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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: CHENIERE CORP CHRISTI HD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE CORP CHRISTI HD
Security Description
5.875% 31 Mar 2025
Maturity Date
2025-03-31T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
165000.00
Base Market Value
168938.55
Base Total Cost
170717.25
Base Unrealized Gain Loss
-1778.7
Base Accrued Interest
26.93
Local Market Value
168938.55
Local Total Cost Amount
170717.25
Local Unrealized Gain Loss
-1778.7
Local Accrued Interest
26.93
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
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: CHENIERE CORP CHRISTI HD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE CORP CHRISTI HD
Security Description
7% 30 Jun 2024
Maturity Date
2024-06-30T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
8655000.00
Base Market Value
8968311.00
Base Total Cost
9908294.8
Base Unrealized Gain Loss
-939983.8
Base Accrued Interest
1682.91
Local Market Value
8968311
Local Total Cost Amount
9908294.8
Local Unrealized Gain Loss
-939983.8
Local Accrued Interest
1682.91
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
ELECTRIC/GAS
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: CHENIERE CORP CHRISTI HD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE CORP CHRISTI HD
Security Description
5.125% 30 Jun 2027
Maturity Date
2027-06-30T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
510000.00
Base Market Value
511881.90
Base Total Cost
587611.8
Base Unrealized Gain Loss
-75729.9
Base Accrued Interest
72.6
Local Market Value
511881.9
Local Total Cost Amount
587611.8
Local Unrealized Gain Loss
-75729.9
Local Accrued Interest
72.6
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
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: CHEVRON USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHEVRON USA INC
Security Description
3.9% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
3.9
Original Face
0
Shares Par Value
250000.00
Base Market Value
252905.00
Base Total Cost
278523.48
Base Unrealized Gain Loss
-25618.48
Base Accrued Interest
1245.83
Local Market Value
252905
Local Total Cost Amount
278523.48
Local Unrealized Gain Loss
-25618.48
Local Accrued Interest
1245.83
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
Aa2
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: REPUBLIC OF CHILE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REPUBLIC OF CHILE
Security Description
2.75% 31 Jan 2027
Maturity Date
2027-01-31T00:00:00.000
Interest Rate
2.75
Original Face
0
Shares Par Value
875000.00
Base Market Value
817031.25
Base Total Cost
874475
Base Unrealized Gain Loss
-57443.75
Base Accrued Interest
10026.04
Local Market Value
817031.25
Local Total Cost Amount
874475
Local Unrealized Gain Loss
-57443.75
Local Accrued Interest
10026.04
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
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: CHUBB INA HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHUBB INA HOLDINGS INC
Security Description
2.85% 15 Dec 2051
Maturity Date
2051-12-15T00:00:00.000
Interest Rate
2.85
Original Face
0
Shares Par Value
5325000.00
Base Market Value
3891350.25
Base Total Cost
5390696.7
Base Unrealized Gain Loss
-1499346.45
Base Accrued Interest
6745
Local Market Value
3891350.25
Local Total Cost Amount
5390696.7
Local Unrealized Gain Loss
-1499346.45
Local Accrued Interest
6745
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
A3
S And P Quality Rating
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: CHURCHILL DOWNS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHURCHILL DOWNS INC
Security Description
4.75% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
445000.00
Base Market Value
396050.00
Base Total Cost
459462.5
Base Unrealized Gain Loss
-63412.5
Base Accrued Interest
9746.73
Local Market Value
396050
Local Total Cost Amount
459462.5
Local Unrealized Gain Loss
-63412.5
Local Accrued Interest
9746.73
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHURCHILL DOWNS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHURCHILL DOWNS INC
Security Description
4.75% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
1500000.00
Base Market Value
1335000.00
Base Total Cost
1484687.5
Base Unrealized Gain Loss
-149687.5
Base Accrued Interest
32854.18
Local Market Value
1335000
Local Total Cost Amount
1484687.5
Local Unrealized Gain Loss
-149687.5
Local Accrued Interest
32854.18
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHURCHILL DOWNS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHURCHILL DOWNS INC
Security Description
4.75% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
175000.00
Base Market Value
155750.00
Base Total Cost
159687.5
Base Unrealized Gain Loss
-3937.5
