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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: FNMA TBA 30 YR 4
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 4
Security Description
4% 14 Jul 2052
Maturity Date
2052-07-14T00:00:00.000
Interest Rate
4
Original Face
7934000
Shares Par Value
7934000.00
Base Market Value
7823479.38
Base Total Cost
7824665.63
Base Unrealized Gain Loss
-1186.25
Base Accrued Interest
11460.21
Local Market Value
7823479.38
Local Total Cost Amount
7824665.63
Local Unrealized Gain Loss
-1186.25
Local Accrued Interest
11460.21
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA TBA 30 YR 4
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 4
Security Description
4% 14 Jul 2052
Maturity Date
2052-07-14T00:00:00.000
Interest Rate
4
Original Face
8516000
Shares Par Value
8516000.00
Base Market Value
8397372.12
Base Total Cost
8444145.99
Base Unrealized Gain Loss
-46773.87
Base Accrued Interest
0
Local Market Value
8397372.12
Local Total Cost Amount
8444145.99
Local Unrealized Gain Loss
-46773.87
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA TBA 30 YR 4
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 4
Security Description
4% 25 Apr 2052
Maturity Date
2052-04-25T00:00:00.000
Interest Rate
4
Original Face
33800000
Shares Par Value
33800000.00
Base Market Value
33267312.00
Base Total Cost
33018820.32
Base Unrealized Gain Loss
248491.68
Base Accrued Interest
37555.56
Local Market Value
33267312
Local Total Cost Amount
33018820.32
Local Unrealized Gain Loss
248491.68
Local Accrued Interest
37555.56
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA TBA 30 YR 4
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 4
Security Description
4% 25 Apr 2052
Maturity Date
2052-04-25T00:00:00.000
Interest Rate
4
Original Face
49450000
Shares Par Value
49450000.00
Base Market Value
48670668.00
Base Total Cost
47580731.44
Base Unrealized Gain Loss
1089936.56
Base Accrued Interest
0
Local Market Value
48670668
Local Total Cost Amount
47580731.44
Local Unrealized Gain Loss
1089936.56
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA TBA 30 YR 4.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 4.5
Security Description
4.5% 14 Jul 2052
Maturity Date
2052-07-14T00:00:00.000
Interest Rate
4.5
Original Face
4735000
Shares Par Value
4735000.00
Base Market Value
4752945.65
Base Total Cost
4756503.16
Base Unrealized Gain Loss
-3557.51
Base Accrued Interest
7694.39
Local Market Value
4752945.65
Local Total Cost Amount
4756503.16
Local Unrealized Gain Loss
-3557.51
Local Accrued Interest
7694.39
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA TBA 30 YR 4.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 4.5
Security Description
4.5% 14 Jul 2052
Maturity Date
2052-07-14T00:00:00.000
Interest Rate
4.5
Original Face
5150000
Shares Par Value
5150000.00
Base Market Value
5169518.50
Base Total Cost
5059070.31
Base Unrealized Gain Loss
110448.19
Base Accrued Interest
0
Local Market Value
5169518.5
Local Total Cost Amount
5059070.31
Local Unrealized Gain Loss
110448.19
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA TBA 30 YR 4.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 4.5
Security Description
4.5% 14 Jul 2052
Maturity Date
2052-07-14T00:00:00.000
Interest Rate
4.5
Original Face
3900000
Shares Par Value
3900000.00
Base Market Value
3914781.00
Base Total Cost
3923003.91
Base Unrealized Gain Loss
-8222.91
Base Accrued Interest
0
Local Market Value
3914781
Local Total Cost Amount
3923003.91
Local Unrealized Gain Loss
-8222.91
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA TBA 30 YR 4.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 4.5
Security Description
4.5% 14 Jul 2052
Maturity Date
2052-07-14T00:00:00.000
Interest Rate
4.5
Original Face
3900000
Shares Par Value
-3900000.00
Base Market Value
-3914781.00
Base Total Cost
-3971601.56
Base Unrealized Gain Loss
56820.56
Base Accrued Interest
0
Local Market Value
-3914781
Local Total Cost Amount
-3971601.56
Local Unrealized Gain Loss
56820.56
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA TBA 30 YR 4.5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 4.5
Security Description
4.5% 11 Aug 2052
Maturity Date
2052-08-11T00:00:00.000
Interest Rate
4.5
Original Face
1200000
Shares Par Value
1200000.00
Base Market Value
1201728.00
Base Total Cost
1199062.5
Base Unrealized Gain Loss
2665.5
Base Accrued Interest
