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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: DIAMOND BC BV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DIAMOND BC BV
Security Description
4.625% 01 Oct 2029
Maturity Date
2029-10-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
50000.00
Base Market Value
39985.00
Base Total Cost
50270.83
Base Unrealized Gain Loss
-10285.83
Base Accrued Interest
578.12
Local Market Value
39985
Local Total Cost Amount
50270.83
Local Unrealized Gain Loss
-10285.83
Local Accrued Interest
578.12
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Caa1
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DIAMOND SPORTS GROUP LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DIAMOND SPORTS GROUP LLC
Security Description
1% 26 May 2026
Maturity Date
2026-05-26T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
192162.54
Base Market Value
191761.88
Base Total Cost
178711.16
Base Unrealized Gain Loss
13050.72
Base Accrued Interest
0
Local Market Value
191761.88
Local Total Cost Amount
178711.16
Local Unrealized Gain Loss
13050.72
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: DIAMOND SPORTS GROUP LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DIAMOND SPORTS GROUP LLC
Security Description
1% 24 Aug 2026
Maturity Date
2026-08-24T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
145891.88
Base Market Value
35499.87
Base Total Cost
145891.88
Base Unrealized Gain Loss
-110392.01
Base Accrued Interest
0
Local Market Value
35499.87
Local Total Cost Amount
145891.88
Local Unrealized Gain Loss
-110392.01
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: DIAMOND SPORTS GR/DIAMON
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DIAMOND SPORTS GR/DIAMON
Security Description
6.625% 15 Aug 2027
Maturity Date
2027-08-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
770000.00
Base Market Value
92400.00
Base Total Cost
552684.91
Base Unrealized Gain Loss
-460284.91
Base Accrued Interest
19271.36
Local Market Value
92400
Local Total Cost Amount
552684.91
Local Unrealized Gain Loss
-460284.91
Local Accrued Interest
19271.36
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
Ca
S And P Quality Rating
CCC-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DIAMOND SPORTS GR/DIAMON
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DIAMOND SPORTS GR/DIAMON
Security Description
6.625% 15 Aug 2027
Maturity Date
2027-08-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
265000.00
Base Market Value
31800.00
Base Total Cost
175492.47
Base Unrealized Gain Loss
-143692.47
Base Accrued Interest
6632.36
Local Market Value
31800
Local Total Cost Amount
175492.47
Local Unrealized Gain Loss
-143692.47
Local Accrued Interest
6632.36
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
Ca
S And P Quality Rating
CCC-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DIAMOND SPORTS GR/DIAMON
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DIAMOND SPORTS GR/DIAMON
Security Description
6.625% 15 Aug 2027
Maturity Date
2027-08-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
300000.00
Base Market Value
36000.00
Base Total Cost
279185.54
Base Unrealized Gain Loss
-243185.54
Base Accrued Interest
7508.32
Local Market Value
36000
Local Total Cost Amount
279185.54
Local Unrealized Gain Loss
-243185.54
Local Accrued Interest
7508.32
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
TELEPHONE
Moody S Quality Rating
Ca
S And P Quality Rating
CCC-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DIAMOND SPORTS GR/DIAMON
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DIAMOND SPORTS GR/DIAMON
Security Description
5.375% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
1064000.00
Base Market Value
266000.00
Base Total Cost
961576.22
Base Unrealized Gain Loss
-695576.22
Base Accrued Interest
21605.11
Local Market Value
266000
Local Total Cost Amount
961576.22
Local Unrealized Gain Loss
-695576.22
Local Accrued Interest
21605.11
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
Caa2
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DIAMOND SPORTS GR/DIAMON
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DIAMOND SPORTS GR/DIAMON
Security Description
5.375% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
600000.00
Base Market Value
150000.00
Base Total Cost
557792.7
Base Unrealized Gain Loss
-407792.7
Base Accrued Interest
12183.33
Local Market Value
150000
Local Total Cost Amount
557792.7
Local Unrealized Gain Loss
-407792.7
Local Accrued Interest
12183.33
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
Caa2
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DIEBOLD NIXDORF INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DIEBOLD NIXDORF INC
Security Description
8.5% 15 Apr 2024
Maturity Date
