Ask NYC Browse All Data Public Safety Transportation Health Buildings

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
DOWNLOAD CSV
Dataset fields
Showing 50 real records
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CENTRAL PARENT/MERGER SU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTRAL PARENT/MERGER SU
Security Description
7.25% 15 Jun 2029
Maturity Date
2029-06-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
542000.00
Base Market Value
521675.00
Base Total Cost
542000
Base Unrealized Gain Loss
-20325
Base Accrued Interest
1637.29
Local Market Value
521675
Local Total Cost Amount
542000
Local Unrealized Gain Loss
-20325
Local Accrued Interest
1637.29
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
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: CENTURY ALUMINUM COMPANY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTURY ALUMINUM COMPANY
Security Description
7.5% 01 Apr 2028
Maturity Date
2028-04-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
970000.00
Base Market Value
872709.00
Base Total Cost
972356.25
Base Unrealized Gain Loss
-99647.25
Base Accrued Interest
18187.5
Local Market Value
872709
Local Total Cost Amount
972356.25
Local Unrealized Gain Loss
-99647.25
Local Accrued Interest
18187.5
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: CENTURY COMMUNITIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTURY COMMUNITIES
Security Description
6.75% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
500000.00
Base Market Value
479605.00
Base Total Cost
499750
Base Unrealized Gain Loss
-20145
Base Accrued Interest
2812.5
Local Market Value
479605
Local Total Cost Amount
499750
Local Unrealized Gain Loss
-20145
Local Accrued Interest
2812.5
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
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: CENTURY COMMUNITIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTURY COMMUNITIES
Security Description
6.75% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
125000.00
Base Market Value
119901.25
Base Total Cost
125000
Base Unrealized Gain Loss
-5098.75
Base Accrued Interest
703.13
Local Market Value
119901.25
Local Total Cost Amount
125000
Local Unrealized Gain Loss
-5098.75
Local Accrued Interest
703.13
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
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: CENTURY COMMUNITIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTURY COMMUNITIES
Security Description
3.875% 15 Aug 2029
Maturity Date
2029-08-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
1000000.00
Base Market Value
782200.00
Base Total Cost
976707
Base Unrealized Gain Loss
-194507
Base Accrued Interest
14638.86
Local Market Value
782200
Local Total Cost Amount
976707
Local Unrealized Gain Loss
-194507
Local Accrued Interest
14638.86
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CENTURY COMMUNITIES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTURY COMMUNITIES
Security Description
3.875% 15 Aug 2029
Maturity Date
2029-08-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
150000.00
Base Market Value
117330.00
Base Total Cost
150000
Base Unrealized Gain Loss
-32670
Base Accrued Interest
2195.83
Local Market Value
117330
Local Total Cost Amount
150000
Local Unrealized Gain Loss
-32670
Local Accrued Interest
2195.83
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
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: LUMEN TECHNOLOGIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LUMEN TECHNOLOGIES INC
Security Description
6.75% 01 Dec 2023
Maturity Date
2023-12-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
445000.00
Base Market Value
440830.35
Base Total Cost
488387.5
Base Unrealized Gain Loss
-47557.15
Base Accrued Interest
2503.13
Local Market Value
440830.35
Local Total Cost Amount
488387.5
Local Unrealized Gain Loss
-47557.15
Local Accrued Interest
2503.13
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
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: LUMEN TECHNOLOGIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LUMEN TECHNOLOGIES INC
Security Description
6.75% 01 Dec 2023
Maturity Date
2023-12-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
1851000.00
Base Market Value
1833656.13
Base Total Cost
1942726.25
Base Unrealized Gain Loss
-109070.12
Base Accrued Interest
10411.89
Local Market Value
1833656.13
Local Total Cost Amount
1942726.25
Local Unrealized Gain Loss
-109070.12
Local Accrued Interest
10411.89
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
B2
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: LUMEN TECHNOLOGIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LUMEN TECHNOLOGIES INC
