
3.625% 17 Jun 2031
Maturity Date
2031-06-17T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
381000.00
Base Market Value
295275.00
Base Total Cost
381000
Base Unrealized Gain Loss
-85725
Base Accrued Interest
537.1
Local Market Value
295275
Local Total Cost Amount
381000
Local Unrealized Gain Loss
-85725
Local Accrued Interest
537.1
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
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: FORD MOTOR CREDI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDI
Security Description
3.625% 17 Jun 2031
Maturity Date
2031-06-17T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
671000.00
Base Market Value
520025.00
Base Total Cost
688008.75
Base Unrealized Gain Loss
-167983.75
Base Accrued Interest
945.91
Local Market Value
520025
Local Total Cost Amount
688008.75
Local Unrealized Gain Loss
-167983.75
Local Accrued Interest
945.91
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
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: FORD MOTOR CREDI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDI
Security Description
3.625% 17 Jun 2031
Maturity Date
2031-06-17T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
400000.00
Base Market Value
310000.00
Base Total Cost
400000
Base Unrealized Gain Loss
-90000
Base Accrued Interest
563.89
Local Market Value
310000
Local Total Cost Amount
400000
Local Unrealized Gain Loss
-90000
Local Accrued Interest
563.89
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
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
2.7% 10 Aug 2026
Maturity Date
2026-08-10T00:00:00.000
Interest Rate
2.7
Original Face
0
Shares Par Value
200000.00
Base Market Value
170430.00
Base Total Cost
191656
Base Unrealized Gain Loss
-21226
Base Accrued Interest
2115
Local Market Value
170430
Local Total Cost Amount
191656
Local Unrealized Gain Loss
-21226
Local Accrued Interest
2115
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
2.7% 10 Aug 2026
Maturity Date
2026-08-10T00:00:00.000
Interest Rate
2.7
Original Face
0
Shares Par Value
800000.00
Base Market Value
681720.00
Base Total Cost
770996
Base Unrealized Gain Loss
-89276
Base Accrued Interest
8460
Local Market Value
681720
Local Total Cost Amount
770996
Local Unrealized Gain Loss
-89276
Local Accrued Interest
8460
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
2.7% 10 Aug 2026
Maturity Date
2026-08-10T00:00:00.000
Interest Rate
2.7
Original Face
0
Shares Par Value
200000.00
Base Market Value
170430.00
Base Total Cost
200000
Base Unrealized Gain Loss
-29570
Base Accrued Interest
2115
Local Market Value
170430
Local Total Cost Amount
200000
Local Unrealized Gain Loss
-29570
Local Accrued Interest
2115
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
2.3% 10 Feb 2025
Maturity Date
2025-02-10T00:00:00.000
Interest Rate
2.3
Original Face
0
Shares Par Value
400000.00
Base Market Value
359160.00
Base Total Cost
399996
Base Unrealized Gain Loss
-40836
Base Accrued Interest
4370
Local Market Value
359160
Local Total Cost Amount
399996
Local Unrealized Gain Loss
-40836
Local Accrued Interest
4370
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
4.95% 28 May 2027
Maturity Date
2027-05-28T00:00:00.000
Interest Rate
4.95
Original Face
0
Shares Par Value
1320000.00
Base Market Value
1225950.00
Base Total Cost
1319828.4
Base Unrealized Gain Loss
-93878.4
Base Accrued Interest
16879.5
Local Market Value
1225950
Local Total Cost Amount
1319828.4
Local Unrealized Gain Loss
-93878.4
Local Accrued Interest
16879.5
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
4.95% 28 May 2027
Maturity Date
2027-05-28T00:00:00.000
Interest Rate
4.95
Original Face
0
Shares Par Value
265000.00
Base Market Value
246118.75
Base Total Cost
246450
Base Unrealized Gain Loss
-331.25
Base Accrued Interest
3388.69
Local Market Value
246118.75
Local Total Cost Amount
246450
Local Unrealized Gain Loss
-331.25
Local Accrued Interest
3388.69
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
4.95% 28 May 2027
Maturity Date
2027-05-28T00:00:00.000
Interest Rate
4.95
Original Face
0
Shares Par Value
611000.00
Base Market Value
567466.25
Base Total Cost
610920.57
Base Unrealized Gain Loss
-43454.32
Base Accrued Interest
7813.16
Local Market Value
567466.25
Local Total Cost Amount
610920.57
Local Unrealized Gain Loss
-43454.32
Local Accrued Interest
7813.16
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
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
4.25% 20 Sep 2022
Maturity Date
2022-09-20T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
247000.00
Base Market Value
246459.07
Base Total Cost
221065
Base Unrealized Gain Loss
25394.07