2024-04-15T00:00:00.000
Interest Rate
8.5
Original Face
0
Shares Par Value
200000.00
Base Market Value
104000.00
Base Total Cost
186240.38
Base Unrealized Gain Loss
-82240.38
Base Accrued Interest
3588.89
Local Market Value
104000
Local Total Cost Amount
186240.38
Local Unrealized Gain Loss
-82240.38
Local Accrued Interest
3588.89
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
Ca
S And P Quality Rating
CCC-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DIEBOLD NIXDORF INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DIEBOLD NIXDORF INC
Security Description
9.375% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
9.375
Original Face
0
Shares Par Value
225000.00
Base Market Value
157277.25
Base Total Cost
233278.5
Base Unrealized Gain Loss
-76001.25
Base Accrued Interest
9726.57
Local Market Value
157277.25
Local Total Cost Amount
233278.5
Local Unrealized Gain Loss
-76001.25
Local Accrued Interest
9726.57
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa2
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DIGITALOCEAN HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DIGITALOCEAN HOLDINGS
Security Description
0.01% 01 Dec 2026
Maturity Date
2026-12-01T00:00:00.000
Interest Rate
0.01
Original Face
0
Shares Par Value
293000.00
Base Market Value
218841.70
Base Total Cost
234672.26
Base Unrealized Gain Loss
-15830.56
Base Accrued Interest
0
Local Market Value
218841.7
Local Total Cost Amount
234672.26
Local Unrealized Gain Loss
-15830.56
Local Accrued Interest
0
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: DIGITALOCEAN HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DIGITALOCEAN HOLDINGS
Security Description
0.01% 01 Dec 2026
Maturity Date
2026-12-01T00:00:00.000
Interest Rate
0.01
Original Face
0
Shares Par Value
12439000.00
Base Market Value
9290689.10
Base Total Cost
11292973.78
Base Unrealized Gain Loss
-2002284.68
Base Accrued Interest
0
Local Market Value
9290689.1
Local Total Cost Amount
11292973.78
Local Unrealized Gain Loss
-2002284.68
Local Accrued Interest
0
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: DIRECTV FINANCING LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DIRECTV FINANCING LLC
Security Description
1% 02 Aug 2027
Maturity Date
2027-08-02T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
349204.79
Base Market Value
322506.34
Base Total Cost
336629.87
Base Unrealized Gain Loss
-14123.53
Base Accrued Interest
0
Local Market Value
322506.34
Local Total Cost Amount
336629.87
Local Unrealized Gain Loss
-14123.53
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: DIRECTV FINANCING LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DIRECTV FINANCING LLC
Security Description
1% 02 Aug 2027
Maturity Date
2027-08-02T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
1501412.96
Base Market Value
1386622.43
Base Total Cost
1458923.94
Base Unrealized Gain Loss
-72301.51
Base Accrued Interest
0
Local Market Value
1386622.43
Local Total Cost Amount
1458923.94
Local Unrealized Gain Loss
-72301.51
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: DIRECTV FINANCING LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DIRECTV FINANCING LLC
Security Description
1% 02 Aug 2027
Maturity Date
2027-08-02T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
143250.00
Base Market Value
132297.82
Base Total Cost
141986.25
Base Unrealized Gain Loss
-9688.43
Base Accrued Interest
0
Local Market Value
132297.82
Local Total Cost Amount
141986.25
Local Unrealized Gain Loss
-9688.43
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: DIRECTV FIN LLC/COINC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DIRECTV FIN LLC/COINC
Security Description
5.875% 15 Aug 2027
Maturity Date
2027-08-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1360000.00
Base Market Value
1160175.20
Base Total Cost
1370237.5
Base Unrealized Gain Loss
-210062.3
Base Accrued Interest
30184.44
Local Market Value
1160175.2
Local Total Cost Amount
1370237.5
Local Unrealized Gain Loss
-210062.3
Local Accrued Interest
30184.44
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
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: DIRECTV FIN LLC/COINC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DIRECTV FIN LLC/COINC
Security Description
5.875% 15 Aug 2027
Maturity Date
2027-08-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
2325000.00
Base Market Value
1983387.75
Base Total Cost
2370143.75
Base Unrealized Gain Loss
-386756
Base Accrued Interest
51602.07
Local Market Value
1983387.75
Local Total Cost Amount
2370143.75
Local Unrealized Gain Loss
-386756
Local Accrued Interest
51602.07
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
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: DIRECTV FIN LLC/COINC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DIRECTV FIN LLC/COINC
