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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: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
4.5% 01 Jun 2033
Maturity Date
2033-06-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1845000.00
Base Market Value
1453896.90
Base Total Cost
1834837.5
Base Unrealized Gain Loss
-380940.6
Base Accrued Interest
6918.75
Local Market Value
1453896.9
Local Total Cost Amount
1834837.5
Local Unrealized Gain Loss
-380940.6
Local Accrued Interest
6918.75
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
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: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
4.5% 01 Jun 2033
Maturity Date
2033-06-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
435000.00
Base Market Value
342788.70
Base Total Cost
431737.5
Base Unrealized Gain Loss
-88948.8
Base Accrued Interest
1631.25
Local Market Value
342788.7
Local Total Cost Amount
431737.5
Local Unrealized Gain Loss
-88948.8
Local Accrued Interest
1631.25
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
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: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
4.5% 01 Jun 2033
Maturity Date
2033-06-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
580000.00
Base Market Value
457051.60
Base Total Cost
569462.5
Base Unrealized Gain Loss
-112410.9
Base Accrued Interest
2175
Local Market Value
457051.6
Local Total Cost Amount
569462.5
Local Unrealized Gain Loss
-112410.9
Local Accrued Interest
2175
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
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: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
4.5% 01 Jun 2033
Maturity Date
2033-06-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1075000.00
Base Market Value
847121.50
Base Total Cost
1061752.35
Base Unrealized Gain Loss
-214630.85
Base Accrued Interest
4031.25
Local Market Value
847121.5
Local Total Cost Amount
1061752.35
Local Unrealized Gain Loss
-214630.85
Local Accrued Interest
4031.25
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
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: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
4.5% 01 May 2032
Maturity Date
2032-05-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
765000.00
Base Market Value
619420.50
Base Total Cost
765000
Base Unrealized Gain Loss
-145579.5
Base Accrued Interest
5737.5
Local Market Value
619420.5
Local Total Cost Amount
765000
Local Unrealized Gain Loss
-145579.5
Local Accrued Interest
5737.5
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
TELEPHONE
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: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
4.5% 01 May 2032
Maturity Date
2032-05-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
680000.00
Base Market Value
550596.00
Base Total Cost
714241.31
Base Unrealized Gain Loss
-163645.31
Base Accrued Interest
5100
Local Market Value
550596
Local Total Cost Amount
714241.31
Local Unrealized Gain Loss
-163645.31
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
CORPORATE
Minor Industry Name
TELEPHONE
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: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
4.5% 01 May 2032
Maturity Date
2032-05-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
20000.00
Base Market Value
16194.00
Base Total Cost
20750
Base Unrealized Gain Loss
-4556
Base Accrued Interest
150
Local Market Value
16194
Local Total Cost Amount
20750
Local Unrealized Gain Loss
-4556
Local Accrued Interest
150
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
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: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
4.5% 01 May 2032
Maturity Date
2032-05-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
706000.00
Base Market Value
571648.20
Base Total Cost
717607.08
Base Unrealized Gain Loss
-145958.88
Base Accrued Interest
5295
Local Market Value
571648.2
Local Total Cost Amount
717607.08
Local Unrealized Gain Loss
-145958.88
Local Accrued Interest
5295
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
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: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
4.5% 01 May 2032
Maturity Date
2032-05-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1422500.00
Base Market Value
1151798.25
Base Total Cost
1443582.87
Base Unrealized Gain Loss
-291784.62
Base Accrued Interest
10668.75
Local Market Value
1151798.25
Local Total Cost Amount
1443582.87
Local Unrealized Gain Loss
-291784.62
Local Accrued Interest
10668.75
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
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: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
4.5% 01 May 2032
Maturity Date
2032-05-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
366000.00
Base Market Value
296350.20
Base Total Cost
366000
Base Unrealized Gain Loss
-69649.8
Base Accrued Interest
2745
Local Market Value
296350.2
Local Total Cost Amount
366000
Local Unrealized Gain Loss
-69649.8
Local Accrued Interest
2745
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
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: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
4.5% 01 May 2032
