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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: ACCO BRANDS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ACCO BRANDS CORP
Security Description
4.25% 15 Mar 2029
Maturity Date
2029-03-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
2335000.00
Base Market Value
1913766.00
Base Total Cost
2348425
Base Unrealized Gain Loss
-434659
Base Accrued Interest
29219.93
Local Market Value
1913766
Local Total Cost Amount
2348425
Local Unrealized Gain Loss
-434659
Local Accrued Interest
29219.93
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
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: AEP TEXAS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AEP TEXAS INC
Security Description
4.7% 15 May 2032
Maturity Date
2032-05-15T00:00:00.000
Interest Rate
4.7
Original Face
0
Shares Par Value
3175000.00
Base Market Value
3159633.00
Base Total Cost
3165983
Base Unrealized Gain Loss
-6350
Base Accrued Interest
17824.1
Local Market Value
3159633
Local Total Cost Amount
3165983
Local Unrealized Gain Loss
-6350
Local Accrued Interest
17824.1
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Baa2
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: ADT SEC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADT SEC CORP
Security Description
4.125% 01 Aug 2029
Maturity Date
2029-08-01T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
1500000.00
Base Market Value
1217340.00
Base Total Cost
1500000
Base Unrealized Gain Loss
-282660
Base Accrued Interest
25781.25
Local Market Value
1217340
Local Total Cost Amount
1500000
Local Unrealized Gain Loss
-282660
Local Accrued Interest
25781.25
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
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: ADT SEC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADT SEC CORP
Security Description
4.125% 01 Aug 2029
Maturity Date
2029-08-01T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
200000.00
Base Market Value
162312.00
Base Total Cost
200000
Base Unrealized Gain Loss
-37688
Base Accrued Interest
3437.5
Local Market Value
162312
Local Total Cost Amount
200000
Local Unrealized Gain Loss
-37688
Local Accrued Interest
3437.5
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: ADT SEC CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ADT SEC CORP
Security Description
4.125% 01 Aug 2029
Maturity Date
2029-08-01T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
250000.00
Base Market Value
202890.00
Base Total Cost
250000
Base Unrealized Gain Loss
-47110
Base Accrued Interest
4296.87
Local Market Value
202890
Local Total Cost Amount
250000
Local Unrealized Gain Loss
-47110
Local Accrued Interest
4296.87
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: AEP TRANSMISSION CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AEP TRANSMISSION CO LLC
Security Description
3.1% 01 Dec 2026
Maturity Date
2026-12-01T00:00:00.000
Interest Rate
3.1
Original Face
0
Shares Par Value
370000.00
Base Market Value
357272.00
Base Total Cost
403200.1
Base Unrealized Gain Loss
-45928.1
Base Accrued Interest
955.83
Local Market Value
357272
Local Total Cost Amount
403200.1
Local Unrealized Gain Loss
-45928.1
Local Accrued Interest
955.83
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
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: AG ISSUER LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AG ISSUER LLC
Security Description
6.25% 01 Mar 2028
Maturity Date
2028-03-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
515000.00
Base Market Value
449435.35
Base Total Cost
505364.35
Base Unrealized Gain Loss
-55929
Base Accrued Interest
8136.28
Local Market Value
449435.35
Local Total Cost Amount
505364.35
Local Unrealized Gain Loss
-55929
Local Accrued Interest
8136.28
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: AG ISSUER LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AG ISSUER LLC
Security Description
6.25% 01 Mar 2028
Maturity Date
2028-03-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
625000.00
Base Market Value
545431.25
Base Total Cost
638993.5
Base Unrealized Gain Loss
-93562.25
Base Accrued Interest
13020.83
Local Market Value
545431.25
Local Total Cost Amount
638993.5
Local Unrealized Gain Loss
-93562.25
Local Accrued Interest
13020.83
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
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: AG ISSUER LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AG ISSUER LLC