Base Accrued Interest
3832.98
Local Market Value
155750
Local Total Cost Amount
159687.5
Local Unrealized Gain Loss
-3937.5
Local Accrued Interest
3832.98
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHURCHILL DOWNS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHURCHILL DOWNS INC
Security Description
5.5% 01 Apr 2027
Maturity Date
2027-04-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
895000.00
Base Market Value
850250.00
Base Total Cost
895000
Base Unrealized Gain Loss
-44750
Base Accrued Interest
12306.25
Local Market Value
850250
Local Total Cost Amount
895000
Local Unrealized Gain Loss
-44750
Local Accrued Interest
12306.25
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
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHURCHILL DOWNS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHURCHILL DOWNS INC
Security Description
5.5% 01 Apr 2027
Maturity Date
2027-04-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1350000.00
Base Market Value
1282500.00
Base Total Cost
1367070
Base Unrealized Gain Loss
-84570
Base Accrued Interest
18562.5
Local Market Value
1282500
Local Total Cost Amount
1367070
Local Unrealized Gain Loss
-84570
Local Accrued Interest
18562.5
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
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHURCHILL DOWNS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHURCHILL DOWNS INC
Security Description
5.5% 01 Apr 2027
Maturity Date
2027-04-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
300000.00
Base Market Value
285000.00
Base Total Cost
304500
Base Unrealized Gain Loss
-19500
Base Accrued Interest
4125
Local Market Value
285000
Local Total Cost Amount
304500
Local Unrealized Gain Loss
-19500
Local Accrued Interest
4125
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CIENA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIENA CORP
Security Description
4% 31 Jan 2030
Maturity Date
2030-01-31T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
474000.00
Base Market Value
409123.62
Base Total Cost
473252.5
Base Unrealized Gain Loss
-64128.88
Base Accrued Interest
8584.66
Local Market Value
409123.62
Local Total Cost Amount
473252.5
Local Unrealized Gain Loss
-64128.88
Local Accrued Interest
8584.66
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
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: CIENA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIENA CORP
Security Description
4% 31 Jan 2030
Maturity Date
2030-01-31T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
250000.00
Base Market Value
215782.50
Base Total Cost
249687.5
Base Unrealized Gain Loss
-33905
Base Accrued Interest
4527.79
Local Market Value
215782.5
Local Total Cost Amount
249687.5
Local Unrealized Gain Loss
-33905
Local Accrued Interest
4527.79
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CIMPRESS PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIMPRESS PLC
Security Description
7% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
781000.00
Base Market Value
622222.70
Base Total Cost
806519.48
Base Unrealized Gain Loss
-184296.78
Base Accrued Interest
2429.78
Local Market Value
622222.7
Local Total Cost Amount
806519.48
Local Unrealized Gain Loss
-184296.78
Local Accrued Interest
2429.78
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
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: CINEMARK USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CINEMARK USA INC
Security Description
8.75% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
8.75
Original Face
0
Shares Par Value
148000.00
Base Market Value
149426.72
Base Total Cost
160025
Base Unrealized Gain Loss
-10598.28
Base Accrued Interest
2158.33
Local Market Value
149426.72
Local Total Cost Amount
160025
Local Unrealized Gain Loss
-10598.28
Local Accrued Interest
2158.33
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CINEMARK USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CINEMARK USA INC
Security Description
5.875% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
208000.00
Base Market Value
185469.44
Base Total Cost
208000
Base Unrealized Gain Loss
-22530.56
Base Accrued Interest
3598.11
Local Market Value
185469.44
Local Total Cost Amount
208000
Local Unrealized Gain Loss
-22530.56
Local Accrued Interest
3598.11
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CINEMARK USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CINEMARK USA INC
Security Description
5.875% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
350000.00
Base Market Value
312088.00
Base Total Cost
346250
Base Unrealized Gain Loss
-34162
Base Accrued Interest
6054.5
Local Market Value
312088
Local Total Cost Amount
346250
Local Unrealized Gain Loss
-34162
Local Accrued Interest
6054.5
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