Security Description
5.875% 15 Aug 2027
Maturity Date
2027-08-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1959000.00
Base Market Value
1671164.13
Base Total Cost
1949806.89
Base Unrealized Gain Loss
-278642.76
Base Accrued Interest
43478.91
Local Market Value
1671164.13
Local Total Cost Amount
1949806.89
Local Unrealized Gain Loss
-278642.76
Local Accrued Interest
43478.91
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
TELEPHONE
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: DIRECTV FIN LLC/COINC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DIRECTV FIN LLC/COINC
Security Description
5.875% 15 Aug 2027
Maturity Date
2027-08-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1250000.00
Base Market Value
1066337.50
Base Total Cost
1265193.75
Base Unrealized Gain Loss
-198856.25
Base Accrued Interest
27743.03
Local Market Value
1066337.5
Local Total Cost Amount
1265193.75
Local Unrealized Gain Loss
-198856.25
Local Accrued Interest
27743.03
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
TELEPHONE
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: DIRECTV FIN LLC/COINC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DIRECTV FIN LLC/COINC
Security Description
5.875% 15 Aug 2027
Maturity Date
2027-08-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1450000.00
Base Market Value
1236951.50
Base Total Cost
1476093.75
Base Unrealized Gain Loss
-239142.25
Base Accrued Interest
32181.93
Local Market Value
1236951.5
Local Total Cost Amount
1476093.75
Local Unrealized Gain Loss
-239142.25
Local Accrued Interest
32181.93
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
TELEPHONE
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: DISCOVER BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISCOVER BANK
Security Description
4.25% 13 Mar 2026
Interest Rate
4.25
Original Face
0
Shares Par Value
1700000.00
Base Market Value
1659421.00
Base Total Cost
1915016
Base Unrealized Gain Loss
-255595
Base Accrued Interest
21675
Local Market Value
1659421
Local Total Cost Amount
1915016
Local Unrealized Gain Loss
-255595
Local Accrued Interest
21675
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: DISCOVER BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISCOVER BANK
Security Description
3.35% 06 Feb 2023
Maturity Date
2023-02-06T00:00:00.000
Interest Rate
3.35
Original Face
0
Shares Par Value
975000.00
Base Market Value
975039.00
Base Total Cost
1013619.75
Base Unrealized Gain Loss
-38580.75
Base Accrued Interest
13155.73
Local Market Value
975039
Local Total Cost Amount
1013619.75
Local Unrealized Gain Loss
-38580.75
Local Accrued Interest
13155.73
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
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: DISCOVER BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISCOVER BANK
Security Description
4.65% 13 Sep 2028
Maturity Date
2028-09-13T00:00:00.000
Interest Rate
4.65
Original Face
0
Shares Par Value
18285000.00
Base Market Value
17596204.05
Base Total Cost
21295171.25
Base Unrealized Gain Loss
-3698967.2
Base Accrued Interest
255075.75
Local Market Value
17596204.05
Local Total Cost Amount
21295171.25
Local Unrealized Gain Loss
-3698967.2
Local Accrued Interest
255075.75
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: DISCOVER BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISCOVER BANK
Security Description
2.45% 12 Sep 2024
Maturity Date
2024-09-12T00:00:00.000
Interest Rate
2.45
Original Face
0
Shares Par Value
2880000.00
Base Market Value
2769753.60
Base Total Cost
3051090.25
Base Unrealized Gain Loss
-281336.65
Base Accrued Interest
21364
Local Market Value
2769753.6
Local Total Cost Amount
3051090.25
Local Unrealized Gain Loss
-281336.65
Local Accrued Interest
21364
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: DISCOVER CARD EXECUTION NOTE T
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISCOVER CARD EXECUTION NOTE T
Security Description
1% 15 Aug 2025
Maturity Date
2025-08-15T00:00:00.000
Interest Rate
1.654
Original Face
5705000
Shares Par Value
5705000.00
Base Market Value
5707827.40
Base Total Cost
5721491.02
Base Unrealized Gain Loss
-13663.62
Base Accrued Interest
4193.81
Local Market Value
5707827.4
Local Total Cost Amount
5721491.02
Local Unrealized Gain Loss
-13663.62
Local Accrued Interest
4193.81
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CREDIT CARD RCVEABLE
Major Industry Name
ASSET BACKED
Minor Industry Name
CREDIT CARD
Moody S Quality Rating
Aaa
S And P Quality Rating
AAA
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WALT DISNEY COMPANY/THE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WALT DISNEY COMPANY/THE
Security Description
4.75% 15 Nov 2046
Maturity Date