Security Description
6.25% 01 Mar 2028
Maturity Date
2028-03-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
1629000.00
Base Market Value
1421612.01
Base Total Cost
1600181.75
Base Unrealized Gain Loss
-178569.74
Base Accrued Interest
33937.5
Local Market Value
1421612.01
Local Total Cost Amount
1600181.75
Local Unrealized Gain Loss
-178569.74
Local Accrued Interest
33937.5
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
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: AES CORP/THE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AES CORP/THE
Security Description
3.3% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
3.3
Original Face
0
Shares Par Value
7297000.00
Base Market Value
6844440.06
Base Total Cost
7506249.84
Base Unrealized Gain Loss
-661809.78
Base Accrued Interest
111036.01
Local Market Value
6844440.06
Local Total Cost Amount
7506249.84
Local Unrealized Gain Loss
-661809.78
Local Accrued Interest
111036.01
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: AES CORP/THE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AES CORP/THE
Security Description
3.95% 15 Jul 2030
Maturity Date
2030-07-15T00:00:00.000
Interest Rate
3.95
Original Face
0
Shares Par Value
145000.00
Base Market Value
130746.50
Base Total Cost
164428.55
Base Unrealized Gain Loss
-33682.05
Base Accrued Interest
2641.01
Local Market Value
130746.5
Local Total Cost Amount
164428.55
Local Unrealized Gain Loss
-33682.05
Local Accrued Interest
2641.01
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: AES CORP/THE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AES CORP/THE
Security Description
3.95% 15 Jul 2030
Maturity Date
2030-07-15T00:00:00.000
Interest Rate
3.95
Original Face
0
Shares Par Value
1375000.00
Base Market Value
1239837.50
Base Total Cost
1369458.75
Base Unrealized Gain Loss
-129621.25
Base Accrued Interest
25044.1
Local Market Value
1239837.5
Local Total Cost Amount
1369458.75
Local Unrealized Gain Loss
-129621.25
Local Accrued Interest
25044.1
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: AES CORP/THE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AES CORP/THE
Security Description
1.375% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
1.375
Original Face
0
Shares Par Value
11180000.00
Base Market Value
9859865.60
Base Total Cost
11173851
Base Unrealized Gain Loss
-1313985.4
Base Accrued Interest
70884.3
Local Market Value
9859865.6
Local Total Cost Amount
11173851
Local Unrealized Gain Loss
-1313985.4
Local Accrued Interest
70884.3
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AES CORP/THE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AES CORP/THE
Security Description
2.45% 15 Jan 2031
Maturity Date
2031-01-15T00:00:00.000
Interest Rate
2.45
Original Face
0
Shares Par Value
220000.00
Base Market Value
176939.40
Base Total Cost
219916.4
Base Unrealized Gain Loss
-42977
Base Accrued Interest
2485.39
Local Market Value
176939.4
Local Total Cost Amount
219916.4
Local Unrealized Gain Loss
-42977
Local Accrued Interest
2485.39
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
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: AES CORP/THE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AES CORP/THE
Security Description
2.45% 15 Jan 2031
Maturity Date
2031-01-15T00:00:00.000
Interest Rate
2.45
Original Face
0
Shares Par Value
950000.00
Base Market Value
764056.50
Base Total Cost
937118
Base Unrealized Gain Loss
-173061.5
Base Accrued Interest
10732.36
Local Market Value
764056.5
Local Total Cost Amount
937118
Local Unrealized Gain Loss
-173061.5
Local Accrued Interest
10732.36
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
ELECTRIC/GAS
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: AHP HEALTH PARTN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AHP HEALTH PARTN
Security Description
5.75% 15 Jul 2029
Maturity Date
2029-07-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
418000.00
Base Market Value
307104.60
Base Total Cost
418000
Base Unrealized Gain Loss
-110895.4
Base Accrued Interest
11082.8
Local Market Value
307104.6
Local Total Cost Amount
418000
Local Unrealized Gain Loss
-110895.4
Local Accrued Interest
11082.8
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa1
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: AHP HEALTH PARTN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AHP HEALTH PARTN
Security Description
5.75% 15 Jul 2029
Maturity Date
2029-07-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