0
Local Market Value
1201728
Local Total Cost Amount
1199062.5
Local Unrealized Gain Loss
2665.5
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA TBA 30 YR 5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 5
Security Description
5% 14 Jul 2052
Maturity Date
2052-07-14T00:00:00.000
Interest Rate
5
Original Face
297000
Shares Par Value
-297000.00
Base Market Value
-303127.11
Base Total Cost
-303752.11
Base Unrealized Gain Loss
625
Base Accrued Interest
536.25
Local Market Value
-303127.11
Local Total Cost Amount
-303752.11
Local Unrealized Gain Loss
625
Local Accrued Interest
536.25
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: FNMA TBA 30 YR 5
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA TBA 30 YR 5
Security Description
5% 11 Aug 2052
Maturity Date
2052-08-11T00:00:00.000
Interest Rate
5
Original Face
3275000
Shares Par Value
3275000.00
Base Market Value
3332902.00
Base Total Cost
3305319.34
Base Unrealized Gain Loss
27582.66
Base Accrued Interest
4548.61
Local Market Value
3332902
Local Total Cost Amount
3305319.34
Local Unrealized Gain Loss
27582.66
Local Accrued Interest
4548.61
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
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: ALLSTATE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLSTATE CORP
Security Description
5.35% 01 Jun 2033
Maturity Date
2033-06-01T00:00:00.000
Interest Rate
5.35
Original Face
0
Shares Par Value
983000.00
Base Market Value
1040200.77
Base Total Cost
1040603.8
Base Unrealized Gain Loss
-403.03
Base Accrued Interest
4966.88
Local Market Value
1040200.77
Local Total Cost Amount
1040603.8
Local Unrealized Gain Loss
-403.03
Local Accrued Interest
4966.88
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: ALLSTATE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLSTATE CORP
Security Description
1% 15 May 2067
Maturity Date
2067-05-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
172000.00
Base Market Value
173947.04
Base Total Cost
204983.32
Base Unrealized Gain Loss
-31036.28
Base Accrued Interest
1428.56
Local Market Value
173947.04
Local Total Cost Amount
204983.32
Local Unrealized Gain Loss
-31036.28
Local Accrued Interest
1428.56
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
INSURANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALLSTATE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLSTATE CORP
Security Description
1% 15 Aug 2053
Maturity Date
2053-08-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
205000.00
Base Market Value
179631.25
Base Total Cost
219845
Base Unrealized Gain Loss
-40213.75
Base Accrued Interest
4453.05
Local Market Value
179631.25
Local Total Cost Amount
219845
Local Unrealized Gain Loss
-40213.75
Local Accrued Interest
4453.05
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
4.625% 30 Mar 2025
Maturity Date
2025-03-30T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
10025000.00
Base Market Value
9957732.25
Base Total Cost
10135575.75
Base Unrealized Gain Loss
-177843.5
Base Accrued Interest
117201.99
Local Market Value
9957732.25
Local Total Cost Amount
10135575.75
Local Unrealized Gain Loss
-177843.5
Local Accrued Interest
117201.99
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
FINANCE
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
5.75% 20 Nov 2025
Maturity Date
2025-11-20T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
345000.00
Base Market Value
339890.55
Base Total Cost
382708.2
Base Unrealized Gain Loss
-42817.65
Base Accrued Interest
2259.28
Local Market Value
339890.55
Local Total Cost Amount
382708.2
Local Unrealized Gain Loss
-42817.65
Local Accrued Interest
2259.28
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa3
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL 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
934000.00
Base Market Value
740680.68
Base Total Cost
901002.5
Base Unrealized Gain Loss
-160321.82
Base Accrued Interest
5609.19
Local Market Value
740680.68
Local Total Cost Amount
901002.5
Local Unrealized Gain Loss
-160321.82
Local Accrued Interest
5609.19
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
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: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL 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
300000.00
Base Market Value
237906.00
Base Total Cost
294375
Base Unrealized Gain Loss
-56469
Base Accrued Interest
1801.66