2046-11-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
999000.00
Base Market Value
993645.36
Base Total Cost
1292815.89
Base Unrealized Gain Loss
-299170.53
Base Accrued Interest
6063.38
Local Market Value
993645.36
Local Total Cost Amount
1292815.89
Local Unrealized Gain Loss
-299170.53
Local Accrued Interest
6063.38
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
A2
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: WALT DISNEY COMPANY/THE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WALT DISNEY COMPANY/THE
Security Description
2.75% 01 Sep 2049
Maturity Date
2049-09-01T00:00:00.000
Interest Rate
2.75
Original Face
0
Shares Par Value
5795000.00
Base Market Value
4136413.05
Base Total Cost
5610621.35
Base Unrealized Gain Loss
-1474208.3
Base Accrued Interest
53120.82
Local Market Value
4136413.05
Local Total Cost Amount
5610621.35
Local Unrealized Gain Loss
-1474208.3
Local Accrued Interest
53120.82
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A2
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: WALT DISNEY COMPANY/THE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WALT DISNEY COMPANY/THE
Security Description
2.75% 01 Sep 2049
Maturity Date
2049-09-01T00:00:00.000
Interest Rate
2.75
Original Face
0
Shares Par Value
6800000.00
Base Market Value
4853772.00
Base Total Cost
5738724
Base Unrealized Gain Loss
-884952
Base Accrued Interest
62333.33
Local Market Value
4853772
Local Total Cost Amount
5738724
Local Unrealized Gain Loss
-884952
Local Accrued Interest
62333.33
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
A2
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: WALT DISNEY COMPANY/THE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WALT DISNEY COMPANY/THE
Security Description
3.8% 22 Mar 2030
Maturity Date
2030-03-22T00:00:00.000
Interest Rate
3.8
Original Face
0
Shares Par Value
1705000.00
Base Market Value
1648496.30
Base Total Cost
1942881.6
Base Unrealized Gain Loss
-294385.3
Base Accrued Interest
17817.25
Local Market Value
1648496.3
Local Total Cost Amount
1942881.6
Local Unrealized Gain Loss
-294385.3
Local Accrued Interest
17817.25
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
A2
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: WALT DISNEY COMPANY/THE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WALT DISNEY COMPANY/THE
Security Description
2.65% 13 Jan 2031
Maturity Date
2031-01-13T00:00:00.000
Interest Rate
2.65
Original Face
0
Shares Par Value
1775000.00
Base Market Value
1562159.75
Base Total Cost
1804520.6
Base Unrealized Gain Loss
-242360.85
Base Accrued Interest
21950.83
Local Market Value
1562159.75
Local Total Cost Amount
1804520.6
Local Unrealized Gain Loss
-242360.85
Local Accrued Interest
21950.83
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
A2
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: WALT DISNEY COMPANY/THE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WALT DISNEY COMPANY/THE
Security Description
3.5% 13 May 2040
Maturity Date
2040-05-13T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
1233000.00
Base Market Value
1051120.17
Base Total Cost
1358359.66
Base Unrealized Gain Loss
-307239.49
Base Accrued Interest
5754
Local Market Value
1051120.17
Local Total Cost Amount
1358359.66
Local Unrealized Gain Loss
-307239.49
Local Accrued Interest
5754
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A2
S And P Quality Rating
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: WALT DISNEY COMPANY/THE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WALT DISNEY COMPANY/THE
Security Description
3.6% 13 Jan 2051
Maturity Date
2051-01-13T00:00:00.000
Interest Rate
3.6
Original Face
0
Shares Par Value
300000.00
Base Market Value
250392.00
Base Total Cost
339894
Base Unrealized Gain Loss
-89502
Base Accrued Interest
5040
Local Market Value
250392
Local Total Cost Amount
339894
Local Unrealized Gain Loss
-89502
Local Accrued Interest
5040
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A2
S And P Quality Rating
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: WALT DISNEY COMPANY/THE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WALT DISNEY COMPANY/THE
Security Description
3.6% 13 Jan 2051
Maturity Date
2051-01-13T00:00:00.000
Interest Rate
3.6
Original Face
0
Shares Par Value
14575000.00
Base Market Value
12164878.00
Base Total Cost
17087629.45
Base Unrealized Gain Loss
-4922751.45
Base Accrued Interest
244860
Local Market Value
12164878
Local Total Cost Amount
17087629.45
Local Unrealized Gain Loss
-4922751.45
Local Accrued Interest
244860
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A2
S And P Quality Rating
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: TWDC ENTERPRISES 18 CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TWDC ENTERPRISES 18 CORP