Base Accrued Interest
2945.13
Local Market Value
246459.07
Local Total Cost Amount
221065
Local Unrealized Gain Loss
25394.07
Local Accrued Interest
2945.13
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
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
4.134% 04 Aug 2025
Maturity Date
2025-08-04T00:00:00.000
Interest Rate
4.134
Original Face
0
Shares Par Value
200000.00
Base Market Value
189438.00
Base Total Cost
164000
Base Unrealized Gain Loss
25438
Base Accrued Interest
3376.1
Local Market Value
189438
Local Total Cost Amount
164000
Local Unrealized Gain Loss
25438
Local Accrued Interest
3376.1
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
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
4.389% 08 Jan 2026
Maturity Date
2026-01-08T00:00:00.000
Interest Rate
4.389
Original Face
0
Shares Par Value
955000.00
Base Market Value
879612.30
Base Total Cost
931125
Base Unrealized Gain Loss
-51512.7
Base Accrued Interest
20142.46
Local Market Value
879612.3
Local Total Cost Amount
931125
Local Unrealized Gain Loss
-51512.7
Local Accrued Interest
20142.46
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
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
4.389% 08 Jan 2026
Maturity Date
2026-01-08T00:00:00.000
Interest Rate
4.389
Original Face
0
Shares Par Value
20000.00
Base Market Value
18421.20
Base Total Cost
17400
Base Unrealized Gain Loss
1021.2
Base Accrued Interest
421.83
Local Market Value
18421.2
Local Total Cost Amount
17400
Local Unrealized Gain Loss
1021.2
Local Accrued Interest
421.83
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
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
4.389% 08 Jan 2026
Maturity Date
2026-01-08T00:00:00.000
Interest Rate
4.389
Original Face
0
Shares Par Value
200000.00
Base Market Value
184212.00
Base Total Cost
190625
Base Unrealized Gain Loss
-6413
Base Accrued Interest
4218.32
Local Market Value
184212
Local Total Cost Amount
190625
Local Unrealized Gain Loss
-6413
Local Accrued Interest
4218.32
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
3.096% 04 May 2023
Maturity Date
2023-05-04T00:00:00.000
Interest Rate
3.096
Original Face
0
Shares Par Value
462000.00
Base Market Value
453425.28
Base Total Cost
400785
Base Unrealized Gain Loss
52640.28
Base Accrued Interest
2264.72
Local Market Value
453425.28
Local Total Cost Amount
400785
Local Unrealized Gain Loss
52640.28
Local Accrued Interest
2264.72
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
3.81% 09 Jan 2024
Maturity Date
2024-01-09T00:00:00.000
Interest Rate
3.81
Original Face
0
Shares Par Value
705000.00
Base Market Value
683991.00
Base Total Cost
698831.25
Base Unrealized Gain Loss
-14840.25
Base Accrued Interest
12833.35
Local Market Value
683991
Local Total Cost Amount
698831.25
Local Unrealized Gain Loss
-14840.25
Local Accrued Interest
12833.35
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
3.815% 02 Nov 2027
Maturity Date
2027-11-02T00:00:00.000
Interest Rate
3.815
Original Face
0
Shares Par Value
678000.00
Base Market Value
576300.00
Base Total Cost
610343.75
Base Unrealized Gain Loss
-34043.75
Base Accrued Interest
4239.09
Local Market Value
576300
Local Total Cost Amount
610343.75
Local Unrealized Gain Loss
-34043.75
Local Accrued Interest
4239.09
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
4.687% 09 Jun 2025
Maturity Date
2025-06-09T00:00:00.000
Interest Rate
4.687
Original Face
0
Shares Par Value
400000.00
Base Market Value
378004.00
Base Total Cost
344250
Base Unrealized Gain Loss
33754
Base Accrued Interest
1145.72
Local Market Value
378004
Local Total Cost Amount
344250
Local Unrealized Gain Loss
33754
Local Accrued Interest
1145.72
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
5.584% 18 Mar 2024
Maturity Date
2024-03-18T00:00:00.000
Interest Rate
5.584
Original Face
0
Shares Par Value
1100000.00
Base Market Value
1094500.00
Base Total Cost
1084919.58
Base Unrealized Gain Loss
9580.42
Base Accrued Interest
17574.09
Local Market Value
1094500
Local Total Cost Amount
1084919.58
Local Unrealized Gain Loss
9580.42
Local Accrued Interest
17574.09
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
5.584% 18 Mar 2024
Maturity Date
2024-03-18T00:00:00.000
Interest Rate
5.584
Original Face
0
Shares Par Value
200000.00
Base Market Value
199000.00
Base Total Cost
185000
Base Unrealized Gain Loss
14000
Base Accrued Interest
3195.29
Local Market Value
199000
Local Total Cost Amount
185000
Local Unrealized Gain Loss
14000
Local Accrued Interest
3195.29
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
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
5.113% 03 May 2029
Maturity Date