Local Market Value
237906
Local Total Cost Amount
294375
Local Unrealized Gain Loss
-56469
Local Accrued Interest
1801.66
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
FINANCE
Moody S Quality Rating
Ba2
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALLY FINANCIAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLY FINANCIAL INC
Security Description
2.2% 02 Nov 2028
Maturity Date
2028-11-02T00:00:00.000
Interest Rate
2.2
Original Face
0
Shares Par Value
13705000.00
Base Market Value
11160666.75
Base Total Cost
13530883.34
Base Unrealized Gain Loss
-2370216.59
Base Accrued Interest
49414.14
Local Market Value
11160666.75
Local Total Cost Amount
13530883.34
Local Unrealized Gain Loss
-2370216.59
Local Accrued Interest
49414.14
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
FINANCE
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: FINASTRA USA, INC.
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FINASTRA USA, INC.
Security Description
1% 13 Jun 2024
Maturity Date
2024-06-13T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
1635104.75
Base Market Value
1478494.42
Base Total Cost
1614457.33
Base Unrealized Gain Loss
-135962.91
Base Accrued Interest
0
Local Market Value
1478494.42
Local Total Cost Amount
1614457.33
Local Unrealized Gain Loss
-135962.91
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: FINASTRA USA, INC.
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FINASTRA USA, INC.
Security Description
1% 13 Jun 2025
Maturity Date
2025-06-13T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
899285.58
Base Market Value
779810.99
Base Total Cost
905636.08
Base Unrealized Gain Loss
-125825.09
Base Accrued Interest
0
Local Market Value
779810.99
Local Total Cost Amount
905636.08
Local Unrealized Gain Loss
-125825.09
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: ALPHABET INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALPHABET INC
Security Description
1.9% 15 Aug 2040
Maturity Date
2040-08-15T00:00:00.000
Interest Rate
1.9
Original Face
0
Shares Par Value
1274000.00
Base Market Value
913279.64
Base Total Cost
1154767.08
Base Unrealized Gain Loss
-241487.44
Base Accrued Interest
9144.48
Local Market Value
913279.64
Local Total Cost Amount
1154767.08
Local Unrealized Gain Loss
-241487.44
Local Accrued Interest
9144.48
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
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: ALPHABET INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALPHABET INC
Security Description
2.05% 15 Aug 2050
Maturity Date
2050-08-15T00:00:00.000
Interest Rate
2.05
Original Face
0
Shares Par Value
10560000.00
Base Market Value
7079529.60
Base Total Cost
8322394.2
Base Unrealized Gain Loss
-1242864.6
Base Accrued Interest
81781.33
Local Market Value
7079529.6
Local Total Cost Amount
8322394.2
Local Unrealized Gain Loss
-1242864.6
Local Accrued Interest
81781.33
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
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: ALTA EQUIPMENT GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTA EQUIPMENT GROUP
Security Description
5.625% 15 Apr 2026
Maturity Date
2026-04-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
1032000.00
Base Market Value
882360.00
Base Total Cost
1032000
Base Unrealized Gain Loss
-149640
Base Accrued Interest
12255
Local Market Value
882360
Local Total Cost Amount
1032000
Local Unrealized Gain Loss
-149640
Local Accrued Interest
12255
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: ALTA EQUIPMENT GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTA EQUIPMENT GROUP
Security Description
5.625% 15 Apr 2026
Maturity Date
2026-04-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
450000.00
Base Market Value
384750.00
Base Total Cost
408375
Base Unrealized Gain Loss
-23625
Base Accrued Interest
5343.75
Local Market Value
384750
Local Total Cost Amount
408375
Local Unrealized Gain Loss
-23625
Local Accrued Interest
5343.75
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ALTA EQUIPMENT GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTA EQUIPMENT GROUP
Security Description
5.625% 15 Apr 2026
Maturity Date
2026-04-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
125000.00
Base Market Value
106875.00
Base Total Cost
125000
Base Unrealized Gain Loss
-18125
Base Accrued Interest
1484.38
Local Market Value
106875
Local Total Cost Amount
125000
Local Unrealized Gain Loss