150000.00
Base Market Value
110205.00
Base Total Cost
150000
Base Unrealized Gain Loss
-39795
Base Accrued Interest
3977.08
Local Market Value
110205
Local Total Cost Amount
150000
Local Unrealized Gain Loss
-39795
Local Accrued Interest
3977.08
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
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: AMC NETWORKS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMC NETWORKS INC
Security Description
5% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
690000.00
Base Market Value
668375.40
Base Total Cost
690000
Base Unrealized Gain Loss
-21624.6
Base Accrued Interest
8625
Local Market Value
668375.4
Local Total Cost Amount
690000
Local Unrealized Gain Loss
-21624.6
Local Accrued Interest
8625
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: AMC NETWORKS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMC NETWORKS INC
Security Description
5% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
76000.00
Base Market Value
73618.16
Base Total Cost
78755.01
Base Unrealized Gain Loss
-5136.85
Base Accrued Interest
950
Local Market Value
73618.16
Local Total Cost Amount
78755.01
Local Unrealized Gain Loss
-5136.85
Local Accrued Interest
950
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: AMC NETWORKS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMC NETWORKS INC
Security Description
4.75% 01 Aug 2025
Maturity Date
2025-08-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
811000.00
Base Market Value
755478.94
Base Total Cost
794849.02
Base Unrealized Gain Loss
-39370.08
Base Accrued Interest
16051.04
Local Market Value
755478.94
Local Total Cost Amount
794849.02
Local Unrealized Gain Loss
-39370.08
Local Accrued Interest
16051.04
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: AMC NETWORKS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMC NETWORKS INC
Security Description
4.25% 15 Feb 2029
Maturity Date
2029-02-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
775000.00
Base Market Value
627897.25
Base Total Cost
762284.55
Base Unrealized Gain Loss
-134387.3
Base Accrued Interest
12443.06
Local Market Value
627897.25
Local Total Cost Amount
762284.55
Local Unrealized Gain Loss
-134387.3
Local Accrued Interest
12443.06
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
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: AMC NETWORKS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMC NETWORKS INC
Security Description
4.25% 15 Feb 2029
Maturity Date
2029-02-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
2425000.00
Base Market Value
1964710.75
Base Total Cost
2349962.5
Base Unrealized Gain Loss
-385251.75
Base Accrued Interest
38934.72
Local Market Value
1964710.75
Local Total Cost Amount
2349962.5
Local Unrealized Gain Loss
-385251.75
Local Accrued Interest
38934.72
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: AMC NETWORKS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMC NETWORKS INC
Security Description
4.25% 15 Feb 2029
Maturity Date
2029-02-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
2006000.00
Base Market Value
1625241.14
Base Total Cost
1872641.54
Base Unrealized Gain Loss
-247400.4
Base Accrued Interest
32207.44
Local Market Value
1625241.14
Local Total Cost Amount
1872641.54
Local Unrealized Gain Loss
-247400.4
Local Accrued Interest
32207.44
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: AMC NETWORKS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMC NETWORKS INC
Security Description
4.25% 15 Feb 2029
Maturity Date
2029-02-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
200000.00
Base Market Value
162038.00
Base Total Cost
200125
Base Unrealized Gain Loss
-38087
Base Accrued Interest
3211.1
Local Market Value
162038
Local Total Cost Amount
200125
Local Unrealized Gain Loss
-38087
Local Accrued Interest
3211.1
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: AMC NETWORKS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMC NETWORKS INC
Security Description
4.25% 15 Feb 2029
Maturity Date
2029-02-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
350000.00
Base Market Value
283566.50
Base Total Cost
347250
Base Unrealized Gain Loss
-63683.5
Base Accrued Interest
5619.44
Local Market Value
283566.5
Local Total Cost Amount
347250
Local Unrealized Gain Loss
-63683.5
Local Accrued Interest
5619.44
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: AMC ENTERTAINMENT HLDGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMC ENTERTAINMENT HLDGS