Security Description
6.75% 01 Dec 2023
Maturity Date
2023-12-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
250000.00
Base Market Value
247657.50
Base Total Cost
270000
Base Unrealized Gain Loss
-22342.5
Base Accrued Interest
1406.25
Local Market Value
247657.5
Local Total Cost Amount
270000
Local Unrealized Gain Loss
-22342.5
Local Accrued Interest
1406.25
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
S And P Quality Rating
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: LUMEN TECHNOLOGIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LUMEN TECHNOLOGIES INC
Security Description
5.125% 15 Dec 2026
Maturity Date
2026-12-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
2045000.00
Base Market Value
1721521.90
Base Total Cost
2075000
Base Unrealized Gain Loss
-353478.1
Base Accrued Interest
39593.46
Local Market Value
1721521.9
Local Total Cost Amount
2075000
Local Unrealized Gain Loss
-353478.1
Local Accrued Interest
39593.46
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
TELEPHONE
Moody S Quality Rating
B2
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: LUMEN TECHNOLOGIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LUMEN TECHNOLOGIES INC
Security Description
5.125% 15 Dec 2026
Maturity Date
2026-12-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
475000.00
Base Market Value
399864.50
Base Total Cost
479220
Base Unrealized Gain Loss
-79355.5
Base Accrued Interest
9196.52
Local Market Value
399864.5
Local Total Cost Amount
479220
Local Unrealized Gain Loss
-79355.5
Local Accrued Interest
9196.52
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
TELEPHONE
Moody S Quality Rating
B2
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: LUMEN TECHNOLOGIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LUMEN TECHNOLOGIES INC
Security Description
4% 15 Feb 2027
Maturity Date
2027-02-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
211000.00
Base Market Value
178453.25
Base Total Cost
203878.75
Base Unrealized Gain Loss
-25425.5
Base Accrued Interest
3188.44
Local Market Value
178453.25
Local Total Cost Amount
203878.75
Local Unrealized Gain Loss
-25425.5
Local Accrued Interest
3188.44
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
TELEPHONE
Moody S Quality Rating
Ba3
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: LUMEN TECHNOLOGIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LUMEN TECHNOLOGIES INC
Security Description
4.5% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
875000.00
Base Market Value
651350.00
Base Total Cost
875000
Base Unrealized Gain Loss
-223650
Base Accrued Interest
18156.25
Local Market Value
651350
Local Total Cost Amount
875000
Local Unrealized Gain Loss
-223650
Local Accrued Interest
18156.25
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
TELEPHONE
Moody S Quality Rating
B2
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: LUMEN TECHNOLOGIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LUMEN TECHNOLOGIES INC
Security Description
4.5% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
2270000.00
Base Market Value
1689788.00
Base Total Cost
2262425
Base Unrealized Gain Loss
-572637
Base Accrued Interest
47102.5
Local Market Value
1689788
Local Total Cost Amount
2262425
Local Unrealized Gain Loss
-572637
Local Accrued Interest
47102.5
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
TELEPHONE
Moody S Quality Rating
B2
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: LUMEN TECHNOLOGIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LUMEN TECHNOLOGIES INC
Security Description
4.5% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1280000.00
Base Market Value
952832.00
Base Total Cost
1274225
Base Unrealized Gain Loss
-321393
Base Accrued Interest
26560
Local Market Value
952832
Local Total Cost Amount
1274225
Local Unrealized Gain Loss
-321393
Local Accrued Interest
26560
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
TELEPHONE
Moody S Quality Rating
B2
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: LUMEN TECHNOLOGIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LUMEN TECHNOLOGIES INC
Security Description
4.5% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
127000.00
Base Market Value
94538.80
Base Total Cost
123467.42
Base Unrealized Gain Loss
-28928.62
Base Accrued Interest
2635.25
Local Market Value
94538.8
Local Total Cost Amount
123467.42
Local Unrealized Gain Loss
-28928.62
Local Accrued Interest
2635.25
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
TELEPHONE
Moody S Quality Rating
B2
