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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: CHS/COMMUNITY HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHS/COMMUNITY HEALTH SYS
Security Description
4.75% 15 Feb 2031
Maturity Date
2031-02-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
3145000.00
Base Market Value
2302611.75
Base Total Cost
3109087.5
Base Unrealized Gain Loss
-806475.75
Base Accrued Interest
56435.28
Local Market Value
2302611.75
Local Total Cost Amount
3109087.5
Local Unrealized Gain Loss
-806475.75
Local Accrued Interest
56435.28
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: CHS/COMMUNITY HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHS/COMMUNITY HEALTH SYS
Security Description
4.75% 15 Feb 2031
Maturity Date
2031-02-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
725000.00
Base Market Value
530808.75
Base Total Cost
722000
Base Unrealized Gain Loss
-191191.25
Base Accrued Interest
13009.72
Local Market Value
530808.75
Local Total Cost Amount
722000
Local Unrealized Gain Loss
-191191.25
Local Accrued Interest
13009.72
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
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: CHS/COMMUNITY HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHS/COMMUNITY HEALTH SYS
Security Description
6.125% 01 Apr 2030
Maturity Date
2030-04-01T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
1310000.00
Base Market Value
799100.00
Base Total Cost
1310000
Base Unrealized Gain Loss
-510900
Base Accrued Interest
20059.37
Local Market Value
799100
Local Total Cost Amount
1310000
Local Unrealized Gain Loss
-510900
Local Accrued Interest
20059.37
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CHS/COMMUNITY HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHS/COMMUNITY HEALTH SYS
Security Description
6.125% 01 Apr 2030
Maturity Date
2030-04-01T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
400000.00
Base Market Value
244000.00
Base Total Cost
399250
Base Unrealized Gain Loss
-155250
Base Accrued Interest
6124.99
Local Market Value
244000
Local Total Cost Amount
399250
Local Unrealized Gain Loss
-155250
Local Accrued Interest
6124.99
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CHS/COMMUNITY HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHS/COMMUNITY HEALTH SYS
Security Description
5.25% 15 May 2030
Maturity Date
2030-05-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1435000.00
Base Market Value
1090456.50
Base Total Cost
1435000
Base Unrealized Gain Loss
-344543.5
Base Accrued Interest
30762.81
Local Market Value
1090456.5
Local Total Cost Amount
1435000
Local Unrealized Gain Loss
-344543.5
Local Accrued Interest
30762.81
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: CHS/COMMUNITY HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHS/COMMUNITY HEALTH SYS
Security Description
5.25% 15 May 2030
Maturity Date
2030-05-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
850000.00
Base Market Value
645915.00
Base Total Cost
850000
Base Unrealized Gain Loss
-204085
Base Accrued Interest
18221.87
Local Market Value
645915
Local Total Cost Amount
850000
Local Unrealized Gain Loss
-204085
Local Accrued Interest
18221.87
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
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: CHS/COMMUNITY HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHS/COMMUNITY HEALTH SYS
Security Description
5.25% 15 May 2030
Maturity Date
2030-05-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
675000.00
Base Market Value
512932.50
Base Total Cost
651500
Base Unrealized Gain Loss
-138567.5
Base Accrued Interest
14470.31
Local Market Value
512932.5
Local Total Cost Amount
651500
Local Unrealized Gain Loss
-138567.5
Local Accrued Interest
14470.31
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
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: CHS/COMMUNITY HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHS/COMMUNITY HEALTH SYS
Security Description
5.25% 15 May 2030
Maturity Date
2030-05-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
232000.00
Base Market Value
176296.80
Base Total Cost
232000
Base Unrealized Gain Loss
-55703.2
Base Accrued Interest
4973.5
Local Market Value
176296.8
Local Total Cost Amount
232000
Local Unrealized Gain Loss
-55703.2
Local Accrued Interest
4973.5
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: CHS/COMMUNITY HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHS/COMMUNITY HEALTH SYS
Security Description
5.25% 15 May 2030
Maturity Date
2030-05-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