Maturity Date
2032-05-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1800000.00
Base Market Value
1457460.00
Base Total Cost
1814180.1
Base Unrealized Gain Loss
-356720.1
Base Accrued Interest
13500
Local Market Value
1457460
Local Total Cost Amount
1814180.1
Local Unrealized Gain Loss
-356720.1
Local Accrued Interest
13500
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
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: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
4.5% 01 May 2032
Maturity Date
2032-05-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
232500.00
Base Market Value
188255.25
Base Total Cost
243011.33
Base Unrealized Gain Loss
-54756.08
Base Accrued Interest
1743.75
Local Market Value
188255.25
Local Total Cost Amount
243011.33
Local Unrealized Gain Loss
-54756.08
Local Accrued Interest
1743.75
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
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: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
4.25% 15 Jan 2034
Maturity Date
2034-01-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
680000.00
Base Market Value
525300.00
Base Total Cost
680000
Base Unrealized Gain Loss
-154700
Base Accrued Interest
13326.11
Local Market Value
525300
Local Total Cost Amount
680000
Local Unrealized Gain Loss
-154700
Local Accrued Interest
13326.11
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
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: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
4.25% 15 Jan 2034
Maturity Date
2034-01-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
1343000.00
Base Market Value
1037467.50
Base Total Cost
1340070.27
Base Unrealized Gain Loss
-302602.77
Base Accrued Interest
26319.06
Local Market Value
1037467.5
Local Total Cost Amount
1340070.27
Local Unrealized Gain Loss
-302602.77
Local Accrued Interest
26319.06
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
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: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
4.25% 15 Jan 2034
Maturity Date
2034-01-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
745000.00
Base Market Value
575512.50
Base Total Cost
745093.75
Base Unrealized Gain Loss
-169581.25
Base Accrued Interest
14599.93
Local Market Value
575512.5
Local Total Cost Amount
745093.75
Local Unrealized Gain Loss
-169581.25
Local Accrued Interest
14599.93
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
TELEPHONE
Moody S Quality Rating
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: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
4.25% 15 Jan 2034
Maturity Date
2034-01-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
725000.00
Base Market Value
560062.50
Base Total Cost
705968.75
Base Unrealized Gain Loss
-145906.25
Base Accrued Interest
14207.98
Local Market Value
560062.5
Local Total Cost Amount
705968.75
Local Unrealized Gain Loss
-145906.25
Local Accrued Interest
14207.98
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
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: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
4.75% 01 Feb 2032
Maturity Date
2032-02-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
352000.00
Base Market Value
288217.60
Base Total Cost
352000
Base Unrealized Gain Loss
-63782.4
Base Accrued Interest
7524
Local Market Value
288217.6
Local Total Cost Amount
352000
Local Unrealized Gain Loss
-63782.4
Local Accrued Interest
7524
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
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: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
4.75% 01 Feb 2032
Maturity Date
2032-02-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
558000.00
Base Market Value
456890.40
Base Total Cost
558000
Base Unrealized Gain Loss
-101109.6
Base Accrued Interest
11927.25
Local Market Value
456890.4
Local Total Cost Amount
558000
Local Unrealized Gain Loss
-101109.6
Local Accrued Interest
11927.25
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
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: CCO HLDGS LLC/CAP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCO HLDGS LLC/CAP CORP
Security Description
4.75% 01 Feb 2032
Maturity Date
2032-02-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
2875000.00
Base Market Value
2354050.00
Base Total Cost
2818468.75
Base Unrealized Gain Loss
-464418.75
Base Accrued Interest
61453.06
Local Market Value
2354050
Local Total Cost Amount
2818468.75
Local Unrealized Gain Loss
-464418.75
Local Accrued Interest
61453.06
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
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: CD COMMERCIAL MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CD COMMERCIAL MORTGAGE TRUST
Security Description
1% 13 Nov 2050
Maturity Date
2050-11-13T00:00:00.000
Interest Rate
1.058264
Original Face
12360000
Shares Par Value
11430972.49
Base Market Value
339268.98
Base Total Cost
772149.77
Base Unrealized Gain Loss
-432880.79
Base Accrued Interest
0
Local Market Value
339268.98
Local Total Cost Amount
772149.77
Local Unrealized Gain Loss
-432880.79
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: CDK GLOBAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CDK GLOBAL INC
Security Description