2029-05-03T00:00:00.000
Interest Rate
5.113
Original Face
0
Shares Par Value
1625000.00
Base Market Value
1456763.75
Base Total Cost
1501943.75
Base Unrealized Gain Loss
-45180
Base Accrued Interest
13386.11
Local Market Value
1456763.75
Local Total Cost Amount
1501943.75
Local Unrealized Gain Loss
-45180
Local Accrued Interest
13386.11
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
5.113% 03 May 2029
Maturity Date
2029-05-03T00:00:00.000
Interest Rate
5.113
Original Face
0
Shares Par Value
1340000.00
Base Market Value
1201269.80
Base Total Cost
1450550
Base Unrealized Gain Loss
-249280.2
Base Accrued Interest
11038.4
Local Market Value
1201269.8
Local Total Cost Amount
1450550
Local Unrealized Gain Loss
-249280.2
Local Accrued Interest
11038.4
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
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
5.113% 03 May 2029
Maturity Date
2029-05-03T00:00:00.000
Interest Rate
5.113
Original Face
0
Shares Par Value
300000.00
Base Market Value
268941.00
Base Total Cost
300000
Base Unrealized Gain Loss
-31059
Base Accrued Interest
2471.28
Local Market Value
268941
Local Total Cost Amount
300000
Local Unrealized Gain Loss
-31059
Local Accrued Interest
2471.28
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
5.113% 03 May 2029
Maturity Date
2029-05-03T00:00:00.000
Interest Rate
5.113
Original Face
0
Shares Par Value
200000.00
Base Market Value
179294.00
Base Total Cost
182000
Base Unrealized Gain Loss
-2706
Base Accrued Interest
1647.52
Local Market Value
179294
Local Total Cost Amount
182000
Local Unrealized Gain Loss
-2706
Local Accrued Interest
1647.52
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
5.113% 03 May 2029
Maturity Date
2029-05-03T00:00:00.000
Interest Rate
5.113
Original Face
0
Shares Par Value
1425000.00
Base Market Value
1277469.75
Base Total Cost
1266770.83
Base Unrealized Gain Loss
10698.92
Base Accrued Interest
11738.58
Local Market Value
1277469.75
Local Total Cost Amount
1266770.83
Local Unrealized Gain Loss
10698.92
Local Accrued Interest
11738.58
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
5.113% 03 May 2029
Maturity Date
2029-05-03T00:00:00.000
Interest Rate
5.113
Original Face
0
Shares Par Value
1055000.00
Base Market Value
945775.85
Base Total Cost
1042814.75
Base Unrealized Gain Loss
-97038.9
Base Accrued Interest
8690.68
Local Market Value
945775.85
Local Total Cost Amount
1042814.75
Local Unrealized Gain Loss
-97038.9
Local Accrued Interest
8690.68
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
3.35% 01 Nov 2022
Maturity Date
2022-11-01T00:00:00.000
Interest Rate
3.35
Original Face
0
Shares Par Value
1845000.00
Base Market Value
1831605.30
Base Total Cost
1884206.25
Base Unrealized Gain Loss
-52600.95
Base Accrued Interest
10301.25
Local Market Value
1831605.3
Local Total Cost Amount
1884206.25
Local Unrealized Gain Loss
-52600.95
Local Accrued Interest
10301.25
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
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
4.542% 01 Aug 2026
Maturity Date
2026-08-01T00:00:00.000
Interest Rate
4.542
Original Face
0
Shares Par Value
200000.00
Base Market Value
182964.00
Base Total Cost
161000
Base Unrealized Gain Loss
21964
Base Accrued Interest
3785
Local Market Value
182964
Local Total Cost Amount
161000
Local Unrealized Gain Loss
21964
Local Accrued Interest
3785
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: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
4.063% 01 Nov 2024
Maturity Date
2024-11-01T00:00:00.000
Interest Rate
4.063
Original Face
0
Shares Par Value
710000.00
Base Market Value
673569.90
Base Total Cost
714125
Base Unrealized Gain Loss
-40555.1
Base Accrued Interest
4807.88
Local Market Value
673569.9
Local Total Cost Amount
714125
Local Unrealized Gain Loss
-40555.1
Local Accrued Interest
4807.88
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
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: FORESTAR GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORESTAR GROUP INC
Security Description
5% 01 Mar 2028
Maturity Date
2028-03-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
300000.00
Base Market Value
245019.00
Base Total Cost
295500
Base Unrealized Gain Loss
-50481
Base Accrued Interest
5000
Local Market Value
245019
Local Total Cost Amount
295500
Local Unrealized Gain Loss
-50481
Local Accrued Interest
5000
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: FORESTAR GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORESTAR GROUP INC
Security Description
3.85% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
3.85
Original Face
0
Shares Par Value
225000.00