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: CINEMARK USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CINEMARK USA INC
Security Description
5.25% 15 Jul 2028
Maturity Date
2028-07-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
761000.00
Base Market Value
611577.65
Base Total Cost
754550
Base Unrealized Gain Loss
-142972.35
Base Accrued Interest
18422.54
Local Market Value
611577.65
Local Total Cost Amount
754550
Local Unrealized Gain Loss
-142972.35
Local Accrued Interest
18422.54
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
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: CINEMARK USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CINEMARK USA INC
Security Description
5.25% 15 Jul 2028
Maturity Date
2028-07-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
700000.00
Base Market Value
562555.00
Base Total Cost
684125
Base Unrealized Gain Loss
-121570
Base Accrued Interest
16945.84
Local Market Value
562555
Local Total Cost Amount
684125
Local Unrealized Gain Loss
-121570
Local Accrued Interest
16945.84
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
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: CINTAS CORPORATION NO. 2
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CINTAS CORPORATION NO. 2
Security Description
3.45% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
3.45
Original Face
0
Shares Par Value
793000.00
Base Market Value
790311.73
Base Total Cost
792917.94
Base Unrealized Gain Loss
-2606.21
Base Accrued Interest
4407.76
Local Market Value
790311.73
Local Total Cost Amount
792917.94
Local Unrealized Gain Loss
-2606.21
Local Accrued Interest
4407.76
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
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: CITIGROUP MORTGAGE LOAN TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP MORTGAGE LOAN TRUST
Security Description
1% 27 Nov 2051
Maturity Date
2051-11-27T00:00:00.000
Interest Rate
3
Original Face
16300000
Shares Par Value
15500664.70
Base Market Value
13848269.04
Base Total Cost
15415896.22
Base Unrealized Gain Loss
-1567627.18
Base Accrued Interest
0
Local Market Value
13848269.04
Local Total Cost Amount
15415896.22
Local Unrealized Gain Loss
-1567627.18
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP COMMERCIAL MORTGAGE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP COMMERCIAL MORTGAGE
Security Description
2.944% 10 May 2049
Maturity Date
2049-05-10T00:00:00.000
Interest Rate
2.944
Original Face
485000
Shares Par Value
485000.00
Base Market Value
464549.10
Base Total Cost
514308.4
Base Unrealized Gain Loss
-49759.3
Base Accrued Interest
0
Local Market Value
464549.1
Local Total Cost Amount
514308.4
Local Unrealized Gain Loss
-49759.3
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP COMMERCIAL MORTGAGE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP COMMERCIAL MORTGAGE
Security Description
3.176% 10 Aug 2049
Maturity Date
2049-08-10T00:00:00.000
Interest Rate
3.176
Original Face
413000
Shares Par Value
413000.00
Base Market Value
377639.44
Base Total Cost
433424.14
Base Unrealized Gain Loss
-55784.7
Base Accrued Interest
0
Local Market Value
377639.44
Local Total Cost Amount
433424.14
Local Unrealized Gain Loss
-55784.7
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
Aa3
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
6.625% 15 Jun 2032
Maturity Date
2032-06-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
75000.00
Base Market Value
82015.50
Base Total Cost
102885.75
Base Unrealized Gain Loss
-20870.25
Base Accrued Interest
220.83
Local Market Value
82015.5
Local Total Cost Amount
102885.75
Local Unrealized Gain Loss
-20870.25
Local Accrued Interest
220.83
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
4.4% 10 Jun 2025
Maturity Date
2025-06-10T00:00:00.000
Interest Rate
4.4
Original Face
0
Shares Par Value
2085000.00
Base Market Value
2081893.35
Base Total Cost
2324066.1
Base Unrealized Gain Loss
-242172.75
Base Accrued Interest
5351.5
Local Market Value
2081893.35
Local Total Cost Amount
2324066.1
Local Unrealized Gain Loss
-242172.75
Local Accrued Interest
5351.5
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: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
4.45% 29 Sep 2027
Interest Rate
4.45
Original Face
0
Shares Par Value
4150000.00
Base Market Value
4064219.50
Base Total Cost
4810836
Base Unrealized Gain Loss
-746616.5
Base Accrued Interest
47194.72
Local Market Value
4064219.5
Local Total Cost Amount
4810836
Local Unrealized Gain Loss
-746616.5
Local Accrued Interest
47194.72
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
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: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
4.45% 29 Sep 2027
Maturity Date
2027-09-29T00:00:00.000
Interest Rate
4.45
Original Face
0
Shares Par Value
1275000.00
Base Market Value
1248645.75