6.5% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
489000.00
Base Market Value
481885.05
Base Total Cost
492667.5
Base Unrealized Gain Loss
-10782.45
Base Accrued Interest
5161.67
Local Market Value
481885.05
Local Total Cost Amount
492667.5
Local Unrealized Gain Loss
-10782.45
Local Accrued Interest
5161.67
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
Caa1
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CDK GLOBAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CDK GLOBAL INC
Security Description
6.5% 15 Oct 2024
Maturity Date
2024-10-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
500000.00
Base Market Value
492725.00
Base Total Cost
508312.5
Base Unrealized Gain Loss
-15587.5
Base Accrued Interest
5277.77
Local Market Value
492725
Local Total Cost Amount
508312.5
Local Unrealized Gain Loss
-15587.5
Local Accrued Interest
5277.77
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
Caa1
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CDK GLOBAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CDK GLOBAL INC
Security Description
4.875% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
472000.00
Base Market Value
458430.00
Base Total Cost
458465
Base Unrealized Gain Loss
-35
Base Accrued Interest
1917.5
Local Market Value
458430
Local Total Cost Amount
458465
Local Unrealized Gain Loss
-35
Local Accrued Interest
1917.5
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
Caa1
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CDK GLOBAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CDK GLOBAL INC
Security Description
5.25% 15 May 2029
Maturity Date
2029-05-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
802000.00
Base Market Value
785791.58
Base Total Cost
816242.5
Base Unrealized Gain Loss
-30450.92
Base Accrued Interest
12397.6
Local Market Value
785791.58
Local Total Cost Amount
816242.5
Local Unrealized Gain Loss
-30450.92
Local Accrued Interest
12397.6
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
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: CD+R SMOKEY BUYER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CD+R SMOKEY BUYER INC
Security Description
6.75% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
1070000.00
Base Market Value
945965.60
Base Total Cost
1126175
Base Unrealized Gain Loss
-180209.4
Base Accrued Interest
33303.75
Local Market Value
945965.6
Local Total Cost Amount
1126175
Local Unrealized Gain Loss
-180209.4
Local Accrued Interest
33303.75
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
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: CDI ESCROW ISSUER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CDI ESCROW ISSUER INC
Security Description
5.75% 01 Apr 2030
Maturity Date
2030-04-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1985000.00
Base Market Value
1806350.00
Base Total Cost
1985000
Base Unrealized Gain Loss
-178650
Base Accrued Interest
24729.79
Local Market Value
1806350
Local Total Cost Amount
1985000
Local Unrealized Gain Loss
-178650
Local Accrued Interest
24729.79
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: CDI ESCROW ISSUER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CDI ESCROW ISSUER INC
Security Description
5.75% 01 Apr 2030
Maturity Date
2030-04-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1335000.00
Base Market Value
1214850.00
Base Total Cost
1335000
Base Unrealized Gain Loss
-120150
Base Accrued Interest
16631.87
Local Market Value
1214850
Local Total Cost Amount
1335000
Local Unrealized Gain Loss
-120150
Local Accrued Interest
16631.87
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
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: CDI ESCROW ISSUER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CDI ESCROW ISSUER INC
Security Description
5.75% 01 Apr 2030
Maturity Date
2030-04-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
750000.00
Base Market Value
682500.00
Base Total Cost
745312.5
Base Unrealized Gain Loss
-62812.5
Base Accrued Interest
9343.75
Local Market Value
682500
Local Total Cost Amount
745312.5
Local Unrealized Gain Loss
-62812.5
Local Accrued Interest
9343.75
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
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: CDI ESCROW ISSUER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CDI ESCROW ISSUER INC
Security Description
5.75% 01 Apr 2030
Maturity Date
2030-04-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
984000.00
Base Market Value
895440.00
Base Total Cost
988993.75
Base Unrealized Gain Loss
-93553.75
Base Accrued Interest
12258.99
Local Market Value
895440
Local Total Cost Amount
988993.75
Local Unrealized Gain Loss
-93553.75
Local Accrued Interest
12258.99
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
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: CDI ESCROW ISSUER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CDI ESCROW ISSUER INC
Security Description
5.75% 01 Apr 2030
Maturity Date
2030-04-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
475000.00
Base Market Value
432250.00
Base Total Cost
475218.75
Base Unrealized Gain Loss
-42968.75
Base Accrued Interest
5917.71
Local Market Value
432250
Local Total Cost Amount
475218.75
Local Unrealized Gain Loss
-42968.75
Local Accrued Interest
5917.71
