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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: 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
265000.00
Base Market Value
221275.00
Base Total Cost
276262.5
Base Unrealized Gain Loss
-54987.5
Base Accrued Interest
5852.09
Local Market Value
221275
Local Total Cost Amount
276262.5
Local Unrealized Gain Loss
-54987.5
Local Accrued Interest
5852.09
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
664500.00
Base Market Value
554857.50
Base Total Cost
733995.61
Base Unrealized Gain Loss
-179138.11
Base Accrued Interest
14674.37
Local Market Value
554857.5
Local Total Cost Amount
733995.61
Local Unrealized Gain Loss
-179138.11
Local Accrued Interest
14674.37
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
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
6.5% 01 Feb 2029
Maturity Date
2029-02-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
3250000.00
Base Market Value
2935172.50
Base Total Cost
3450457.82
Base Unrealized Gain Loss
-515285.32
Base Accrued Interest
88020.84
Local Market Value
2935172.5
Local Total Cost Amount
3450457.82
Local Unrealized Gain Loss
-515285.32
Local Accrued Interest
88020.84
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
6.5% 01 Feb 2029
Maturity Date
2029-02-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
2210000.00
Base Market Value
1995917.30
Base Total Cost
2394091.17
Base Unrealized Gain Loss
-398173.87
Base Accrued Interest
59854.17
Local Market Value
1995917.3
Local Total Cost Amount
2394091.17
Local Unrealized Gain Loss
-398173.87
Local Accrued Interest
59854.17
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
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
6.5% 01 Feb 2029
Maturity Date
2029-02-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
1000000.00
Base Market Value
903130.00
Base Total Cost
1095332.65
Base Unrealized Gain Loss
-192202.65
Base Accrued Interest
27083.33
Local Market Value
903130
Local Total Cost Amount
1095332.65
Local Unrealized Gain Loss
-192202.65
Local Accrued Interest
27083.33
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
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
6.5% 01 Feb 2029
Maturity Date
2029-02-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
237000.00
Base Market Value
214041.81
Base Total Cost
241147.5
Base Unrealized Gain Loss
-27105.69
Base Accrued Interest
6418.75
Local Market Value
214041.81
Local Total Cost Amount
241147.5
Local Unrealized Gain Loss
-27105.69
Local Accrued Interest
6418.75
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
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
6.5% 01 Feb 2029
Maturity Date
2029-02-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
600000.00
Base Market Value
541878.00
Base Total Cost
629240
Base Unrealized Gain Loss
-87362
Base Accrued Interest
16250
Local Market Value
541878
Local Total Cost Amount
629240
Local Unrealized Gain Loss
-87362
Local Accrued Interest
16250
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
6.5% 01 Feb 2029
Maturity Date
2029-02-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
952500.00
Base Market Value
860231.33
Base Total Cost
1062370.88
Base Unrealized Gain Loss
-202139.55
Base Accrued Interest
25796.87
Local Market Value
860231.33
Local Total Cost Amount
1062370.88
Local Unrealized Gain Loss
-202139.55
Local Accrued Interest
25796.87
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: CSC HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSC HOLDINGS LLC
Security Description
5.75% 15 Jan 2030
Maturity Date
2030-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
5770000.00
Base Market Value
4197848.10
Base Total Cost
6054551.25
Base Unrealized Gain Loss
-1856703.15
Base Accrued Interest
152985.13
Local Market Value
4197848.1
Local Total Cost Amount
6054551.25
Local Unrealized Gain Loss
-1856703.15
Local Accrued Interest
152985.13
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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
5.75% 15 Jan 2030
Maturity Date
2030-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
775000.00
Base Market Value
563835.75
Base Total Cost
837850
Base Unrealized Gain Loss
-274014.25
Base Accrued Interest
20548.26
Local Market Value
563835.75
Local Total Cost Amount
837850
Local Unrealized Gain Loss
-274014.25
Local Accrued Interest
20548.26
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: CSC HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSC HOLDINGS LLC
Security Description
5.75% 15 Jan 2030
Maturity Date
2030-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
598000.00
Base Market Value
435062.94
Base Total Cost
625192.52
Base Unrealized Gain Loss
-190129.58
Base Accrued Interest
15855.3
Local Market Value
435062.94
Local Total Cost Amount
625192.52
Local Unrealized Gain Loss
-190129.58
Local Accrued Interest
15855.3
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