625000.00
Base Market Value
474937.50
Base Total Cost
616187.5
Base Unrealized Gain Loss
-141250
Base Accrued Interest
13398.44
Local Market Value
474937.5
Local Total Cost Amount
616187.5
Local Unrealized Gain Loss
-141250
Local Accrued Interest
13398.44
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CIGNA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIGNA CORP
Security Description
4.125% 15 Nov 2025
Maturity Date
2025-11-15T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
2879000.00
Base Market Value
2882166.90
Base Total Cost
3172861.75
Base Unrealized Gain Loss
-290694.85
Base Accrued Interest
15174.73
Local Market Value
2882166.9
Local Total Cost Amount
3172861.75
Local Unrealized Gain Loss
-290694.85
Local Accrued Interest
15174.73
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
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: CIGNA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIGNA CORP
Security Description
4.8% 15 Aug 2038
Maturity Date
2038-08-15T00:00:00.000
Interest Rate
4.8
Original Face
0
Shares Par Value
420000.00
Base Market Value
408525.60
Base Total Cost
517511.4
Base Unrealized Gain Loss
-108985.8
Base Accrued Interest
7616
Local Market Value
408525.6
Local Total Cost Amount
517511.4
Local Unrealized Gain Loss
-108985.8
Local Accrued Interest
7616
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
Baa1
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: CIGNA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIGNA CORP
Security Description
4.9% 15 Dec 2048
Maturity Date
2048-12-15T00:00:00.000
Interest Rate
4.9
Original Face
0
Shares Par Value
160000.00
Base Market Value
153576.00
Base Total Cost
208836.8
Base Unrealized Gain Loss
-55260.8
Base Accrued Interest
348.44
Local Market Value
153576
Local Total Cost Amount
208836.8
Local Unrealized Gain Loss
-55260.8
Local Accrued Interest
348.44
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
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: CIGNA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIGNA CORP
Security Description
4.9% 15 Dec 2048
Maturity Date
2048-12-15T00:00:00.000
Interest Rate
4.9
Original Face
0
Shares Par Value
699000.00
Base Market Value
670935.15
Base Total Cost
847315.9
Base Unrealized Gain Loss
-176380.75
Base Accrued Interest
1522.27
Local Market Value
670935.15
Local Total Cost Amount
847315.9
Local Unrealized Gain Loss
-176380.75
Local Accrued Interest
1522.27
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
Baa1
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: CIGNA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIGNA CORP
Security Description
4.8% 15 Jul 2046
Maturity Date
2046-07-15T00:00:00.000
Interest Rate
4.8
Original Face
0
Shares Par Value
970000.00
Base Market Value
924002.60
Base Total Cost
1233374.4
Base Unrealized Gain Loss
-309371.8
Base Accrued Interest
21469.33
Local Market Value
924002.6
Local Total Cost Amount
1233374.4
Local Unrealized Gain Loss
-309371.8
Local Accrued Interest
21469.33
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
Baa1
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: CIGNA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIGNA CORP
Security Description
3.2% 15 Mar 2040
Maturity Date
2040-03-15T00:00:00.000
Interest Rate
3.2
Original Face
0
Shares Par Value
2310000.00
Base Market Value
1823444.70
Base Total Cost
2465309
Base Unrealized Gain Loss
-641864.3
Base Accrued Interest
21765.33
Local Market Value
1823444.7
Local Total Cost Amount
2465309
Local Unrealized Gain Loss
-641864.3
Local Accrued Interest
21765.33
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
Baa1
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: CIGNA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIGNA CORP
Security Description
3.2% 15 Mar 2040
Interest Rate
3.2
Original Face
0
Shares Par Value
965000.00
Base Market Value
761742.05
Base Total Cost
1015054.55
Base Unrealized Gain Loss
-253312.5
Base Accrued Interest
9092.44
Local Market Value
761742.05
Local Total Cost Amount
1015054.55
Local Unrealized Gain Loss
-253312.5
Local Accrued Interest
9092.44
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
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: CIGNA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIGNA CORP
Security Description
3.2% 15 Mar 2040
Maturity Date
2040-03-15T00:00:00.000
Interest Rate
3.2
Original Face
0
Shares Par Value
2085000.00
Base Market Value
1645836.45
Base Total Cost
2048383.59
Base Unrealized Gain Loss
-402547.14
Base Accrued Interest
19645.34
Local Market Value
1645836.45