Security Description
10% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
10
Original Face
0
Shares Par Value
1072934.00
Base Market Value
712374.53
Base Total Cost
1048073.02
Base Unrealized Gain Loss
-335698.49
Base Accrued Interest
4768.62
Local Market Value
712374.53
Local Total Cost Amount
1048073.02
Local Unrealized Gain Loss
-335698.49
Local Accrued Interest
4768.62
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
Caa3
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: AMC ENTERTAINMENT HLDGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMC ENTERTAINMENT HLDGS
Security Description
10% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
10
Original Face
0
Shares Par Value
2000000.00
Base Market Value
1327900.00
Base Total Cost
1861356.33
Base Unrealized Gain Loss
-533456.33
Base Accrued Interest
8888.88
Local Market Value
1327900
Local Total Cost Amount
1861356.33
Local Unrealized Gain Loss
-533456.33
Local Accrued Interest
8888.88
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa3
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: A L PARENT LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
A L PARENT LLC
Security Description
1% 01 Dec 2023
Maturity Date
2023-12-01T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
450235.60
Base Market Value
398458.51
Base Total Cost
430580.09
Base Unrealized Gain Loss
-32121.58
Base Accrued Interest
0
Local Market Value
398458.51
Local Total Cost Amount
430580.09
Local Unrealized Gain Loss
-32121.58
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: AMN HEALTHCARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMN HEALTHCARE INC
Security Description
4.625% 01 Oct 2027
Maturity Date
2027-10-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
530000.00
Base Market Value
485888.10
Base Total Cost
518454
Base Unrealized Gain Loss
-32565.9
Base Accrued Interest
6128.12
Local Market Value
485888.1
Local Total Cost Amount
518454
Local Unrealized Gain Loss
-32565.9
Local Accrued Interest
6128.12
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: AMN HEALTHCARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMN HEALTHCARE INC
Security Description
4.625% 01 Oct 2027
Maturity Date
2027-10-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
385000.00
Base Market Value
352956.45
Base Total Cost
393225
Base Unrealized Gain Loss
-40268.55
Base Accrued Interest
4451.56
Local Market Value
352956.45
Local Total Cost Amount
393225
Local Unrealized Gain Loss
-40268.55
Local Accrued Interest
4451.56
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
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: AMN HEALTHCARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMN HEALTHCARE INC
Security Description
4.625% 01 Oct 2027
Maturity Date
2027-10-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
252000.00
Base Market Value
231026.04
Base Total Cost
256061.25
Base Unrealized Gain Loss
-25035.21
Base Accrued Interest
2913.74
Local Market Value
231026.04
Local Total Cost Amount
256061.25
Local Unrealized Gain Loss
-25035.21
Local Accrued Interest
2913.74
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: AMN HEALTHCARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMN HEALTHCARE INC
Security Description
4% 15 Apr 2029
Maturity Date
2029-04-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
1150000.00
Base Market Value
971750.00
Base Total Cost
1142593.75
Base Unrealized Gain Loss
-170843.75
Base Accrued Interest
9711.07
Local Market Value
971750
Local Total Cost Amount
1142593.75
Local Unrealized Gain Loss
-170843.75
Local Accrued Interest
9711.07
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
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: ANGI GROUP LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANGI GROUP LLC
Security Description
3.875% 15 Aug 2028
Maturity Date
2028-08-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
400000.00
Base Market Value
304560.00
Base Total Cost
396000
Base Unrealized Gain Loss
-91440
Base Accrued Interest
5855.55
Local Market Value
304560
Local Total Cost Amount
396000
Local Unrealized Gain Loss
-91440
Local Accrued Interest
5855.55
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
Ba3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: API ESCROW CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
API ESCROW CORP
Security Description
4.75% 15 Oct 2029
Maturity Date
2029-10-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
780000.00
Base Market Value