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: LUMEN TECHNOLOGIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LUMEN TECHNOLOGIES INC
Security Description
4.5% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
400000.00
Base Market Value
297760.00
Base Total Cost
404816.67
Base Unrealized Gain Loss
-107056.67
Base Accrued Interest
8300
Local Market Value
297760
Local Total Cost Amount
404816.67
Local Unrealized Gain Loss
-107056.67
Local Accrued Interest
8300
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
TELEPHONE
Moody S Quality Rating
B2
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: CHAMPIONX CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHAMPIONX CORPORATION
Security Description
1% 07 Jun 2029
Maturity Date
2029-06-07T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
223757.27
Base Market Value
221240.00
Base Total Cost
218722.73
Base Unrealized Gain Loss
2517.27
Base Accrued Interest
0
Local Market Value
221240
Local Total Cost Amount
218722.73
Local Unrealized Gain Loss
2517.27
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
BANK LOAN
Major Industry Name
BANK LOAN
Minor Industry Name
BANK LOAN
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHANGE HEALTHCARE HLDGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHANGE HEALTHCARE HLDGS INC
Security Description
1% 01 Mar 2024
Maturity Date
2024-03-01T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
635320.42
Base Market Value
619996.49
Base Total Cost
627791.76
Base Unrealized Gain Loss
-7795.27
Base Accrued Interest
0
Local Market Value
619996.49
Local Total Cost Amount
627791.76
Local Unrealized Gain Loss
-7795.27
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
BANK LOAN
Major Industry Name
BANK LOAN
Minor Industry Name
BANK LOAN
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CHANGE HEALTH / FIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHANGE HEALTH / FIN INC
Security Description
5.75% 01 Mar 2025
Maturity Date
2025-03-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
2455000.00
Base Market Value
2390408.95
Base Total Cost
2465954.78
Base Unrealized Gain Loss
-75545.83
Base Accrued Interest
47054.15
Local Market Value
2390408.95
Local Total Cost Amount
2465954.78
Local Unrealized Gain Loss
-75545.83
Local Accrued Interest
47054.15
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CHANGE HEALTH / FIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHANGE HEALTH / FIN INC
Security Description
5.75% 01 Mar 2025
Maturity Date
2025-03-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
3300000.00
Base Market Value
3213177.00
Base Total Cost
3292872.72
Base Unrealized Gain Loss
-79695.72
Base Accrued Interest
63249.99
Local Market Value
3213177
Local Total Cost Amount
3292872.72
Local Unrealized Gain Loss
-79695.72
Local Accrued Interest
63249.99
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: CHANGE HEALTH / FIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHANGE HEALTH / FIN INC
Security Description
5.75% 01 Mar 2025
Maturity Date
2025-03-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
734000.00
Base Market Value
714688.46
Base Total Cost
735982.5
Base Unrealized Gain Loss
-21294.04
Base Accrued Interest
14068.33
Local Market Value
714688.46
Local Total Cost Amount
735982.5
Local Unrealized Gain Loss
-21294.04
Local Accrued Interest
14068.33
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa1
S And P Quality Rating
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: CHAPARRAL ENERGY INC CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHAPARRAL ENERGY INC CO
Security Description
9% 14 Feb 2025
Maturity Date
2025-02-14T00:00:00.000
Interest Rate
9
Original Face
0
Shares Par Value
55586.00
Base Market Value
185101.38
Base Total Cost
52141
Base Unrealized Gain Loss
132960.38
Base Accrued Interest
13.9
Local Market Value
185101.38
Local Total Cost Amount
52141
Local Unrealized Gain Loss
132960.38
Local Accrued Interest
13.9
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
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: CHARLES RIVER LABORATORI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARLES RIVER LABORATORI
Security Description
4.25% 01 May 2028
Maturity Date
2028-05-01T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
163000.00
Base Market Value
146424.53
Base Total Cost
147514.99
Base Unrealized Gain Loss
-1090.46
Base Accrued Interest
1154.58
Local Market Value
146424.53
Local Total Cost Amount
147514.99
Local Unrealized Gain Loss
-1090.46
Local Accrued Interest
1154.58
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
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: CHARLES RIVER LABORATORI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARLES RIVER LABORATORI