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: CSC HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSC HOLDINGS LLC
Security Description
5.75% 15 Jan 2030
Maturity Date
2030-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
2165000.00
Base Market Value
1575102.45
Base Total Cost
2199846.25
Base Unrealized Gain Loss
-624743.8
Base Accrued Interest
57402.57
Local Market Value
1575102.45
Local Total Cost Amount
2199846.25
Local Unrealized Gain Loss
-624743.8
Local Accrued Interest
57402.57
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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
4.125% 01 Dec 2030
Maturity Date
2030-12-01T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
1420000.00
Base Market Value
1107600.00
Base Total Cost
1127125
Base Unrealized Gain Loss
-19525
Base Accrued Interest
4881.25
Local Market Value
1107600
Local Total Cost Amount
1127125
Local Unrealized Gain Loss
-19525
Local Accrued Interest
4881.25
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: CSC HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSC HOLDINGS LLC
Security Description
4.625% 01 Dec 2030
Maturity Date
2030-12-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
1465000.00
Base Market Value
979704.10
Base Total Cost
1502375
Base Unrealized Gain Loss
-522670.9
Base Accrued Interest
5646.35
Local Market Value
979704.1
Local Total Cost Amount
1502375
Local Unrealized Gain Loss
-522670.9
Local Accrued Interest
5646.35
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: CSC HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSC HOLDINGS LLC
Security Description
4.625% 01 Dec 2030
Maturity Date
2030-12-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
435000.00
Base Market Value
290901.90
Base Total Cost
426300
Base Unrealized Gain Loss
-135398.1
Base Accrued Interest
1676.56
Local Market Value
290901.9
Local Total Cost Amount
426300
Local Unrealized Gain Loss
-135398.1
Local Accrued Interest
1676.56
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
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
4.625% 01 Dec 2030
Maturity Date
2030-12-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
1090000.00
Base Market Value
728926.60
Base Total Cost
1072043.75
Base Unrealized Gain Loss
-343117.15
Base Accrued Interest
4201.03
Local Market Value
728926.6
Local Total Cost Amount
1072043.75
Local Unrealized Gain Loss
-343117.15
Local Accrued Interest
4201.03
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
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
3.375% 15 Feb 2031
Maturity Date
2031-02-15T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
442000.00
Base Market Value
326775.02
Base Total Cost
442000
Base Unrealized Gain Loss
-115224.98
Base Accrued Interest
5635.5
Local Market Value
326775.02
Local Total Cost Amount
442000
Local Unrealized Gain Loss
-115224.98
Local Accrued Interest
5635.5
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: CSC HOLDINGS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSC HOLDINGS LLC
Security Description
4.5% 15 Nov 2031
Maturity Date
2031-11-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
579000.00
Base Market Value
446495.85
Base Total Cost
583757.5
Base Unrealized Gain Loss
-137261.65
Base Accrued Interest
3329.25
Local Market Value
446495.85
Local Total Cost Amount
583757.5
Local Unrealized Gain Loss
-137261.65
Local Accrued Interest
3329.25
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
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% 15 Nov 2031
Maturity Date
2031-11-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1320000.00
Base Market Value
889732.80
Base Total Cost
1320000
Base Unrealized Gain Loss
-430267.2
Base Accrued Interest
8433.33
Local Market Value
889732.8
Local Total Cost Amount
1320000
Local Unrealized Gain Loss
-430267.2
Local Accrued Interest
8433.33
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
TELEPHONE
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
5% 15 Nov 2031
Maturity Date
2031-11-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
450000.00
Base Market Value
303318.00
Base Total Cost
450000
Base Unrealized Gain Loss
-146682
Base Accrued Interest
2875
Local Market Value
303318
Local Total Cost Amount
450000
Local Unrealized Gain Loss
-146682
Local Accrued Interest
2875
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
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
5% 15 Nov 2031
Maturity Date
2031-11-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
200000.00
Base Market Value
134808.00
Base Total Cost
200000
Base Unrealized Gain Loss
-65192
Base Accrued Interest
1277.78
Local Market Value
134808
Local Total Cost Amount
200000
Local Unrealized Gain Loss
-65192
Local Accrued Interest
1277.78
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
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: COMM MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COMM MORTGAGE TRUST
Security Description
1% 15 Jul 2047
Maturity Date
2047-07-15T00:00:00.000
Interest Rate
1.14814