-18125
Local Accrued Interest
1484.38
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
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: ALTICE FINANCING SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FINANCING SA
Security Description
5% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
2395000.00
Base Market Value
1929986.80
Base Total Cost
2362500
Base Unrealized Gain Loss
-432513.2
Base Accrued Interest
55218.04
Local Market Value
1929986.8
Local Total Cost Amount
2362500
Local Unrealized Gain Loss
-432513.2
Local Accrued Interest
55218.04
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
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALTICE FINANCING SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FINANCING SA
Security Description
5% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
910000.00
Base Market Value
733314.40
Base Total Cost
917962.5
Base Unrealized Gain Loss
-184648.1
Base Accrued Interest
20980.55
Local Market Value
733314.4
Local Total Cost Amount
917962.5
Local Unrealized Gain Loss
-184648.1
Local Accrued Interest
20980.55
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
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALTICE FINANCING SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FINANCING SA
Security Description
5% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
400000.00
Base Market Value
322336.00
Base Total Cost
401000
Base Unrealized Gain Loss
-78664
Base Accrued Interest
9222.22
Local Market Value
322336
Local Total Cost Amount
401000
Local Unrealized Gain Loss
-78664
Local Accrued Interest
9222.22
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
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALTICE FINANCING SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FINANCING SA
Security Description
5% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
3620000.00
Base Market Value
2917140.80
Base Total Cost
3622468.93
Base Unrealized Gain Loss
-705328.13
Base Accrued Interest
83461.1
Local Market Value
2917140.8
Local Total Cost Amount
3622468.93
Local Unrealized Gain Loss
-705328.13
Local Accrued Interest
83461.1
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
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALTICE FINANCING SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FINANCING SA
Security Description
5.75% 15 Aug 2029
Maturity Date
2029-08-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1335000.00
Base Market Value
1071337.50
Base Total Cost
1335000
Base Unrealized Gain Loss
-263662.5
Base Accrued Interest
28999.17
Local Market Value
1071337.5
Local Total Cost Amount
1335000
Local Unrealized Gain Loss
-263662.5
Local Accrued Interest
28999.17
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
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: ALTICE FINANCING SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FINANCING SA
Security Description
5.75% 15 Aug 2029
Maturity Date
2029-08-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
305000.00
Base Market Value
244762.50
Base Total Cost
305000
Base Unrealized Gain Loss
-60237.5
Base Accrued Interest
6625.28
Local Market Value
244762.5
Local Total Cost Amount
305000
Local Unrealized Gain Loss
-60237.5
Local Accrued Interest
6625.28
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
TELEPHONE
Moody S Quality Rating
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALTICE FINANCING SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FINANCING SA
Security Description
5.75% 15 Aug 2029
Maturity Date
2029-08-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
586000.00
Base Market Value
470265.00
Base Total Cost
586000
Base Unrealized Gain Loss
-115735
Base Accrued Interest
12729.22
Local Market Value
470265
Local Total Cost Amount
586000
Local Unrealized Gain Loss
-115735
Local Accrued Interest
12729.22
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
TELEPHONE
Moody S Quality Rating
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALTERYX INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTERYX INC
Security Description
1% 01 Aug 2026
Maturity Date
2026-08-01T00:00:00.000
Interest Rate
1
Original Face
0
Shares Par Value
15894000.00
Base Market Value
12580101.00
Base Total Cost
15061046.24
Base Unrealized Gain Loss
-2480945.24
Base Accrued Interest
66224.97
Local Market Value
12580101
Local Total Cost Amount
15061046.24
Local Unrealized Gain Loss