Local Total Cost Amount
2048383.59
Local Unrealized Gain Loss
-402547.14
Local Accrued Interest
19645.34
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
Baa1
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: CIGNA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CIGNA CORP
Security Description
3.4% 15 Mar 2050
Maturity Date
2050-03-15T00:00:00.000
Interest Rate
3.4
Original Face
0
Shares Par Value
1083000.00
Base Market Value
826610.58
Base Total Cost
1085991.83
Base Unrealized Gain Loss
-259381.25
Base Accrued Interest
10842.03
Local Market Value
826610.58
Local Total Cost Amount
1085991.83
Local Unrealized Gain Loss
-259381.25
Local Accrued Interest
10842.03
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
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: FIRST CITIZENS BANK/TRST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST CITIZENS BANK/TRST
Security Description
1% 27 Sep 2025
Maturity Date
2025-09-27T00:00:00.000
Interest Rate
2.969
Original Face
0
Shares Par Value
80000.00
Base Market Value
77062.40
Base Total Cost
73909.6
Base Unrealized Gain Loss
3152.8
Base Accrued Interest
620.19
Local Market Value
77062.4
Local Total Cost Amount
73909.6
Local Unrealized Gain Loss
3152.8
Local Accrued Interest
620.19
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FIRST CITIZENS BANK/TRST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST CITIZENS BANK/TRST
Security Description
6.125% 09 Mar 2028
Maturity Date
2028-03-09T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
220000.00
Base Market Value
229233.40
Base Total Cost
268675
Base Unrealized Gain Loss
-39441.6
Base Accrued Interest
4192.22
Local Market Value
229233.4
Local Total Cost Amount
268675
Local Unrealized Gain Loss
-39441.6
Local Accrued Interest
4192.22
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: FIRST CITIZENS BANK/TRST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIRST CITIZENS BANK/TRST
Security Description
1% 19 Jun 2024
Maturity Date
2024-06-19T00:00:00.000
Interest Rate
3.929
Original Face
0
Shares Par Value
110000.00
Base Market Value
109293.80
Base Total Cost
110000
Base Unrealized Gain Loss
-706.2
Base Accrued Interest
144.06
Local Market Value
109293.8
Local Total Cost Amount
110000
Local Unrealized Gain Loss
-706.2
Local Accrued Interest
144.06
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
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: CME GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CME GROUP INC
Security Description
5.3% 15 Sep 2043
Interest Rate
5.3
Original Face
0
Shares Par Value
160000.00
Base Market Value
173984.00
Base Total Cost
193134.4
Base Unrealized Gain Loss
-19150.4
Base Accrued Interest
2496.89
Local Market Value
173984
Local Total Cost Amount
193134.4
Local Unrealized Gain Loss
-19150.4
Local Accrued Interest
2496.89
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
FINANCE
Moody S Quality Rating
Aa3
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: CMS ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CMS ENERGY CORP
Security Description
3% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
925000.00
Base Market Value
885983.50
Base Total Cost
993070.75
Base Unrealized Gain Loss
-107087.25
Base Accrued Interest
3545.83
Local Market Value
885983.5
Local Total Cost Amount
993070.75
Local Unrealized Gain Loss
-107087.25
Local Accrued Interest
3545.83
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
ELECTRIC/GAS
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: CMS ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CMS ENERGY CORP
Security Description
3% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
420000.00
Base Market Value
402284.40
Base Total Cost
447157.2
Base Unrealized Gain Loss
-44872.8
Base Accrued Interest
1610
Local Market Value
402284.4
Local Total Cost Amount
447157.2
Local Unrealized Gain Loss
-44872.8
Local Accrued Interest
1610
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
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: CMS ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CMS ENERGY CORP
Security Description
2.95% 15 Feb 2027
Maturity Date
2027-02-15T00:00:00.000
Interest Rate
2.95
Original Face
0
Shares Par Value
1210000.00
Base Market Value
1138113.90
Base Total Cost
1290041.5
Base Unrealized Gain Loss
-151927.6
Base Accrued Interest
13484.78
Local Market Value
1138113.9
Local Total Cost Amount
1290041.5
Local Unrealized Gain Loss
-151927.6
Local Accrued Interest
13484.78
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
ELECTRIC/GAS