Original Face
19700000
Shares Par Value
12415465.47
Base Market Value
189109.89
Base Total Cost
592159.52
Base Unrealized Gain Loss
-403049.63
Base Accrued Interest
0
Local Market Value
189109.89
Local Total Cost Amount
592159.52
Local Unrealized Gain Loss
-403049.63
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
NR
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
3.14% 10 Oct 2036
Maturity Date
2036-10-10T00:00:00.000
Interest Rate
3.14
Original Face
200000
Shares Par Value
200000.00
Base Market Value
183902.80
Base Total Cost
214840
Base Unrealized Gain Loss
-30937.2
Base Accrued Interest
0
Local Market Value
183902.8
Local Total Cost Amount
214840
Local Unrealized Gain Loss
-30937.2
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
3.089% 15 Jan 2049
Maturity Date
2049-01-15T00:00:00.000
Interest Rate
3.0898
Original Face
205000
Shares Par Value
205000.00
Base Market Value
196529.63
Base Total Cost
217660.35
Base Unrealized Gain Loss
-21130.72
Base Accrued Interest
0
Local Market Value
196529.63
Local Total Cost Amount
217660.35
Local Unrealized Gain Loss
-21130.72
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
3.089% 15 Jan 2049
Maturity Date
2049-01-15T00:00:00.000
Interest Rate
3.0898
Original Face
200000
Shares Par Value
200000.00
Base Market Value
191736.22
Base Total Cost
215000
Base Unrealized Gain Loss
-23263.78
Base Accrued Interest
0
Local Market Value
191736.22
Local Total Cost Amount
215000
Local Unrealized Gain Loss
-23263.78
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: CSX CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSX CORP
Security Description
4.3% 01 Mar 2048
Maturity Date
2048-03-01T00:00:00.000
Interest Rate
4.3
Original Face
0
Shares Par Value
365000.00
Base Market Value
333033.30
Base Total Cost
446340.25
Base Unrealized Gain Loss
-113306.95
Base Accrued Interest
5231.67
Local Market Value
333033.3
Local Total Cost Amount
446340.25
Local Unrealized Gain Loss
-113306.95
Local Accrued Interest
5231.67
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
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: CSX CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSX CORP
Security Description
4.65% 01 Mar 2068
Maturity Date
2068-03-01T00:00:00.000
Interest Rate
4.65
Original Face
0
Shares Par Value
995000.00
Base Market Value
898634.25
Base Total Cost
1286714.1
Base Unrealized Gain Loss
-388079.85
Base Accrued Interest
15422.5
Local Market Value
898634.25
Local Total Cost Amount
1286714.1
Local Unrealized Gain Loss
-388079.85
Local Accrued Interest
15422.5
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
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: CSX CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSX 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
602000.00
Base Market Value
598875.62
Base Total Cost
689248.99
Base Unrealized Gain Loss
-90373.37
Base Accrued Interest
7533.36
Local Market Value
598875.62
Local Total Cost Amount
689248.99
Local Unrealized Gain Loss
-90373.37
Local Accrued Interest
7533.36
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
INDUSTRIAL
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: CSX CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSX CORP
Security Description
4.75% 15 Nov 2048
Maturity Date
2048-11-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
130000.00
Base Market Value
126935.90
Base Total Cost
168285
Base Unrealized Gain Loss
-41349.1
Base Accrued Interest
789.03
Local Market Value
126935.9
Local Total Cost Amount
168285
Local Unrealized Gain Loss
-41349.1
Local Accrued Interest
789.03
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
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: CREDIT SUISSE MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CREDIT SUISSE MORTGAGE TRUST
Security Description
2.256% 15 Aug 2037
Maturity Date
2037-08-15T00:00:00.000
Interest Rate
2.2569
Original Face
3500000
Shares Par Value
3425918.49
Base Market Value
3159392.99
Base Total Cost
3528692.62
Base Unrealized Gain Loss
-369299.63
Base Accrued Interest
0
Local Market Value
3159392.99
Local Total Cost Amount
3528692.62
Local Unrealized Gain Loss
-369299.63
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: CTR PARTNERSHIP/CARETRST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CTR PARTNERSHIP/CARETRST
Security Description
3.875% 30 Jun 2028
Maturity Date
2028-06-30T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
158000.00
Base Market Value
134932.00
Base Total Cost
158000
Base Unrealized Gain Loss
-23068
Base Accrued Interest
17.01
Local Market Value
134932
Local Total Cost Amount
158000
Local Unrealized Gain Loss
-23068
Local Accrued Interest
17.01
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
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: CTR PARTNERSHIP/CARETRST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CTR PARTNERSHIP/CARETRST
Security Description
3.875% 30 Jun 2028
Maturity Date