-2480945.24
Local Accrued Interest
66224.97
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: ALTICE FRANCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FRANCE SA
Security Description
8.125% 01 Feb 2027
Maturity Date
2027-02-01T00:00:00.000
Interest Rate
8.125
Original Face
0
Shares Par Value
6404000.00
Base Market Value
5894177.56
Base Total Cost
6978960.04
Base Unrealized Gain Loss
-1084782.48
Base Accrued Interest
216802.05
Local Market Value
5894177.56
Local Total Cost Amount
6978960.04
Local Unrealized Gain Loss
-1084782.48
Local Accrued Interest
216802.05
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
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALTICE FRANCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FRANCE SA
Security Description
8.125% 01 Feb 2027
Maturity Date
2027-02-01T00:00:00.000
Interest Rate
8.125
Original Face
0
Shares Par Value
2144000.00
Base Market Value
1973316.16
Base Total Cost
2268102.5
Base Unrealized Gain Loss
-294786.34
Base Accrued Interest
72583.32
Local Market Value
1973316.16
Local Total Cost Amount
2268102.5
Local Unrealized Gain Loss
-294786.34
Local Accrued Interest
72583.32
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
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALTICE FRANCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FRANCE SA
Security Description
8.125% 01 Feb 2027
Maturity Date
2027-02-01T00:00:00.000
Interest Rate
8.125
Original Face
0
Shares Par Value
963000.00
Base Market Value
886335.57
Base Total Cost
1027851.99
Base Unrealized Gain Loss
-141516.42
Base Accrued Interest
32601.56
Local Market Value
886335.57
Local Total Cost Amount
1027851.99
Local Unrealized Gain Loss
-141516.42
Local Accrued Interest
32601.56
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
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALTICE FRANCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FRANCE SA
Security Description
8.125% 01 Feb 2027
Maturity Date
2027-02-01T00:00:00.000
Interest Rate
8.125
Original Face
0
Shares Par Value
605000.00
Base Market Value
556835.95
Base Total Cost
662475
Base Unrealized Gain Loss
-105639.05
Base Accrued Interest
20481.77
Local Market Value
556835.95
Local Total Cost Amount
662475
Local Unrealized Gain Loss
-105639.05
Local Accrued Interest
20481.77
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
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALTICE FRANCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FRANCE SA
Security Description
5.5% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
560000.00
Base Market Value
451281.60
Base Total Cost
540000
Base Unrealized Gain Loss
-88718.4
Base Accrued Interest
6502.22
Local Market Value
451281.6
Local Total Cost Amount
540000
Local Unrealized Gain Loss
-88718.4
Local Accrued Interest
6502.22
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
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALTICE FRANCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FRANCE SA
Security Description
5.5% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
2205000.00
Base Market Value
1776921.30
Base Total Cost
2239568.5
Base Unrealized Gain Loss
-462647.2
Base Accrued Interest
25602.49
Local Market Value
1776921.3
Local Total Cost Amount
2239568.5
Local Unrealized Gain Loss
-462647.2
Local Accrued Interest
25602.49
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
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALTICE FRANCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FRANCE SA
Security Description
5.5% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1160000.00
Base Market Value
934797.60
Base Total Cost
1160000
Base Unrealized Gain Loss
-225202.4
Base Accrued Interest
13468.88
Local Market Value
934797.6
Local Total Cost Amount
1160000
Local Unrealized Gain Loss
-225202.4
Local Accrued Interest
13468.88
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
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALTICE FRANCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FRANCE SA
Security Description
5.5% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
393000.00
Base Market Value
316702.98
Base Total Cost
393000
Base Unrealized Gain Loss
-76297.02
Base Accrued Interest
4563.17
Local Market Value
316702.98
Local Total Cost Amount
393000
Local Unrealized Gain Loss
-76297.02
Local Accrued Interest
4563.17
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