Security Description
4.125% 01 Jun 2044
Maturity Date
2044-06-01T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
824000.00
Base Market Value
745456.32
Base Total Cost
947108.4
Base Unrealized Gain Loss
-201652.08
Base Accrued Interest
2832.5
Local Market Value
745456.32
Local Total Cost Amount
947108.4
Local Unrealized Gain Loss
-201652.08
Local Accrued Interest
2832.5
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
A2
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: DISCOVERY COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISCOVERY COMMUNICATIONS
Security Description
2.95% 20 Mar 2023
Maturity Date
2023-03-20T00:00:00.000
Interest Rate
2.95
Original Face
0
Shares Par Value
2276000.00
Base Market Value
2260386.64
Base Total Cost
2342519.05
Base Unrealized Gain Loss
-82132.41
Base Accrued Interest
18837.06
Local Market Value
2260386.64
Local Total Cost Amount
2342519.05
Local Unrealized Gain Loss
-82132.41
Local Accrued Interest
18837.06
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: DISCOVERY COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISCOVERY COMMUNICATIONS
Security Description
5.2% 20 Sep 2047
Maturity Date
2047-09-20T00:00:00.000
Interest Rate
5.2
Original Face
0
Shares Par Value
1930000.00
Base Market Value
1655515.40
Base Total Cost
2440465.7
Base Unrealized Gain Loss
-784950.3
Base Accrued Interest
28156.55
Local Market Value
1655515.4
Local Total Cost Amount
2440465.7
Local Unrealized Gain Loss
-784950.3
Local Accrued Interest
28156.55
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: DISCOVERY COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISCOVERY COMMUNICATIONS
Security Description
3.95% 15 Jun 2025
Interest Rate
3.95
Original Face
0
Shares Par Value
3190000.00
Base Market Value
3118894.90
Base Total Cost
3495219.2
Base Unrealized Gain Loss
-376324.3
Base Accrued Interest
5600.22
Local Market Value
3118894.9
Local Total Cost Amount
3495219.2
Local Unrealized Gain Loss
-376324.3
Local Accrued Interest
5600.22
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
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: DISCOVERY COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISCOVERY COMMUNICATIONS
Security Description
5.3% 15 May 2049
Maturity Date
2049-05-15T00:00:00.000
Interest Rate
5.3
Original Face
0
Shares Par Value
1780000.00
Base Market Value
1524053.80
Base Total Cost
2219822.4
Base Unrealized Gain Loss
-695768.6
Base Accrued Interest
12054.55
Local Market Value
1524053.8
Local Total Cost Amount
2219822.4
Local Unrealized Gain Loss
-695768.6
Local Accrued Interest
12054.55
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
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: DISCOVERY COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISCOVERY COMMUNICATIONS
Security Description
5.3% 15 May 2049
Maturity Date
2049-05-15T00:00:00.000
Interest Rate
5.3
Original Face
0
Shares Par Value
1386000.00
Base Market Value
1186707.06
Base Total Cost
1701336.14
Base Unrealized Gain Loss
-514629.08
Base Accrued Interest
9386.31
Local Market Value
1186707.06
Local Total Cost Amount
1701336.14
Local Unrealized Gain Loss
-514629.08
Local Accrued Interest
9386.31
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
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: DISCOVERY COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISCOVERY COMMUNICATIONS
Security Description
4% 15 Sep 2055
Maturity Date
2055-09-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
279000.00
Base Market Value
195442.29
Base Total Cost
297693
Base Unrealized Gain Loss
-102250.71
Base Accrued Interest
3286
Local Market Value
195442.29
Local Total Cost Amount
297693
Local Unrealized Gain Loss
-102250.71
Local Accrued Interest
3286
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
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: DISH NETWORK CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISH NETWORK CORP
Security Description
3.375% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
335000.00
Base Market Value
226292.50
Base Total Cost
296860.25
Base Unrealized Gain Loss
-70567.75
Base Accrued Interest
4271.25
Local Market Value
226292.5
Local Total Cost Amount
296860.25
Local Unrealized Gain Loss
-70567.75
Local Accrued Interest
4271.25
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
Moody S Quality Rating
B2
S And P Quality Rating
CCC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DISH NETWORK CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISH NETWORK CORP
Security Description
3.375% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
2250000.00
Base Market Value
1519875.00
Base Total Cost
2070042.63
Base Unrealized Gain Loss
-550167.63
Base Accrued Interest
28687.5
Local Market Value