2028-06-30T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
395000.00
Base Market Value
337330.00
Base Total Cost
392504.78
Base Unrealized Gain Loss
-55174.78
Base Accrued Interest
42.52
Local Market Value
337330
Local Total Cost Amount
392504.78
Local Unrealized Gain Loss
-55174.78
Local Accrued Interest
42.52
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: CTR PARTNERSHIP/CARETRST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CTR PARTNERSHIP/CARETRST
Security Description
3.875% 30 Jun 2028
Maturity Date
2028-06-30T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
100000.00
Base Market Value
85400.00
Base Total Cost
100000
Base Unrealized Gain Loss
-14600
Base Accrued Interest
10.76
Local Market Value
85400
Local Total Cost Amount
100000
Local Unrealized Gain Loss
-14600
Local Accrued Interest
10.76
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: CTR PARTNERSHIP/CARETRST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CTR PARTNERSHIP/CARETRST
Security Description
3.875% 30 Jun 2028
Maturity Date
2028-06-30T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
2045000.00
Base Market Value
1746430.00
Base Total Cost
1977620
Base Unrealized Gain Loss
-231190
Base Accrued Interest
220.13
Local Market Value
1746430
Local Total Cost Amount
1977620
Local Unrealized Gain Loss
-231190
Local Accrued Interest
220.13
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: 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 Apr 2051
Maturity Date
2051-04-15T00:00:00.000
Interest Rate
4.0331
Original Face
2051000
Shares Par Value
2051000.00
Base Market Value
2008881.07
Base Total Cost
2362575.74
Base Unrealized Gain Loss
-353694.67
Base Accrued Interest
0
Local Market Value
2008881.07
Local Total Cost Amount
2362575.74
Local Unrealized Gain Loss
-353694.67
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: CREDIT SUISSE MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CREDIT SUISSE MORTGAGE TRUST
Security Description
1% 15 May 2036
Maturity Date
2036-05-15T00:00:00.000
Interest Rate
2.304
Original Face
1990000
Shares Par Value
1990000.00
Base Market Value
1957421.71
Base Total Cost
1989876.88
Base Unrealized Gain Loss
-32455.17
Base Accrued Interest
2037.76
Local Market Value
1957421.71
Local Total Cost Amount
1989876.88
Local Unrealized Gain Loss
-32455.17
Local Accrued Interest
2037.76
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: CNX MIDSTREAM PART LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CNX MIDSTREAM PART LP
Security Description
4.75% 15 Apr 2030
Maturity Date
2030-04-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
350000.00
Base Market Value
294000.00
Base Total Cost
347187.5
Base Unrealized Gain Loss
-53187.5
Base Accrued Interest
3509.72
Local Market Value
294000
Local Total Cost Amount
347187.5
Local Unrealized Gain Loss
-53187.5
Local Accrued Interest
3509.72
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
ELECTRIC/GAS
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: COLT FUNDING LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COLT FUNDING LLC
Security Description
1% 26 Oct 2065
Maturity Date
2065-10-26T00:00:00.000
Interest Rate
1.325
Original Face
2071000
Shares Par Value
456905.74
Base Market Value
450382.18
Base Total Cost
456900.57
Base Unrealized Gain Loss
-6518.39
Base Accrued Interest
0
Local Market Value
450382.18
Local Total Cost Amount
456900.57
Local Unrealized Gain Loss
-6518.39
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: CQP HOLDCO LP/BIP V CHIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CQP HOLDCO LP/BIP V CHIN
Security Description
5.5% 15 Jun 2031
Maturity Date
2031-06-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
3250000.00
Base Market Value
2767505.00
Base Total Cost
3337712.88
Base Unrealized Gain Loss
-570207.88
Base Accrued Interest
7944.45
Local Market Value
2767505
Local Total Cost Amount
3337712.88
Local Unrealized Gain Loss
-570207.88
Local Accrued Interest
7944.45
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
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: CQP HOLDCO LP/BIP V CHIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CQP HOLDCO LP/BIP V CHIN
Security Description
5.5% 15 Jun 2031
Maturity Date
2031-06-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1055000.00
Base Market Value
898374.70
Base Total Cost
1055000
Base Unrealized Gain Loss
-156625.3
Base Accrued Interest
2578.89
Local Market Value
898374.7
Local Total Cost Amount
1055000
Local Unrealized Gain Loss
-156625.3
Local Accrued Interest
2578.89
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
ELECTRIC/GAS
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: CREDIT SUISSE MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CREDIT SUISSE MORTGAGE TRUST
Security Description
2.388% 15 Jul 2031
Maturity Date
2031-07-15T00:00:00.000
Interest Rate
2.3887
Original Face
2370000
Shares Par Value
2370000.00
Base Market Value
2137304.16
Base Total Cost
2441092.89
Base Unrealized Gain Loss
