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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: 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
140000.00
Base Market Value
134850.80
Base Total Cost
148558.2
Base Unrealized Gain Loss
-13707.4
Base Accrued Interest
3208.82
Local Market Value
134850.8
Local Total Cost Amount
148558.2
Local Unrealized Gain Loss
-13707.4
Local Accrued Interest
3208.82
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
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
2.875% 01 Jun 2026
Maturity Date
2026-06-01T00:00:00.000
Interest Rate
2.875
Original Face
0
Shares Par Value
754000.00
Base Market Value
717544.10
Base Total Cost
799948.76
Base Unrealized Gain Loss
-82404.66
Base Accrued Interest
1806.46
Local Market Value
717544.1
Local Total Cost Amount
799948.76
Local Unrealized Gain Loss
-82404.66
Local Accrued Interest
1806.46
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
4.3% 25 Mar 2028
Maturity Date
2028-03-25T00:00:00.000
Interest Rate
4.3
Original Face
0
Shares Par Value
1895000.00
Base Market Value
1874950.90
Base Total Cost
1937169.95
Base Unrealized Gain Loss
-62219.05
Base Accrued Interest
21729.33
Local Market Value
1874950.9
Local Total Cost Amount
1937169.95
Local Unrealized Gain Loss
-62219.05
Local Accrued Interest
21729.33
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
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
4.78% 25 Mar 2038
Maturity Date
2038-03-25T00:00:00.000
Interest Rate
4.78
Original Face
0
Shares Par Value
3064000.00
Base Market Value
2900259.84
Base Total Cost
3817989.12
Base Unrealized Gain Loss
-917729.28
Base Accrued Interest
39055.79
Local Market Value
2900259.84
Local Total Cost Amount
3817989.12
Local Unrealized Gain Loss
-917729.28
Local Accrued Interest
39055.79
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
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
4.78% 25 Mar 2038
Maturity Date
2038-03-25T00:00:00.000
Interest Rate
4.78
Original Face
0
Shares Par Value
458000.00
Base Market Value
433524.48
Base Total Cost
563078.43
Base Unrealized Gain Loss
-129553.95
Base Accrued Interest
5837.97
Local Market Value
433524.48
Local Total Cost Amount
563078.43
Local Unrealized Gain Loss
-129553.95
Local Accrued Interest
5837.97
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
5.05% 25 Mar 2048
Maturity Date
2048-03-25T00:00:00.000
Interest Rate
5.05
Original Face
0
Shares Par Value
5740000.00
Base Market Value
5494615.00
Base Total Cost
7111228.6
Base Unrealized Gain Loss
-1616613.6
Base Accrued Interest
77298.67
Local Market Value
5494615
Local Total Cost Amount
7111228.6
Local Unrealized Gain Loss
-1616613.6
Local Accrued Interest
77298.67
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
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
5.05% 25 Mar 2048
Maturity Date
2048-03-25T00:00:00.000
Interest Rate
5.05
Original Face
0
Shares Par Value
1666000.00
Base Market Value
1594778.50
Base Total Cost
2074480.81
Base Unrealized Gain Loss
-479702.31
Base Accrued Interest
22435.47
Local Market Value
1594778.5
Local Total Cost Amount
2074480.81
Local Unrealized Gain Loss
-479702.31
Local Accrued Interest
22435.47
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
5.05% 25 Mar 2048
Maturity Date
2048-03-25T00:00:00.000
Interest Rate
5.05
Original Face
0
Shares Par Value
1040000.00
Base Market Value
995540.00
Base Total Cost
1254347.54
Base Unrealized Gain Loss
-258807.54
Base Accrued Interest
14005.33
Local Market Value
995540
Local Total Cost Amount
1254347.54
Local Unrealized Gain Loss
-258807.54
Local Accrued Interest
14005.33
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
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
5.05% 25 Mar 2048
Maturity Date
2048-03-25T00:00:00.000
Interest Rate
5.05
Original Face
0
Shares Par Value
420000.00
Base Market Value
402045.00
Base Total Cost
551405.85
Base Unrealized Gain Loss
-149360.85
Base Accrued Interest
5656
Local Market Value
402045
Local Total Cost Amount
551405.85
Local Unrealized Gain Loss
-149360.85
Local Accrued Interest
5656
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
3.25% 15 Aug 2029
Maturity Date
2029-08-15T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
30000.00
Base Market Value
27385.80
Base Total Cost
32109.3
Base Unrealized Gain Loss
-4723.5
Base Accrued Interest
368.33
Local Market Value
27385.8
Local Total Cost Amount
32109.3
Local Unrealized Gain Loss
-4723.5
Local Accrued Interest
368.33
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
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
3.25% 15 Aug 2029
Interest Rate
3.25
Original Face
0
Shares Par Value
5706000.00
Base Market Value
5208779.16
Base Total Cost
6187821.84
Base Unrealized Gain Loss
-979042.68