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: CEC ENTERTAINMENT LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEC ENTERTAINMENT LLC
Security Description
6.75% 01 May 2026
Maturity Date
2026-05-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
678000.00
Base Market Value
597033.24
Base Total Cost
674902.43
Base Unrealized Gain Loss
-77869.19
Base Accrued Interest
7627.5
Local Market Value
597033.24
Local Total Cost Amount
674902.43
Local Unrealized Gain Loss
-77869.19
Local Accrued Interest
7627.5
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
Caa1
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CEC ENTERTAINMENT LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEC ENTERTAINMENT LLC
Security Description
6.75% 01 May 2026
Maturity Date
2026-05-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
650000.00
Base Market Value
572377.00
Base Total Cost
633937.5
Base Unrealized Gain Loss
-61560.5
Base Accrued Interest
7312.5
Local Market Value
572377
Local Total Cost Amount
633937.5
Local Unrealized Gain Loss
-61560.5
Local Accrued Interest
7312.5
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
Caa1
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CEC ENTERTAINMENT LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEC ENTERTAINMENT LLC
Security Description
6.75% 01 May 2026
Maturity Date
2026-05-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
100000.00
Base Market Value
88058.00
Base Total Cost
100000
Base Unrealized Gain Loss
-11942
Base Accrued Interest
1125
Local Market Value
88058
Local Total Cost Amount
100000
Local Unrealized Gain Loss
-11942
Local Accrued Interest
1125
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
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: CEC ENTERTAINMENT LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEC ENTERTAINMENT LLC
Security Description
6.75% 01 May 2026
Maturity Date
2026-05-01T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
2074000.00
Base Market Value
1826322.92
Base Total Cost
2079737.5
Base Unrealized Gain Loss
-253414.58
Base Accrued Interest
23332.5
Local Market Value
1826322.92
Local Total Cost Amount
2079737.5
Local Unrealized Gain Loss
-253414.58
Local Accrued Interest
23332.5
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
Caa1
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CDW LLC/CDW FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CDW LLC/CDW FINANCE
Security Description
5.5% 01 Dec 2024
Maturity Date
2024-12-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
4810000.00
Base Market Value
4828085.60
Base Total Cost
5186210
Base Unrealized Gain Loss
-358124.4
Base Accrued Interest
22045.84
Local Market Value
4828085.6
Local Total Cost Amount
5186210
Local Unrealized Gain Loss
-358124.4
Local Accrued Interest
22045.84
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
FINANCE
Moody S Quality Rating
Ba1
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: CDW LLC/CDW FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CDW LLC/CDW FINANCE
Security Description
4.125% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
444000.00
Base Market Value
431790.00
Base Total Cost
449950
Base Unrealized Gain Loss
-18160
Base Accrued Interest
3052.5
Local Market Value
431790
Local Total Cost Amount
449950
Local Unrealized Gain Loss
-18160
Local Accrued Interest
3052.5
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
Ba1
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: CDW LLC/CDW FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CDW LLC/CDW FINANCE
Security Description
4.125% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
175000.00
Base Market Value
170187.50
Base Total Cost
175000
Base Unrealized Gain Loss
-4812.5
Base Accrued Interest
1203.12
Local Market Value
170187.5
Local Total Cost Amount
175000
Local Unrealized Gain Loss
-4812.5
Local Accrued Interest
1203.12
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
Ba1
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: CDW LLC/CDW FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CDW LLC/CDW FINANCE
Security Description
3.25% 15 Feb 2029
Maturity Date
2029-02-15T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
175000.00
Base Market Value
147554.75
Base Total Cost
176312.5
Base Unrealized Gain Loss
-28757.75
Base Accrued Interest
2148.61
Local Market Value
147554.75
Local Total Cost Amount
176312.5
Local Unrealized Gain Loss
-28757.75
Local Accrued Interest
2148.61
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
Ba1
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: CDW LLC/CDW FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CDW LLC/CDW FINANCE
Security Description
2.67% 01 Dec 2026
Maturity Date
2026-12-01T00:00:00.000
Interest Rate
2.67
Original Face
0
Shares Par Value
12160000.00
Base Market Value
10833708.80
Base Total Cost
11783647.5
Base Unrealized Gain Loss
-949938.7
Base Accrued Interest
27056
Local Market Value
10833708.8
Local Total Cost Amount
11783647.5
Local Unrealized Gain Loss
-949938.7
Local Accrued Interest
27056
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
Ba1
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: CDW LLC/CDW FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CDW LLC/CDW FINANCE
Security Description
3.569% 01 Dec 2031