629850.00
Base Total Cost
786156.25
Base Unrealized Gain Loss
-156306.25
Base Accrued Interest
7821.66
Local Market Value
629850
Local Total Cost Amount
786156.25
Local Unrealized Gain Loss
-156306.25
Local Accrued Interest
7821.66
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: API ESCROW CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
API ESCROW CORP
Security Description
4.75% 15 Oct 2029
Maturity Date
2029-10-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
565000.00
Base Market Value
456237.50
Base Total Cost
570040
Base Unrealized Gain Loss
-113802.5
Base Accrued Interest
5665.69
Local Market Value
456237.5
Local Total Cost Amount
570040
Local Unrealized Gain Loss
-113802.5
Local Accrued Interest
5665.69
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: API ESCROW CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
API ESCROW CORP
Security Description
4.75% 15 Oct 2029
Maturity Date
2029-10-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
150000.00
Base Market Value
121125.00
Base Total Cost
150000
Base Unrealized Gain Loss
-28875
Base Accrued Interest
1504.17
Local Market Value
121125
Local Total Cost Amount
150000
Local Unrealized Gain Loss
-28875
Local Accrued Interest
1504.17
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
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: API GROUP DE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
API GROUP DE INC
Security Description
4.125% 15 Jul 2029
Maturity Date
2029-07-15T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
450000.00
Base Market Value
357390.00
Base Total Cost
447550
Base Unrealized Gain Loss
-90160
Base Accrued Interest
8559.38
Local Market Value
357390
Local Total Cost Amount
447550
Local Unrealized Gain Loss
-90160
Local Accrued Interest
8559.38
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
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: API GROUP DE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
API GROUP DE INC
Security Description
4.125% 15 Jul 2029
Maturity Date
2029-07-15T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
325000.00
Base Market Value
258115.00
Base Total Cost
325312.5
Base Unrealized Gain Loss
-67197.5
Base Accrued Interest
6181.77
Local Market Value
258115
Local Total Cost Amount
325312.5
Local Unrealized Gain Loss
-67197.5
Local Accrued Interest
6181.77
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
B
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ARD FINANCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARD FINANCE SA
Security Description
6.5% 30 Jun 2027
Maturity Date
2027-06-30T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
2232867.00
Base Market Value
1656251.43
Base Total Cost
2234348.01
Base Unrealized Gain Loss
-578096.58
Base Accrued Interest
403.16
Local Market Value
1656251.43
Local Total Cost Amount
2234348.01
Local Unrealized Gain Loss
-578096.58
Local Accrued Interest
403.16
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
Caa3
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: ARD FINANCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARD FINANCE SA
Security Description
6.5% 30 Jun 2027
Maturity Date
2027-06-30T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
551010.00
Base Market Value
408717.18
Base Total Cost
542361.28
Base Unrealized Gain Loss
-133644.1
Base Accrued Interest
99.5
Local Market Value
408717.18
Local Total Cost Amount
542361.28
Local Unrealized Gain Loss
-133644.1
Local Accrued Interest
99.5
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
Caa3
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: ARD FINANCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARD FINANCE SA
Security Description
6.5% 30 Jun 2027
Maturity Date
2027-06-30T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
325000.00
Base Market Value
241072.00
Base Total Cost
326562.5
Base Unrealized Gain Loss
-85490.5
Base Accrued Interest
58.68
Local Market Value
241072
Local Total Cost Amount
326562.5
Local Unrealized Gain Loss
-85490.5
Local Accrued Interest
58.68
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
Caa3
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: ARD FINANCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARD FINANCE SA
Security Description
6.5% 30 Jun 2027
Maturity Date
2027-06-30T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
710980.00
Base Market Value
527376.52
Base Total Cost
718089.8
Base Unrealized Gain Loss
-190713.28
Base Accrued Interest
128.37