Base Total Cost
1375064.85
Base Unrealized Gain Loss
-126419.1
Base Accrued Interest
14499.58
Local Market Value
1248645.75
Local Total Cost Amount
1375064.85
Local Unrealized Gain Loss
-126419.1
Local Accrued Interest
14499.58
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
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: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
4.45% 29 Sep 2027
Maturity Date
2027-09-29T00:00:00.000
Interest Rate
4.45
Original Face
0
Shares Par Value
4745000.00
Base Market Value
4646920.85
Base Total Cost
5363415.85
Base Unrealized Gain Loss
-716495
Base Accrued Interest
53961.19
Local Market Value
4646920.85
Local Total Cost Amount
5363415.85
Local Unrealized Gain Loss
-716495
Local Accrued Interest
53961.19
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: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
500000.00
Base Market Value
487445.00
Base Total Cost
523250
Base Unrealized Gain Loss
-35805
Base Accrued Interest
11805.56
Local Market Value
487445
Local Total Cost Amount
523250
Local Unrealized Gain Loss
-35805
Local Accrued Interest
11805.56
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba1
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
3.4% 01 May 2026
Maturity Date
2026-05-01T00:00:00.000
Interest Rate
3.4
Original Face
0
Shares Par Value
3000000.00
Base Market Value
2897610.00
Base Total Cost
3249000
Base Unrealized Gain Loss
-351390
Base Accrued Interest
17000
Local Market Value
2897610
Local Total Cost Amount
3249000
Local Unrealized Gain Loss
-351390
Local Accrued Interest
17000
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
3.2% 21 Oct 2026
Maturity Date
2026-10-21T00:00:00.000
Interest Rate
3.2
Original Face
0
Shares Par Value
2080000.00
Base Market Value
1979203.20
Base Total Cost
2304161.6
Base Unrealized Gain Loss
-324958.4
Base Accrued Interest
12942.22
Local Market Value
1979203.2
Local Total Cost Amount
2304161.6
Local Unrealized Gain Loss
-324958.4
Local Accrued Interest
12942.22
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 10 Jan 2028
Maturity Date
2028-01-10T00:00:00.000
Interest Rate
3.887
Original Face
0
Shares Par Value
1490000.00
Base Market Value
1432560.50
Base Total Cost
1640385.7
Base Unrealized Gain Loss
-207825.2
Base Accrued Interest
27510.25
Local Market Value
1432560.5
Local Total Cost Amount
1640385.7
Local Unrealized Gain Loss
-207825.2
Local Accrued Interest
27510.25
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 24 Jul 2028
Maturity Date
2028-07-24T00:00:00.000
Interest Rate
3.668
Original Face
0
Shares Par Value
769000.00
Base Market Value
725982.14
Base Total Cost
850229.47
Base Unrealized Gain Loss
-124247.33
Base Accrued Interest
12301.35
Local Market Value
725982.14
Local Total Cost Amount
850229.47
Local Unrealized Gain Loss
-124247.33
Local Accrued Interest
12301.35
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
INDUSTRIAL
Moody S Quality Rating
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 24 Jul 2028
Maturity Date
2028-07-24T00:00:00.000
Interest Rate
3.668
Original Face
0
Shares Par Value
150000.00
Base Market Value
141609.00
Base Total Cost
163920
Base Unrealized Gain Loss
-22311
Base Accrued Interest
2399.48
Local Market Value
141609
Local Total Cost Amount
163920
Local Unrealized Gain Loss
-22311
Local Accrued Interest
2399.48
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 23 Apr 2029
Interest Rate
4.075
Original Face
0
Shares Par Value
325000.00
Base Market Value
308912.50
Base Total Cost
363720.5
Base Unrealized Gain Loss
-54808
Base Accrued Interest
2501.6
Local Market Value
308912.5
Local Total Cost Amount
363720.5
Local Unrealized Gain Loss
-54808
Local Accrued Interest
2501.6
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
4.65% 23 Jul 2048
Maturity Date
2048-07-23T00:00:00.000
Interest Rate
4.65
Original Face
0
Shares Par Value
2680000.00
Base Market Value
2494758.40
Base Total Cost
3440011.9
Base Unrealized Gain Loss
-945253.5
Base Accrued Interest
54694.33
Local Market Value
2494758.4
Local Total Cost Amount
3440011.9
Local Unrealized Gain Loss
-945253.5
Local Accrued Interest
54694.33
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 20 Mar 2030
Maturity Date
2030-03-20T00:00:00.000
Interest Rate
3.98
Original Face
0
Shares Par Value
3210000.00
Base Market Value
3002184.60
Base Total Cost
3586789.8
Base Unrealized Gain Loss
-584605.2
Base Accrued Interest
35843.21
Local Market Value
3002184.6
Local Total Cost Amount
3586789.8
Local Unrealized Gain Loss
-584605.2
Local Accrued Interest
35843.21
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 24 Apr 2025
Maturity Date
2025-04-24T00:00:00.000
Interest Rate
3.352
Original Face
0
Shares Par Value
4245000.00
Base Market Value
4157765.25
Base Total Cost
4599080.7
Base Unrealized Gain Loss
-441315.45
Base Accrued Interest