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: CMS ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CMS ENERGY CORP
Security Description
1% 01 Jun 2050
Maturity Date
2050-06-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
3504000.00
Base Market Value
3070274.88
Base Total Cost
3907695.84
Base Unrealized Gain Loss
-837420.96
Base Accrued Interest
13870
Local Market Value
3070274.88
Local Total Cost Amount
3907695.84
Local Unrealized Gain Loss
-837420.96
Local Accrued Interest
13870
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: CMS ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CMS ENERGY CORP
Security Description
1% 01 Dec 2050
Maturity Date
2050-12-01T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
5010000.00
Base Market Value
3829794.30
Base Total Cost
5116917.5
Base Unrealized Gain Loss
-1287123.2
Base Accrued Interest
15656.25
Local Market Value
3829794.3
Local Total Cost Amount
5116917.5
Local Unrealized Gain Loss
-1287123.2
Local Accrued Interest
15656.25
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
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: COMM MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMM MORTGAGE TRUST
Security Description
3.961% 10 Mar 2047
Maturity Date
2047-03-10T00:00:00.000
Interest Rate
3.961
Original Face
485000
Shares Par Value
485000.00
Base Market Value
482208.92
Base Total Cost
526622.85
Base Unrealized Gain Loss
-44413.93
Base Accrued Interest
0
Local Market Value
482208.92
Local Total Cost Amount
526622.85
Local Unrealized Gain Loss
-44413.93
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: COMM MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMM MORTGAGE TRUST
Security Description
1% 10 Aug 2049
Maturity Date
2049-08-10T00:00:00.000
Interest Rate
3.731677
Original Face
4633000
Shares Par Value
4633000.00
Base Market Value
4498648.56
Base Total Cost
4994229.22
Base Unrealized Gain Loss
-495580.66
Base Accrued Interest
0
Local Market Value
4498648.56
Local Total Cost Amount
4994229.22
Local Unrealized Gain Loss
-495580.66
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
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: COMM MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMM MORTGAGE TRUST
Security Description
3.178% 10 Feb 2035
Maturity Date
2035-02-10T00:00:00.000
Interest Rate
3.178
Original Face
1066000
Shares Par Value
1066000.00
Base Market Value
1017763.39
Base Total Cost
1144367.66
Base Unrealized Gain Loss
-126604.27
Base Accrued Interest
0
Local Market Value
1017763.39
Local Total Cost Amount
1144367.66
Local Unrealized Gain Loss
-126604.27
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
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: CNH INDUSTRIAL NV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CNH INDUSTRIAL NV
Security Description
4.5% 15 Aug 2023
Maturity Date
2023-08-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
300000.00
Base Market Value
302514.00
Base Total Cost
328800
Base Unrealized Gain Loss
-26286
Base Accrued Interest
5100
Local Market Value
302514
Local Total Cost Amount
328800
Local Unrealized Gain Loss
-26286
Local Accrued Interest
5100
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
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: COMM MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMM MORTGAGE TRUST
Security Description
3.803% 10 Sep 2050
Maturity Date
2050-09-10T00:00:00.000
Interest Rate
3.803
Original Face
1050576
Shares Par Value
1050576.00
Base Market Value
1003280.85
Base Total Cost
1177572.56
Base Unrealized Gain Loss
-174291.71
Base Accrued Interest
0
Local Market Value
1003280.85
Local Total Cost Amount
1177572.56
Local Unrealized Gain Loss
-174291.71
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Moody S Quality Rating
Aa3
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CSAIL COMMERCIAL MORTGAGE TRUS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSAIL COMMERCIAL MORTGAGE TRUS
Security Description
1% 15 Nov 2050
Maturity Date
2050-11-15T00:00:00.000
Interest Rate
3.4578
Original Face
1000000
Shares Par Value
1000000.00
Base Market Value
954843.40
Base Total Cost
1059101.56
Base Unrealized Gain Loss
-104258.16
Base Accrued Interest
0
Local Market Value
954843.4
Local Total Cost Amount
1059101.56
Local Unrealized Gain Loss
-104258.16
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
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: CSAIL COMMERCIAL MORTGAGE TRUS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSAIL COMMERCIAL MORTGAGE TRUS
Security Description
1% 15 Nov 2050
Maturity Date
2050-11-15T00:00:00.000
Interest Rate
0.83391