Base Accrued Interest
70056.99
Local Market Value
5208779.16
Local Total Cost Amount
6187821.84
Local Unrealized Gain Loss
-979042.68
Local Accrued Interest
70056.99
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
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
3.625% 01 Apr 2027
Maturity Date
2027-04-01T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
75000.00
Base Market Value
73059.75
Base Total Cost
81980.25
Base Unrealized Gain Loss
-8920.5
Base Accrued Interest
679.68
Local Market Value
73059.75
Local Total Cost Amount
81980.25
Local Unrealized Gain Loss
-8920.5
Local Accrued Interest
679.68
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
4.25% 01 Apr 2050
Maturity Date
2050-04-01T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
4590000.00
Base Market Value
3951668.70
Base Total Cost
5510014.45
Base Unrealized Gain Loss
-1558345.75
Base Accrued Interest
48768.75
Local Market Value
3951668.7
Local Total Cost Amount
5510014.45
Local Unrealized Gain Loss
-1558345.75
Local Accrued Interest
48768.75
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
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
1.3% 21 Aug 2027
Maturity Date
2027-08-21T00:00:00.000
Interest Rate
1.3
Original Face
0
Shares Par Value
504000.00
Base Market Value
434276.64
Base Total Cost
491235.33
Base Unrealized Gain Loss
-56958.69
Base Accrued Interest
2366
Local Market Value
434276.64
Local Total Cost Amount
491235.33
Local Unrealized Gain Loss
-56958.69
Local Accrued Interest
2366
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
2.7% 21 Aug 2040
Maturity Date
2040-08-21T00:00:00.000
Interest Rate
2.7
Original Face
0
Shares Par Value
2010000.00
Base Market Value
1451159.70
Base Total Cost
1948896
Base Unrealized Gain Loss
-497736.3
Base Accrued Interest
19597.5
Local Market Value
1451159.7
Local Total Cost Amount
1948896
Local Unrealized Gain Loss
-497736.3
Local Accrued Interest
19597.5
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
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
2.7% 21 Aug 2040
Maturity Date
2040-08-21T00:00:00.000
Interest Rate
2.7
Original Face
0
Shares Par Value
5985000.00
Base Market Value
4320990.45
Base Total Cost
5852286.63
Base Unrealized Gain Loss
-1531296.18
Base Accrued Interest
58353.75
Local Market Value
4320990.45
Local Total Cost Amount
5852286.63
Local Unrealized Gain Loss
-1531296.18
Local Accrued Interest
58353.75
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
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
1.875% 28 Feb 2031
Maturity Date
2031-02-28T00:00:00.000
Interest Rate
1.875
Original Face
0
Shares Par Value
1585000.00
Base Market Value
1269220.45
Base Total Cost
1525847.8
Base Unrealized Gain Loss
-256627.35
Base Accrued Interest
10153.9
Local Market Value
1269220.45
Local Total Cost Amount
1525847.8
Local Unrealized Gain Loss
-256627.35
Local Accrued Interest
10153.9
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: CWT TRAVEL GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CWT TRAVEL GROUP INC
Security Description
8.5% 19 Nov 2026
Maturity Date
2026-11-19T00:00:00.000
Interest Rate
8.5
Original Face
0
Shares Par Value
241327.00
Base Market Value
216892.64
Base Total Cost
1507375
Base Unrealized Gain Loss
-1290482.36
Base Accrued Interest
2621.08
Local Market Value
216892.64
Local Total Cost Amount
1507375
Local Unrealized Gain Loss
-1290482.36
Local Accrued Interest
2621.08
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
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: C+W SENIOR FINANCING DAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
C+W SENIOR FINANCING DAC
Security Description
6.875% 15 Sep 2027
Maturity Date
2027-09-15T00:00:00.000
Interest Rate
6.875
Original Face
0
Shares Par Value
1315000.00
Base Market Value
1180212.50
Base Total Cost
1380556.12
Base Unrealized Gain Loss
-200343.62
Base Accrued Interest
41687.32
Local Market Value
1180212.5
Local Total Cost Amount
1380556.12
Local Unrealized Gain Loss
-200343.62
Local Accrued Interest
41687.32
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
B2
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CABLE ONE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CABLE ONE INC
Security Description
4% 15 Nov 2030
Maturity Date
2030-11-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
1690000.00
Base Market Value
1388301.20
Base Total Cost
1561137.5
Base Unrealized Gain Loss
-172836.3
Base Accrued Interest
8637.78
Local Market Value
1388301.2
Local Total Cost Amount
1561137.5
Local Unrealized Gain Loss
-172836.3
Local Accrued Interest
8637.78
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
B2
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: CABLE ONE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CABLE ONE INC