Base Market Value
184900.50
Base Total Cost
225000
Base Unrealized Gain Loss
-40099.5
Base Accrued Interest
1106.88
Local Market Value
184900.5
Local Total Cost Amount
225000
Local Unrealized Gain Loss
-40099.5
Local Accrued Interest
1106.88
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
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: FORTINET INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORTINET INC
Security Description
1% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
1
Original Face
0
Shares Par Value
1679000.00
Base Market Value
1476143.22
Base Total Cost
1634959.83
Base Unrealized Gain Loss
-158816.61
Base Accrued Interest
4943.72
Local Market Value
1476143.22
Local Total Cost Amount
1634959.83
Local Unrealized Gain Loss
-158816.61
Local Accrued Interest
4943.72
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: FORTINET INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORTINET INC
Security Description
2.2% 15 Mar 2031
Maturity Date
2031-03-15T00:00:00.000
Interest Rate
2.2
Original Face
0
Shares Par Value
922000.00
Base Market Value
746193.04
Base Total Cost
903822.24
Base Unrealized Gain Loss
-157629.2
Base Accrued Interest
5972.52
Local Market Value
746193.04
Local Total Cost Amount
903822.24
Local Unrealized Gain Loss
-157629.2
Local Accrued Interest
5972.52
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: FORTIVE CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORTIVE CORPORATION
Security Description
3.15% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
3.15
Original Face
0
Shares Par Value
550000.00
Base Market Value
520762.00
Base Total Cost
598213
Base Unrealized Gain Loss
-77451
Base Accrued Interest
770
Local Market Value
520762
Local Total Cost Amount
598213
Local Unrealized Gain Loss
-77451
Local Accrued Interest
770
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: FORTRESS TRANS + INFRAST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORTRESS TRANS + INFRAST
Security Description
6.5% 01 Oct 2025
Maturity Date
2025-10-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
275000.00
Base Market Value
259465.25
Base Total Cost
272500
Base Unrealized Gain Loss
-13034.75
Base Accrued Interest
4468.75
Local Market Value
259465.25
Local Total Cost Amount
272500
Local Unrealized Gain Loss
-13034.75
Local Accrued Interest
4468.75
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
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: FORTRESS TRANS + INFRAST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORTRESS TRANS + INFRAST
Security Description
9.75% 01 Aug 2027
Maturity Date
2027-08-01T00:00:00.000
Interest Rate
9.75
Original Face
0
Shares Par Value
225000.00
Base Market Value
219915.00
Base Total Cost
225000
Base Unrealized Gain Loss
-5085
Base Accrued Interest
9140.63
Local Market Value
219915
Local Total Cost Amount
225000
Local Unrealized Gain Loss
-5085
Local Accrued Interest
9140.63
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
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: FORTRESS TRANS + INFRAST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORTRESS TRANS + INFRAST
Security Description
5.5% 01 May 2028
Maturity Date
2028-05-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
250000.00
Base Market Value
206355.00
Base Total Cost
250625
Base Unrealized Gain Loss
-44270
Base Accrued Interest
2291.66
Local Market Value
206355
Local Total Cost Amount
250625
Local Unrealized Gain Loss
-44270
Local Accrued Interest
2291.66
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: FORTUNE BRANDS HOME + SE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORTUNE BRANDS HOME + SE
Security Description
4% 25 Mar 2032
Maturity Date
2032-03-25T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
5010000.00
Base Market Value
4430493.30
Base Total Cost
5005090.2
Base Unrealized Gain Loss
-574596.9
Base Accrued Interest
53440
Local Market Value
4430493.3
Local Total Cost Amount
5005090.2
Local Unrealized Gain Loss
-574596.9
Local Accrued Interest
53440
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: FORTUNE BRANDS HOME + SE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORTUNE BRANDS HOME + SE
Security Description
4.5% 25 Mar 2052
Maturity Date
2052-03-25T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
446000.00
Base Market Value
344485.94
Base Total Cost
436223.68
Base Unrealized Gain Loss
-91737.74
Base Accrued Interest
5352
Local Market Value
344485.94
Local Total Cost Amount
436223.68
Local Unrealized Gain Loss
-91737.74
Local Accrued Interest
5352
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
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