Security Description
4% 15 Mar 2031
Maturity Date
2031-03-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
970000.00
Base Market Value
826876.50
Base Total Cost
877350
Base Unrealized Gain Loss
-50473.5
Base Accrued Interest
11424.44
Local Market Value
826876.5
Local Total Cost Amount
877350
Local Unrealized Gain Loss
-50473.5
Local Accrued Interest
11424.44
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
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: CHARLES RIVER LABORATORI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARLES RIVER LABORATORI
Security Description
4% 15 Mar 2031
Maturity Date
2031-03-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
175000.00
Base Market Value
149178.75
Base Total Cost
174562.5
Base Unrealized Gain Loss
-25383.75
Base Accrued Interest
2061.11
Local Market Value
149178.75
Local Total Cost Amount
174562.5
Local Unrealized Gain Loss
-25383.75
Local Accrued Interest
2061.11
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
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: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
4.908% 23 Jul 2025
Maturity Date
2025-07-23T00:00:00.000
Interest Rate
4.908
Original Face
0
Shares Par Value
8935000.00
Base Market Value
8955729.20
Base Total Cost
9942347.05
Base Unrealized Gain Loss
-986617.85
Base Accrued Interest
192465.85
Local Market Value
8955729.2
Local Total Cost Amount
9942347.05
Local Unrealized Gain Loss
-986617.85
Local Accrued Interest
192465.85
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
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: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
4.908% 23 Jul 2025
Maturity Date
2025-07-23T00:00:00.000
Interest Rate
4.908
Original Face
0
Shares Par Value
180000.00
Base Market Value
180417.60
Base Total Cost
202350.6
Base Unrealized Gain Loss
-21933
Base Accrued Interest
3877.32
Local Market Value
180417.6
Local Total Cost Amount
202350.6
Local Unrealized Gain Loss
-21933
Local Accrued Interest
3877.32
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
Ba1
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: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
6.384% 23 Oct 2035
Maturity Date
2035-10-23T00:00:00.000
Interest Rate
6.384
Original Face
0
Shares Par Value
100000.00
Base Market Value
100571.00
Base Total Cost
132226
Base Unrealized Gain Loss
-31655
Base Accrued Interest
1205.86
Local Market Value
100571
Local Total Cost Amount
132226
Local Unrealized Gain Loss
-31655
Local Accrued Interest
1205.86
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
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: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
6.384% 23 Oct 2035
Maturity Date
2035-10-23T00:00:00.000
Interest Rate
6.384
Original Face
0
Shares Par Value
1880000.00
Base Market Value
1890734.80
Base Total Cost
2512638.8
Base Unrealized Gain Loss
-621904
Base Accrued Interest
22670.29
Local Market Value
1890734.8
Local Total Cost Amount
2512638.8
Local Unrealized Gain Loss
-621904
Local Accrued Interest
22670.29
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
Ba1
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: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
6.384% 23 Oct 2035
Maturity Date
2035-10-23T00:00:00.000
Interest Rate
6.384
Original Face
0
Shares Par Value
154000.00
Base Market Value
154879.34
Base Total Cost
200544.96
Base Unrealized Gain Loss
-45665.62
Base Accrued Interest
1857.03
Local Market Value
154879.34
Local Total Cost Amount
200544.96
Local Unrealized Gain Loss
-45665.62
Local Accrued Interest
1857.03
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
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: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
6.384% 23 Oct 2035
Maturity Date
2035-10-23T00:00:00.000
Interest Rate
6.384
Original Face
0
Shares Par Value
4405000.00
Base Market Value
4430152.55
Base Total Cost
5917173.75
Base Unrealized Gain Loss
-1487021.2
Base Accrued Interest
53118.43
Local Market Value
4430152.55
Local Total Cost Amount
5917173.75
Local Unrealized Gain Loss
-1487021.2
Local Accrued Interest
53118.43
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
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: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
6.484% 23 Oct 2045
Maturity Date
2045-10-23T00:00:00.000
Interest Rate
6.484
Original Face
0
Shares Par Value
1910000.00
Base Market Value
1856844.70
Base Total Cost
2671803.5
Base Unrealized Gain Loss
-814958.8
Base Accrued Interest
23392.83
Local Market Value
1856844.7
Local Total Cost Amount
2671803.5