26482.2
Local Market Value
4157765.25
Local Total Cost Amount
4599080.7
Local Unrealized Gain Loss
-441315.45
Local Accrued Interest
26482.2
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
4.7
Original Face
0
Shares Par Value
475000.00
Base Market Value
385937.50
Base Total Cost
449000
Base Unrealized Gain Loss
-63062.5
Base Accrued Interest
9364.1
Local Market Value
385937.5
Local Total Cost Amount
449000
Local Unrealized Gain Loss
-63062.5
Local Accrued Interest
9364.1
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 29 Jan 2031
Maturity Date
2031-01-29T00:00:00.000
Interest Rate
2.666
Original Face
0
Shares Par Value
2520000.00
Base Market Value
2139732.00
Base Total Cost
2620926
Base Unrealized Gain Loss
-481194
Base Accrued Interest
28366.24
Local Market Value
2139732
Local Total Cost Amount
2620926
Local Unrealized Gain Loss
-481194
Local Accrued Interest
28366.24
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 31 Mar 2031
Maturity Date
2031-03-31T00:00:00.000
Interest Rate
4.412
Original Face
0
Shares Par Value
10255000.00
Base Market Value
9794242.85
Base Total Cost
12119939.75
Base Unrealized Gain Loss
-2325696.9
Base Accrued Interest
114369.44
Local Market Value
9794242.85
Local Total Cost Amount
12119939.75
Local Unrealized Gain Loss
-2325696.9
Local Accrued Interest
114369.44
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 31 Mar 2031
Maturity Date
2031-03-31T00:00:00.000
Interest Rate
4.412
Original Face
0
Shares Par Value
19850000.00
Base Market Value
18958139.50
Base Total Cost
23404725
Base Unrealized Gain Loss
-4446585.5
Base Accrued Interest
221378.23
Local Market Value
18958139.5
Local Total Cost Amount
23404725
Local Unrealized Gain Loss
-4446585.5
Local Accrued Interest
221378.23
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 31 Mar 2031
Interest Rate
4.412
Original Face
0
Shares Par Value
5200000.00
Base Market Value
4966364.00
Base Total Cost
5977338.5
Base Unrealized Gain Loss
-1010974.5
Base Accrued Interest
57993.28
Local Market Value
4966364
Local Total Cost Amount
5977338.5
Local Unrealized Gain Loss
-1010974.5
Local Accrued Interest
57993.28
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 08 Apr 2026
Maturity Date
2026-04-08T00:00:00.000
Interest Rate
3.106
Original Face
0
Shares Par Value
295000.00
Base Market Value
283188.20
Base Total Cost
312174.9
Base Unrealized Gain Loss
-28986.7
Base Accrued Interest
2112.51
Local Market Value
283188.2
Local Total Cost Amount
312174.9
Local Unrealized Gain Loss
-28986.7
Local Accrued Interest
2112.51
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 03 Jun 2031
Maturity Date
2031-06-03T00:00:00.000
Interest Rate
2.572
Original Face
0
Shares Par Value
3085000.00
Base Market Value
2593220.15
Base Total Cost
3224040.95
Base Unrealized Gain Loss
-630820.8
Base Accrued Interest
6171.37
Local Market Value
2593220.15
Local Total Cost Amount
3224040.95
Local Unrealized Gain Loss
-630820.8
Local Accrued Interest
6171.37
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 03 Jun 2031
Maturity Date
2031-06-03T00:00:00.000
Interest Rate
2.572
Original Face
0
Shares Par Value
1810000.00
Base Market Value
1521467.90
Base Total Cost
1834941.8
Base Unrealized Gain Loss
-313473.9
Base Accrued Interest
3620.8
Local Market Value
1521467.9
Local Total Cost Amount
1834941.8
Local Unrealized Gain Loss
-313473.9
Local Accrued Interest
3620.8
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 03 Jun 2031
Maturity Date
2031-06-03T00:00:00.000
Interest Rate
2.572
Original Face
0
Shares Par Value
11820000.00
Base Market Value
9935773.80
Base Total Cost
11789312.15
Base Unrealized Gain Loss
-1853538.35
Base Accrued Interest
23645.26
Local Market Value
9935773.8
Local Total Cost Amount
11789312.15
Local Unrealized Gain Loss
-1853538.35
Local Accrued Interest
23645.26
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 30 Oct 2024
Maturity Date
2024-10-30T00:00:00.000
Interest Rate
0.776
Original Face
0
Shares Par Value
635000.00
Base Market Value
605345.50
Base Total Cost
605167.7
Base Unrealized Gain Loss
177.8
Base Accrued Interest
834.96
Local Market Value
605345.5
Local Total Cost Amount
605167.7
Local Unrealized Gain Loss
177.8
Local Accrued Interest
834.96
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CITIGROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CITIGROUP INC
Security Description
1% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
270000.00
Base Market Value
233550.00
Base Total Cost
278100
Base Unrealized Gain Loss
-44550
Base Accrued Interest
630
Local Market Value
233550
Local Total Cost Amount
278100
Local Unrealized Gain Loss
-44550
Local Accrued Interest
630
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba1
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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