Security Description
4% 15 Nov 2030
Maturity Date
2030-11-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
1300000.00
Base Market Value
1067924.00
Base Total Cost
1307902
Base Unrealized Gain Loss
-239978
Base Accrued Interest
6644.43
Local Market Value
1067924
Local Total Cost Amount
1307902
Local Unrealized Gain Loss
-239978
Local Accrued Interest
6644.43
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
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: CABLE ONE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CABLE ONE INC
Security Description
4% 15 Nov 2030
Maturity Date
2030-11-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
200000.00
Base Market Value
164296.00
Base Total Cost
200000
Base Unrealized Gain Loss
-35704
Base Accrued Interest
1022.22
Local Market Value
164296
Local Total Cost Amount
200000
Local Unrealized Gain Loss
-35704
Local Accrued Interest
1022.22
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
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
5.875% 15 Sep 2022
Maturity Date
2022-09-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
395000.00
Base Market Value
393025.00
Base Total Cost
397752.51
Base Unrealized Gain Loss
-4727.51
Base Accrued Interest
6832.95
Local Market Value
393025
Local Total Cost Amount
397752.51
Local Unrealized Gain Loss
-4727.51
Local Accrued Interest
6832.95
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
5.875% 15 Sep 2022
Maturity Date
2022-09-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
250000.00
Base Market Value
248750.00
Base Total Cost
257500
Base Unrealized Gain Loss
-8750
Base Accrued Interest
4324.65
Local Market Value
248750
Local Total Cost Amount
257500
Local Unrealized Gain Loss
-8750
Local Accrued Interest
4324.65
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
5.875% 15 Sep 2022
Maturity Date
2022-09-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
2039000.00
Base Market Value
2028805.00
Base Total Cost
2044097.5
Base Unrealized Gain Loss
-15292.5
Base Accrued Interest
35271.86
Local Market Value
2028805
Local Total Cost Amount
2044097.5
Local Unrealized Gain Loss
-15292.5
Local Accrued Interest
35271.86
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: CABLEVISION LIGHTPATH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CABLEVISION LIGHTPATH
Security Description
3.875% 15 Sep 2027
Maturity Date
2027-09-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
404000.00
Base Market Value
334310.00
Base Total Cost
375232.52
Base Unrealized Gain Loss
-40922.52
Base Accrued Interest
4609.52
Local Market Value
334310
Local Total Cost Amount
375232.52
Local Unrealized Gain Loss
-40922.52
Local Accrued Interest
4609.52
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
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: CABLEVISION LIGHTPATH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CABLEVISION LIGHTPATH
Security Description
3.875% 15 Sep 2027
Maturity Date
2027-09-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
200000.00
Base Market Value
165500.00
Base Total Cost
200000
Base Unrealized Gain Loss
-34500
Base Accrued Interest
2281.94
Local Market Value
165500
Local Total Cost Amount
200000
Local Unrealized Gain Loss
-34500
Local Accrued Interest
2281.94
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
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: CABLEVISION LIGHTPATH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CABLEVISION LIGHTPATH
Security Description
5.625% 15 Sep 2028
Maturity Date
2028-09-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
1370000.00
Base Market Value
1071696.20
Base Total Cost
1396287.5
Base Unrealized Gain Loss
-324591.3
Base Accrued Interest
22690.63
Local Market Value
1071696.2
Local Total Cost Amount
1396287.5
Local Unrealized Gain Loss
-324591.3
Local Accrued Interest
22690.63
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: CABLEVISION LIGHTPATH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CABLEVISION LIGHTPATH
Security Description
5.625% 15 Sep 2028
Maturity Date
2028-09-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
413000.00
Base Market Value
323073.38
Base Total Cost
376297.51
Base Unrealized Gain Loss
-53224.13
Base Accrued Interest
6840.31
Local Market Value
323073.38
Local Total Cost Amount
376297.51
Local Unrealized Gain Loss
-53224.13
Local Accrued Interest
6840.31
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
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: CABLEVISION LIGHTPATH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CABLEVISION LIGHTPATH
Security Description
5.625% 15 Sep 2028
Maturity Date
2028-09-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
200000.00
Base Market Value
156452.00
Base Total Cost
200000
Base Unrealized Gain Loss