Local Unrealized Gain Loss
-814958.8
Local Accrued Interest
23392.83
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
Ba1
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: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
6.484% 23 Oct 2045
Maturity Date
2045-10-23T00:00:00.000
Interest Rate
6.484
Original Face
0
Shares Par Value
3318000.00
Base Market Value
3225660.06
Base Total Cost
4542503.17
Base Unrealized Gain Loss
-1316843.11
Base Accrued Interest
40637.38
Local Market Value
3225660.06
Local Total Cost Amount
4542503.17
Local Unrealized Gain Loss
-1316843.11
Local Accrued Interest
40637.38
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
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: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
6.834% 23 Oct 2055
Maturity Date
2055-10-23T00:00:00.000
Interest Rate
6.834
Original Face
0
Shares Par Value
378000.00
Base Market Value
379886.22
Base Total Cost
554843.52
Base Unrealized Gain Loss
-174957.3
Base Accrued Interest
4879.48
Local Market Value
379886.22
Local Total Cost Amount
554843.52
Local Unrealized Gain Loss
-174957.3
Local Accrued Interest
4879.48
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
Ba1
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: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
5.05% 30 Mar 2029
Maturity Date
2029-03-30T00:00:00.000
Interest Rate
5.05
Original Face
0
Shares Par Value
5295000.00
Base Market Value
5096225.70
Base Total Cost
6344450.75
Base Unrealized Gain Loss
-1248225.05
Base Accrued Interest
67592.14
Local Market Value
5096225.7
Local Total Cost Amount
6344450.75
Local Unrealized Gain Loss
-1248225.05
Local Accrued Interest
67592.14
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
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: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
5.05% 30 Mar 2029
Interest Rate
5.05
Original Face
0
Shares Par Value
1925000.00
Base Market Value
1852735.50
Base Total Cost
2070568.5
Base Unrealized Gain Loss
-217833
Base Accrued Interest
24573.16
Local Market Value
1852735.5
Local Total Cost Amount
2070568.5
Local Unrealized Gain Loss
-217833
Local Accrued Interest
24573.16
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
Ba1
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: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
5.05% 30 Mar 2029
Maturity Date
2029-03-30T00:00:00.000
Interest Rate
5.05
Original Face
0
Shares Par Value
415000.00
Base Market Value
399420.90
Base Total Cost
465705.55
Base Unrealized Gain Loss
-66284.65
Base Accrued Interest
5297.59
Local Market Value
399420.9
Local Total Cost Amount
465705.55
Local Unrealized Gain Loss
-66284.65
Local Accrued Interest
5297.59
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
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: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
4.8% 01 Mar 2050
Maturity Date
2050-03-01T00:00:00.000
Interest Rate
4.8
Original Face
0
Shares Par Value
11315000.00
Base Market Value
8965553.40
Base Total Cost
12816250.6
Base Unrealized Gain Loss
-3850697.2
Base Accrued Interest
181040
Local Market Value
8965553.4
Local Total Cost Amount
12816250.6
Local Unrealized Gain Loss
-3850697.2
Local Accrued Interest
181040
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
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: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
4.8% 01 Mar 2050
Maturity Date
2050-03-01T00:00:00.000
Interest Rate
4.8
Original Face
0
Shares Par Value
560000.00
Base Market Value
443721.60
Base Total Cost
651117.6
Base Unrealized Gain Loss
-207396
Base Accrued Interest
8960
Local Market Value
443721.6
Local Total Cost Amount
651117.6
Local Unrealized Gain Loss
-207396
Local Accrued Interest
8960
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
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: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
4.8% 01 Mar 2050
Maturity Date
2050-03-01T00:00:00.000
Interest Rate
4.8
Original Face
0
Shares Par Value
813000.00
Base Market Value
644188.68
Base Total Cost
920535.51
Base Unrealized Gain Loss
-276346.83
Base Accrued Interest
13008
Local Market Value
644188.68
Local Total Cost Amount
920535.51
Local Unrealized Gain Loss
-276346.83
Local Accrued Interest
13008
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
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: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
4.8% 01 Mar 2050
Maturity Date
2050-03-01T00:00:00.000
Interest Rate
4.8
Original Face
0
Shares Par Value
70000.00
Base Market Value
55465.20
Base Total Cost
79916.2
Base Unrealized Gain Loss