Local Market Value
527376.52
Local Total Cost Amount
718089.8
Local Unrealized Gain Loss
-190713.28
Local Accrued Interest
128.37
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
Caa3
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: ASGN INCORPORATED
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASGN INCORPORATED
Security Description
4.625% 15 May 2028
Maturity Date
2028-05-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
1240000.00
Base Market Value
1074212.00
Base Total Cost
1247668.6
Base Unrealized Gain Loss
-173456.6
Base Accrued Interest
7328.04
Local Market Value
1074212
Local Total Cost Amount
1247668.6
Local Unrealized Gain Loss
-173456.6
Local Accrued Interest
7328.04
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: ASGN INCORPORATED
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ASGN INCORPORATED
Security Description
4.625% 15 May 2028
Maturity Date
2028-05-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
475000.00
Base Market Value
411492.50
Base Total Cost
477171.88
Base Unrealized Gain Loss
-65679.38
Base Accrued Interest
2807.11
Local Market Value
411492.5
Local Total Cost Amount
477171.88
Local Unrealized Gain Loss
-65679.38
Local Accrued Interest
2807.11
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
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: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
4.3% 15 Dec 2042
Maturity Date
2042-12-15T00:00:00.000
Interest Rate
4.3
Original Face
0
Shares Par Value
4975000.00
Base Market Value
4336856.75
Base Total Cost
4987785.75
Base Unrealized Gain Loss
-650929
Base Accrued Interest
9507.78
Local Market Value
4336856.75
Local Total Cost Amount
4987785.75
Local Unrealized Gain Loss
-650929
Local Accrued Interest
9507.78
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
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: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
4.5% 15 May 2035
Maturity Date
2035-05-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
4145000.00
Base Market Value
3938869.15
Base Total Cost
4915350
Base Unrealized Gain Loss
-976480.85
Base Accrued Interest
23833.75
Local Market Value
3938869.15
Local Total Cost Amount
4915350
Local Unrealized Gain Loss
-976480.85
Local Accrued Interest
23833.75
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
TELEPHONE
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: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
4.5% 15 May 2035
Maturity Date
2035-05-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
5035000.00
Base Market Value
4784609.45
Base Total Cost
5846994.45
Base Unrealized Gain Loss
-1062385
Base Accrued Interest
28951.25
Local Market Value
4784609.45
Local Total Cost Amount
5846994.45
Local Unrealized Gain Loss
-1062385
Local Accrued Interest
28951.25
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
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: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
4.5% 15 May 2035
Interest Rate
4.5
Original Face
0
Shares Par Value
425000.00
Base Market Value
403864.75
Base Total Cost
443128.75
Base Unrealized Gain Loss
-39264
Base Accrued Interest
2443.75
Local Market Value
403864.75
Local Total Cost Amount
443128.75
Local Unrealized Gain Loss
-39264
Local Accrued Interest
2443.75
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
TELEPHONE
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: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
4.75% 15 May 2046
Maturity Date
2046-05-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
459000.00
Base Market Value
424836.63
Base Total Cost
553384.29
Base Unrealized Gain Loss
-128547.66
Base Accrued Interest
2785.87
Local Market Value
424836.63
Local Total Cost Amount
553384.29
Local Unrealized Gain Loss
-128547.66
Local Accrued Interest
2785.87
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
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: AT+T INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AT+T INC
Security Description
1% 12 Jun 2024
Interest Rate
2.90129
Original Face
0
Shares Par Value
3300000.00
Base Market Value
3310197.00
Base Total Cost
3326433
Base Unrealized Gain Loss
-16236
Base Accrued Interest
4787.12
Local Market Value
3310197
Local Total Cost Amount
3326433
Local Unrealized Gain Loss
-16236
Local Accrued Interest
4787.12
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
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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