Original Face
15265000
Shares Par Value
13424005.60
Base Market Value
391889.68
Base Total Cost
756899.1
Base Unrealized Gain Loss
-365009.42
Base Accrued Interest
0
Local Market Value
391889.68
Local Total Cost Amount
756899.1
Local Unrealized Gain Loss
-365009.42
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
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: CSAIL COMMERCIAL MORTGAGE TRUS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSAIL COMMERCIAL MORTGAGE TRUS
Security Description
1% 15 Aug 2051
Maturity Date
2051-08-15T00:00:00.000
Interest Rate
4.2244
Original Face
1206000
Shares Par Value
1206000.00
Base Market Value
1191215.89
Base Total Cost
1285143.75
Base Unrealized Gain Loss
-93927.86
Base Accrued Interest
0
Local Market Value
1191215.89
Local Total Cost Amount
1285143.75
Local Unrealized Gain Loss
-93927.86
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CSAIL COMMERCIAL MORTGAGE TRUS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSAIL COMMERCIAL MORTGAGE TRUS
Security Description
1% 15 Nov 2051
Maturity Date
2051-11-15T00:00:00.000
Interest Rate
0.727687
Original Face
7220000
Shares Par Value
6268511.55
Base Market Value
178903.95
Base Total Cost
270649.27
Base Unrealized Gain Loss
-91745.32
Base Accrued Interest
0
Local Market Value
178903.95
Local Total Cost Amount
270649.27
Local Unrealized Gain Loss
-91745.32
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Moody S Quality Rating
Aa1
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: CSAIL COMMERCIAL MORTGAGE TRUS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSAIL COMMERCIAL MORTGAGE TRUS
Security Description
3.329% 15 Jun 2052
Maturity Date
2052-06-15T00:00:00.000
Interest Rate
3.329
Original Face
6013000
Shares Par Value
6013000.00
Base Market Value
5597472.24
Base Total Cost
6768383.13
Base Unrealized Gain Loss
-1170910.89
Base Accrued Interest
0
Local Market Value
5597472.24
Local Total Cost Amount
6768383.13
Local Unrealized Gain Loss
-1170910.89
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CSAIL COMMERCIAL MORTGAGE TRUS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSAIL COMMERCIAL MORTGAGE TRUS
Security Description
1% 15 Jun 2052
Maturity Date
2052-06-15T00:00:00.000
Interest Rate
1.715455
Original Face
20472000
Shares Par Value
20139732.68
Base Market Value
1654408.55
Base Total Cost
2502361.77
Base Unrealized Gain Loss
-847953.22
Base Accrued Interest
0
Local Market Value
1654408.55
Local Total Cost Amount
2502361.77
Local Unrealized Gain Loss
-847953.22
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Moody S Quality Rating
Aa1
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: COLT FUNDING LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COLT FUNDING LLC
Security Description
1% 27 Apr 2065
Maturity Date
2065-04-27T00:00:00.000
Interest Rate
1.506
Original Face
1000000
Shares Par Value
178517.14
Base Market Value
171040.34
Base Total Cost
179409.72
Base Unrealized Gain Loss
-8369.38
Base Accrued Interest
0
Local Market Value
171040.34
Local Total Cost Amount
179409.72
Local Unrealized Gain Loss
-8369.38
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
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: CP ATLAS BUYER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CP ATLAS BUYER INC
Security Description
7% 01 Dec 2028
Maturity Date
2028-12-01T00:00:00.000
Interest Rate
7
Original Face
0
Shares Par Value
200000.00
Base Market Value
144436.00
Base Total Cost
205458.34
Base Unrealized Gain Loss
-61022.34
Base Accrued Interest
1166.66
Local Market Value
144436
Local Total Cost Amount
205458.34
Local Unrealized Gain Loss
-61022.34
Local Accrued Interest
1166.66
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
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: XPO CNW INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
XPO CNW INC
Security Description
6.7% 01 May 2034
Maturity Date
2034-05-01T00:00:00.000
Interest Rate
6.7
Original Face
0
Shares Par Value
1011000.00
Base Market Value
944941.26
Base Total Cost
1044670.02
Base Unrealized Gain Loss
-99728.76
Base Accrued Interest
11289.5
Local Market Value
944941.26
Local Total Cost Amount
1044670.02
Local Unrealized Gain Loss
-99728.76
Local Accrued Interest
11289.5
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
WR
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: CNO FINANCIAL GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CNO FINANCIAL GROUP INC
Security Description
5.25% 30 May 2025
Maturity Date
2025-05-30T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
2285000.00
Base Market Value