-24451
Base Accrued Interest
1120
Local Market Value
55465.2
Local Total Cost Amount
79916.2
Local Unrealized Gain Loss
-24451
Local Accrued Interest
1120
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
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: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
2.8% 01 Apr 2031
Maturity Date
2031-04-01T00:00:00.000
Interest Rate
2.8
Original Face
0
Shares Par Value
2755000.00
Base Market Value
2206369.30
Base Total Cost
2814311.2
Base Unrealized Gain Loss
-607941.9
Base Accrued Interest
19285
Local Market Value
2206369.3
Local Total Cost Amount
2814311.2
Local Unrealized Gain Loss
-607941.9
Local Accrued Interest
19285
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
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: CHARTER COMM OPT LLC/CAP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHARTER COMM OPT LLC/CAP
Security Description
3.5% 01 Mar 2042
Maturity Date
2042-03-01T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
13405000.00
Base Market Value
9302265.70
Base Total Cost
13304864.65
Base Unrealized Gain Loss
-4002598.95
Base Accrued Interest
156391.67
Local Market Value
9302265.7
Local Total Cost Amount
13304864.65
Local Unrealized Gain Loss
-4002598.95
Local Accrued Interest
156391.67
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
TELEPHONE
Moody S Quality Rating
Ba1
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: CHEESECAKE FACTORY (THE)
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHEESECAKE FACTORY (THE)
Security Description
0.375% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
0.375
Original Face
0
Shares Par Value
12575000.00
Base Market Value
9588437.50
Base Total Cost
11817734.01
Base Unrealized Gain Loss
-2229296.51
Base Accrued Interest
2095.83
Local Market Value
9588437.5
Local Total Cost Amount
11817734.01
Local Unrealized Gain Loss
-2229296.51
Local Accrued Interest
2095.83
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: CHEGG INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHEGG INC
Security Description
0.125% 15 Mar 2025
Maturity Date
2025-03-15T00:00:00.000
Interest Rate
0.125
Original Face
0
Shares Par Value
6568000.00
Base Market Value
5553244.00
Base Total Cost
6210958.82
Base Unrealized Gain Loss
-657714.82
Base Accrued Interest
2417.38
Local Market Value
5553244
Local Total Cost Amount
6210958.82
Local Unrealized Gain Loss
-657714.82
Local Accrued Interest
2417.38
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: CHEMOURS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHEMOURS CO
Security Description
4.625% 15 Nov 2029
Maturity Date
2029-11-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
125000.00
Base Market Value
98310.00
Base Total Cost
123906.25
Base Unrealized Gain Loss
-25596.25
Base Accrued Interest
738.71
Local Market Value
98310
Local Total Cost Amount
123906.25
Local Unrealized Gain Loss
-25596.25
Local Accrued Interest
738.71
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
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: CHENIERE ENERGY PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE ENERGY PARTNERS
Security Description
4.5% 01 Oct 2029
Maturity Date
2029-10-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
130000.00
Base Market Value
116051.00
Base Total Cost
140595
Base Unrealized Gain Loss
-24544
Base Accrued Interest
1462.5
Local Market Value
116051
Local Total Cost Amount
140595
Local Unrealized Gain Loss
-24544
Local Accrued Interest
1462.5
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: CHENIERE ENERGY PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE ENERGY PARTNERS
Security Description
4.5% 01 Oct 2029
Maturity Date
2029-10-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
2754000.00
Base Market Value
2458495.80
Base Total Cost
2961582.75
Base Unrealized Gain Loss
-503086.95
Base Accrued Interest
30982.5
Local Market Value
2458495.8
Local Total Cost Amount
2961582.75
Local Unrealized Gain Loss
-503086.95
Local Accrued Interest
30982.5
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: CHENIERE ENERGY PARTNERS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHENIERE ENERGY PARTNERS
Security Description
4.5% 01 Oct 2029
Maturity Date
2029-10-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
2310000.00
Base Market Value
2062137.00
Base Total Cost
1903322.83
Base Unrealized Gain Loss
158814.17
Base Accrued Interest
25987.5
Local Market Value
2062137
Local Total Cost Amount
1903322.83
Local Unrealized Gain Loss
158814.17
Local Accrued Interest
25987.5
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
NYC Data AI • Public-data exploration interface