Maturity Date
2031-12-01T00:00:00.000
Interest Rate
3.569
Original Face
0
Shares Par Value
10045000.00
Base Market Value
8298877.65
Base Total Cost
10045000
Base Unrealized Gain Loss
-1746122.35
Base Accrued Interest
29875.5
Local Market Value
8298877.65
Local Total Cost Amount
10045000
Local Unrealized Gain Loss
-1746122.35
Local Accrued Interest
29875.5
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
Ba1
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: CD COMMERCIAL MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CD COMMERCIAL MORTGAGE TRUST
Security Description
2.926% 10 Aug 2049
Maturity Date
2049-08-10T00:00:00.000
Interest Rate
2.926
Original Face
100000
Shares Par Value
100000.00
Base Market Value
93364.10
Base Total Cost
97484.83
Base Unrealized Gain Loss
-4120.73
Base Accrued Interest
0
Local Market Value
93364.1
Local Total Cost Amount
97484.83
Local Unrealized Gain Loss
-4120.73
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
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: CF INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CF INDUSTRIES INC
Security Description
5.375% 15 Mar 2044
Interest Rate
5.375
Original Face
0
Shares Par Value
3213000.00
Base Market Value
2994901.56
Base Total Cost
4136448.33
Base Unrealized Gain Loss
-1141546.77
Base Accrued Interest
50850.19
Local Market Value
2994901.56
Local Total Cost Amount
4136448.33
Local Unrealized Gain Loss
-1141546.77
Local Accrued Interest
50850.19
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
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: CANTOR COMMERCIAL REAL ESTATE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CANTOR COMMERCIAL REAL ESTATE
Security Description
3.005% 15 Jan 2053
Maturity Date
2053-01-15T00:00:00.000
Interest Rate
3.0055
Original Face
690000
Shares Par Value
690000.00
Base Market Value
627954.23
Base Total Cost
722990.63
Base Unrealized Gain Loss
-95036.4
Base Accrued Interest
0
Local Market Value
627954.23
Local Total Cost Amount
722990.63
Local Unrealized Gain Loss
-95036.4
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: CFCRE COMMERCIAL MORTGAGE TRUS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CFCRE COMMERCIAL MORTGAGE TRUS
Security Description
1% 10 Nov 2049
Maturity Date
2049-11-10T00:00:00.000
Interest Rate
3.502
Original Face
195000
Shares Par Value
195000.00
Base Market Value
182835.35
Base Total Cost
196324.26
Base Unrealized Gain Loss
-13488.91
Base Accrued Interest
0
Local Market Value
182835.35
Local Total Cost Amount
196324.26
Local Unrealized Gain Loss
-13488.91
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
Aa2
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
8% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
395000.00
Base Market Value
359722.55
Base Total Cost
422650
Base Unrealized Gain Loss
-62927.45
Base Accrued Interest
9304.44
Local Market Value
359722.55
Local Total Cost Amount
422650
Local Unrealized Gain Loss
-62927.45
Local Accrued Interest
9304.44
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: CHS/COMMUNITY HEALTH SYS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHS/COMMUNITY HEALTH SYS
Security Description
8% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
560000.00
Base Market Value
509986.40
Base Total Cost
599200
Base Unrealized Gain Loss
-89213.6
Base Accrued Interest
13191.11
Local Market Value
509986.4
Local Total Cost Amount
599200
Local Unrealized Gain Loss
-89213.6
Local Accrued Interest
13191.11
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
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
8% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
625000.00
Base Market Value
569181.25
Base Total Cost
624868.07
Base Unrealized Gain Loss
-55686.82
Base Accrued Interest
14722.24
Local Market Value
569181.25
Local Total Cost Amount
624868.07
Local Unrealized Gain Loss
-55686.82
Local Accrued Interest
14722.24
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
8% 15 Dec 2027
Maturity Date
2027-12-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
1470000.00
Base Market Value
1334921.70
Base Total Cost
1501325
Base Unrealized Gain Loss
-166403.3
Base Accrued Interest
5226.67
Local Market Value
1334921.7
Local Total Cost Amount
1501325
Local Unrealized Gain Loss
-166403.3
Local Accrued Interest
5226.67
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
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
8% 15 Dec 2027
Maturity Date
2027-12-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
828000.00
Base Market Value
751915.08
Base Total Cost
904759.27
Base Unrealized Gain Loss
-152844.19
Base Accrued Interest
2944
Local Market Value
751915.08
Local Total Cost Amount
904759.27
Local Unrealized Gain Loss
-152844.19
Local Accrued Interest
2944
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
8% 15 Dec 2027
Maturity Date
2027-12-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
562000.00
Base Market Value
510357.82
Base Total Cost
571757.77
Base Unrealized Gain Loss
-61399.95
Base Accrued Interest
1998.22
Local Market Value
510357.82
Local Total Cost Amount
571757.77
Local Unrealized Gain Loss
-61399.95
Local Accrued Interest
1998.22
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
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