2320257.55
Base Total Cost
2410316.33
Base Unrealized Gain Loss
-90058.78
Base Accrued Interest
10330.11
Local Market Value
2320257.55
Local Total Cost Amount
2410316.33
Local Unrealized Gain Loss
-90058.78
Local Accrued Interest
10330.11
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
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: CNO FINANCIAL GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CNO FINANCIAL GROUP INC
Security Description
5.25% 30 May 2029
Maturity Date
2029-05-30T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
6395000.00
Base Market Value
6200400.15
Base Total Cost
7631979.9
Base Unrealized Gain Loss
-1431579.75
Base Accrued Interest
28910.72
Local Market Value
6200400.15
Local Total Cost Amount
7631979.9
Local Unrealized Gain Loss
-1431579.75
Local Accrued Interest
28910.72
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
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: CSC HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSC HOLDINGS LLC
Security Description
5.5% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
265000.00
Base Market Value
240145.65
Base Total Cost
275473.08
Base Unrealized Gain Loss
-35327.43
Base Accrued Interest
3076.94
Local Market Value
240145.65
Local Total Cost Amount
275473.08
Local Unrealized Gain Loss
-35327.43
Local Accrued Interest
3076.94
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: CSC HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSC HOLDINGS LLC
Security Description
5.5% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
200000.00
Base Market Value
181242.00
Base Total Cost
200000
Base Unrealized Gain Loss
-18758
Base Accrued Interest
2322.22
Local Market Value
181242
Local Total Cost Amount
200000
Local Unrealized Gain Loss
-18758
Local Accrued Interest
2322.22
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
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: CSC HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSC HOLDINGS LLC
Security Description
5.375% 01 Feb 2028
Maturity Date
2028-02-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
695000.00
Base Market Value
601175.00
Base Total Cost
734456.25
Base Unrealized Gain Loss
-133281.25
Base Accrued Interest
15565.11
Local Market Value
601175
Local Total Cost Amount
734456.25
Local Unrealized Gain Loss
-133281.25
Local Accrued Interest
15565.11
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
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: CSC HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSC HOLDINGS LLC
Security Description
5.375% 01 Feb 2028
Maturity Date
2028-02-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
950000.00
Base Market Value
821750.00
Base Total Cost
1004517.5
Base Unrealized Gain Loss
-182767.5
Base Accrued Interest
21276.03
Local Market Value
821750
Local Total Cost Amount
1004517.5
Local Unrealized Gain Loss
-182767.5
Local Accrued Interest
21276.03
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: CSC HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSC HOLDINGS LLC
Security Description
7.5% 01 Apr 2028
Maturity Date
2028-04-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
1060000.00
Base Market Value
885100.00
Base Total Cost
1075559.58
Base Unrealized Gain Loss
-190459.58
Base Accrued Interest
23408.33
Local Market Value
885100
Local Total Cost Amount
1075559.58
Local Unrealized Gain Loss
-190459.58
Local Accrued Interest
23408.33
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: CSC HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSC HOLDINGS LLC
Security Description
7.5% 01 Apr 2028
Maturity Date
2028-04-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
1195000.00
Base Market Value
997825.00
Base Total Cost
1281297.73
Base Unrealized Gain Loss
-283472.73
Base Accrued Interest
26389.58
Local Market Value
997825
Local Total Cost Amount
1281297.73
Local Unrealized Gain Loss
-283472.73
Local Accrued Interest
26389.58
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: CSC HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSC HOLDINGS LLC
Security Description
7.5% 01 Apr 2028
Maturity Date
2028-04-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
765000.00
Base Market Value
638775.00
Base Total Cost
861038.02
Base Unrealized Gain Loss
-222263.02
Base Accrued Interest
16893.75
Local Market Value
638775
Local Total Cost Amount
861038.02
Local Unrealized Gain Loss
-222263.02
Local Accrued Interest
16893.75
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
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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