-303788.73
Base Accrued Interest
0
Local Market Value
2137304.16
Local Total Cost Amount
2441092.89
Local Unrealized Gain Loss
-303788.73
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: CREDIT SUISSE MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CREDIT SUISSE MORTGAGE TRUST
Security Description
1% 15 Nov 2038
Maturity Date
2038-11-15T00:00:00.000
Interest Rate
2.475
Original Face
4840000
Shares Par Value
4840000.00
Base Market Value
4696736.00
Base Total Cost
4840000
Base Unrealized Gain Loss
-143264
Base Accrued Interest
5324
Local Market Value
4696736
Local Total Cost Amount
4840000
Local Unrealized Gain Loss
-143264
Local Accrued Interest
5324
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: CREDIT SUISSE MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CREDIT SUISSE MORTGAGE TRUST
Security Description
1% 25 Jul 2056
Maturity Date
2056-07-25T00:00:00.000
Interest Rate
2.5
Original Face
1465000
Shares Par Value
1301560.31
Base Market Value
1107190.50
Base Total Cost
1330845.42
Base Unrealized Gain Loss
-223654.92
Base Accrued Interest
0
Local Market Value
1107190.5
Local Total Cost Amount
1330845.42
Local Unrealized Gain Loss
-223654.92
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: CVR ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CVR ENERGY INC
Security Description
5.25% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1995000.00
Base Market Value
1834222.95
Base Total Cost
1902337.5
Base Unrealized Gain Loss
-68114.55
Base Accrued Interest
39567.51
Local Market Value
1834222.95
Local Total Cost Amount
1902337.5
Local Unrealized Gain Loss
-68114.55
Local Accrued Interest
39567.51
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: CVR ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CVR ENERGY INC
Security Description
5.75% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
530000.00
Base Market Value
472601.00
Base Total Cost
503500
Base Unrealized Gain Loss
-30899
Base Accrued Interest
11512.78
Local Market Value
472601
Local Total Cost Amount
503500
Local Unrealized Gain Loss
-30899
Local Accrued Interest
11512.78
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
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: CVR ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CVR ENERGY INC
Security Description
5.75% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1419000.00
Base Market Value
1265322.30
Base Total Cost
1400121.25
Base Unrealized Gain Loss
-134798.95
Base Accrued Interest
30823.82
Local Market Value
1265322.3
Local Total Cost Amount
1400121.25
Local Unrealized Gain Loss
-134798.95
Local Accrued Interest
30823.82
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CVR PARTNERS/CVR NITROGE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CVR PARTNERS/CVR NITROGE
Security Description
6.125% 15 Jun 2028
Maturity Date
2028-06-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
190000.00
Base Market Value
169863.80
Base Total Cost
190000
Base Unrealized Gain Loss
-20136.2
Base Accrued Interest
517.22
Local Market Value
169863.8
Local Total Cost Amount
190000
Local Unrealized Gain Loss
-20136.2
Local Accrued Interest
517.22
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
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: CVS HEALTH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CVS HEALTH CORP
Security Description
5.3% 05 Dec 2043
Maturity Date
2043-12-05T00:00:00.000
Interest Rate
5.3
Original Face
0
Shares Par Value
165000.00
Base Market Value
164773.95
Base Total Cost
218337.9
Base Unrealized Gain Loss
-53563.95
Base Accrued Interest
631.58
Local Market Value
164773.95
Local Total Cost Amount
218337.9
Local Unrealized Gain Loss
-53563.95
Local Accrued Interest
631.58
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CVS HEALTH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CVS HEALTH CORP
Security Description
3.875% 20 Jul 2025
Maturity Date
2025-07-20T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
3488000.00
Base Market Value
3466060.48
Base Total Cost
3799155.36
Base Unrealized Gain Loss
-333094.88
Base Accrued Interest
60446.55
Local Market Value
3466060.48
Local Total Cost Amount
3799155.36
Local Unrealized Gain Loss
-333094.88
Local Accrued Interest
60446.55
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
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: CVS HEALTH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CVS HEALTH CORP
Security Description
5.125% 20 Jul 2045
Maturity Date
2045-07-20T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
972000.00
Base Market Value
936249.84
Base Total Cost
1273702.46
Base Unrealized Gain Loss
-337452.62
Base Accrued Interest
22278.38
Local Market Value
936249.84
Local Total Cost Amount
1273702.46
Local Unrealized Gain Loss
-337452.62
Local Accrued Interest
22278.38
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
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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