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALTICE FRANCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FRANCE SA
Security Description
5.5% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
600000.00
Base Market Value
483516.00
Base Total Cost
602109.37
Base Unrealized Gain Loss
-118593.37
Base Accrued Interest
6966.66
Local Market Value
483516
Local Total Cost Amount
602109.37
Local Unrealized Gain Loss
-118593.37
Local Accrued Interest
6966.66
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
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALTICE FRANCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FRANCE SA
Security Description
5.5% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
464000.00
Base Market Value
373919.04
Base Total Cost
471830
Base Unrealized Gain Loss
-97910.96
Base Accrued Interest
5387.56
Local Market Value
373919.04
Local Total Cost Amount
471830
Local Unrealized Gain Loss
-97910.96
Local Accrued Interest
5387.56
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
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALTICE FRANCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FRANCE SA
Security Description
5.125% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
200000.00
Base Market Value
151522.00
Base Total Cost
200000
Base Unrealized Gain Loss
-48478
Base Accrued Interest
3018.06
Local Market Value
151522
Local Total Cost Amount
200000
Local Unrealized Gain Loss
-48478
Local Accrued Interest
3018.06
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
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALTICE FRANCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FRANCE SA
Security Description
5.125% 15 Jul 2029
Maturity Date
2029-07-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
2695000.00
Base Market Value
2034725.00
Base Total Cost
2686875
Base Unrealized Gain Loss
-652150
Base Accrued Interest
29158.41
Local Market Value
2034725
Local Total Cost Amount
2686875
Local Unrealized Gain Loss
-652150
Local Accrued Interest
29158.41
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
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALTICE FRANCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FRANCE SA
Security Description
5.125% 15 Jul 2029
Maturity Date
2029-07-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
775000.00
Base Market Value
585125.00
Base Total Cost
616125
Base Unrealized Gain Loss
-31000
Base Accrued Interest
8385.07
Local Market Value
585125
Local Total Cost Amount
616125
Local Unrealized Gain Loss
-31000
Local Accrued Interest
8385.07
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
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALTICE FRANCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FRANCE SA
Security Description
5.125% 15 Jul 2029
Maturity Date
2029-07-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
2710000.00
Base Market Value
2046050.00
Base Total Cost
2732437.5
Base Unrealized Gain Loss
-686387.5
Base Accrued Interest
29320.69
Local Market Value
2046050
Local Total Cost Amount
2732437.5
Local Unrealized Gain Loss
-686387.5
Local Accrued Interest
29320.69
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
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALTICE FRANCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FRANCE SA
Security Description
5.125% 15 Jul 2029
Maturity Date
2029-07-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
389000.00
Base Market Value
293695.00
Base Total Cost
389000
Base Unrealized Gain Loss
-95305
Base Accrued Interest
4208.76
Local Market Value
293695
Local Total Cost Amount
389000
Local Unrealized Gain Loss
-95305
Local Accrued Interest
4208.76
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
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALTICE FRANCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTICE FRANCE SA
Security Description
5.125% 15 Jul 2029
Maturity Date
2029-07-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
387000.00
Base Market Value
292185.00
Base Total Cost
387000
Base Unrealized Gain Loss
-94815
Base Accrued Interest
4187.13
Local Market Value
292185
Local Total Cost Amount
387000
Local Unrealized Gain Loss
-94815
Local Accrued Interest
4187.13
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
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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