1519875
Local Total Cost Amount
2070042.63
Local Unrealized Gain Loss
-550167.63
Local Accrued Interest
28687.5
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
Moody S Quality Rating
B2
S And P Quality Rating
CCC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DISH NETWORK CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISH NETWORK CORP
Security Description
3.375% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
29856000.00
Base Market Value
20167728.00
Base Total Cost
28326923.65
Base Unrealized Gain Loss
-8159195.65
Base Accrued Interest
380664
Local Market Value
20167728
Local Total Cost Amount
28326923.65
Local Unrealized Gain Loss
-8159195.65
Local Accrued Interest
380664
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
Moody S Quality Rating
B2
S And P Quality Rating
CCC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DISH NETWORK CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISH NETWORK CORP
Security Description
3.375% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
1100000.00
Base Market Value
743050.00
Base Total Cost
1011607.59
Base Unrealized Gain Loss
-268557.59
Base Accrued Interest
14025
Local Market Value
743050
Local Total Cost Amount
1011607.59
Local Unrealized Gain Loss
-268557.59
Local Accrued Interest
14025
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
Moody S Quality Rating
B2
S And P Quality Rating
CCC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DISH NETWORK CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISH NETWORK CORP
Security Description
2.375% 15 Mar 2024
Maturity Date
2024-03-15T00:00:00.000
Interest Rate
2.375
Original Face
0
Shares Par Value
887000.00
Base Market Value
780560.00
Base Total Cost
790790.59
Base Unrealized Gain Loss
-10230.59
Base Accrued Interest
6202.84
Local Market Value
780560
Local Total Cost Amount
790790.59
Local Unrealized Gain Loss
-10230.59
Local Accrued Interest
6202.84
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
Moody S Quality Rating
B2
S And P Quality Rating
CCC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DISH NETWORK CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISH NETWORK CORP
Security Description
2.375% 15 Mar 2024
Maturity Date
2024-03-15T00:00:00.000
Interest Rate
2.375
Original Face
0
Shares Par Value
1100000.00
Base Market Value
968000.00
Base Total Cost
1065979.45
Base Unrealized Gain Loss
-97979.45
Base Accrued Interest
7692.36
Local Market Value
968000
Local Total Cost Amount
1065979.45
Local Unrealized Gain Loss
-97979.45
Local Accrued Interest
7692.36
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
Moody S Quality Rating
B2
S And P Quality Rating
CCC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DISH DBS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISH DBS CORP
Security Description
5.875% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
399000.00
Base Market Value
396737.67
Base Total Cost
375060
Base Unrealized Gain Loss
21677.67
Base Accrued Interest
10809.02
Local Market Value
396737.67
Local Total Cost Amount
375060
Local Unrealized Gain Loss
21677.67
Local Accrued Interest
10809.02
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DISH DBS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISH DBS CORP
Security Description
5% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
351000.00
Base Market Value
334071.27
Base Total Cost
323919.87
Base Unrealized Gain Loss
10151.4
Base Accrued Interest
5167.5
Local Market Value
334071.27
Local Total Cost Amount
323919.87
Local Unrealized Gain Loss
10151.4
Local Accrued Interest
5167.5
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
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: DISH DBS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISH DBS CORP
Security Description
5.875% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
160000.00
Base Market Value
134800.00
Base Total Cost
147346.12
Base Unrealized Gain Loss
-12546.12
Base Accrued Interest
1201.11
Local Market Value
134800
Local Total Cost Amount
147346.12
Local Unrealized Gain Loss
-12546.12
Local Accrued Interest
1201.11
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
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: DISH DBS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISH DBS CORP
Security Description
5.875% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
298000.00
Base Market Value
251065.00
Base Total Cost
250107.31
Base Unrealized Gain Loss
957.69
Base Accrued Interest
2237.07
Local Market Value
251065
Local Total Cost Amount
250107.31
Local Unrealized Gain Loss
957.69
Local Accrued Interest
2237.07
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B3
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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