-43548
Base Accrued Interest
3312.5
Local Market Value
156452
Local Total Cost Amount
200000
Local Unrealized Gain Loss
-43548
Local Accrued Interest
3312.5
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: CABOT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CABOT CORP
Security Description
5% 30 Jun 2032
Maturity Date
2032-06-30T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1095000.00
Base Market Value
1063091.70
Base Total Cost
1087663.5
Base Unrealized Gain Loss
-24571.8
Base Accrued Interest
1368.75
Local Market Value
1063091.7
Local Total Cost Amount
1087663.5
Local Unrealized Gain Loss
-24571.8
Local Accrued Interest
1368.75
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
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: CAESARS ENTERTAIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAESARS ENTERTAIN INC
Security Description
4.625% 15 Oct 2029
Maturity Date
2029-10-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
835000.00
Base Market Value
649212.50
Base Total Cost
835000
Base Unrealized Gain Loss
-185787.5
Base Accrued Interest
8152.84
Local Market Value
649212.5
Local Total Cost Amount
835000
Local Unrealized Gain Loss
-185787.5
Local Accrued Interest
8152.84
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
Caa1
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CAESARS ENTERTAIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAESARS ENTERTAIN INC
Security Description
4.625% 15 Oct 2029
Maturity Date
2029-10-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
277000.00
Base Market Value
215367.50
Base Total Cost
277000
Base Unrealized Gain Loss
-61632.5
Base Accrued Interest
2704.59
Local Market Value
215367.5
Local Total Cost Amount
277000
Local Unrealized Gain Loss
-61632.5
Local Accrued Interest
2704.59
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa1
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CAESARS ENTERTAIN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAESARS ENTERTAIN INC
Security Description
4.625% 15 Oct 2029
Maturity Date
2029-10-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
1100000.00
Base Market Value
855250.00
Base Total Cost
1083625
Base Unrealized Gain Loss
-228375
Base Accrued Interest
10740.25
Local Market Value
855250
Local Total Cost Amount
1083625
Local Unrealized Gain Loss
-228375
Local Accrued Interest
10740.25
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
Caa1
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CAESARS RESORT / FINCO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAESARS RESORT / FINCO
Security Description
5.75% 01 Jul 2025
Maturity Date
2025-07-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1685000.00
Base Market Value
1611382.35
Base Total Cost
1738187.5
Base Unrealized Gain Loss
-126805.15
Base Accrued Interest
0
Local Market Value
1611382.35
Local Total Cost Amount
1738187.5
Local Unrealized Gain Loss
-126805.15
Local Accrued Interest
0
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: CAESARS RESORT / FINCO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAESARS RESORT / FINCO
Security Description
5.75% 01 Jul 2025
Maturity Date
2025-07-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1619000.00
Base Market Value
1548265.89
Base Total Cost
1635356.24
Base Unrealized Gain Loss
-87090.35
Base Accrued Interest
0
Local Market Value
1548265.89
Local Total Cost Amount
1635356.24
Local Unrealized Gain Loss
-87090.35
Local Accrued Interest
0
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: CAESARS RESORT / FINCO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAESARS RESORT / FINCO
Security Description
5.75% 01 Jul 2025
Maturity Date
2025-07-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
375000.00
Base Market Value
358616.25
Base Total Cost
384718.75
Base Unrealized Gain Loss
-26102.5
Base Accrued Interest
0
Local Market Value
358616.25
Local Total Cost Amount
384718.75
Local Unrealized Gain Loss
-26102.5
Local Accrued Interest
0
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: CALIFORNIA ST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALIFORNIA ST
Security Description
7.5% 01 Apr 2034
Interest Rate
7.5
Original Face
0
Shares Par Value
100000.00
Base Market Value
128349.00
Base Total Cost
158012
Base Unrealized Gain Loss
-29663
Base Accrued Interest
1875
Local Market Value
128349
Local Total Cost Amount
158012
Local Unrealized Gain Loss
-29663
Local Accrued Interest
1875
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
MUNICIPALS
Major Industry Name
MUNICIPAL
Minor Industry Name
MUNICIPAL
Moody S Quality Rating
Aa2
S And P Quality Rating
AA-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CALIFORNIA ST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALIFORNIA ST
Security Description
7.55% 01 Apr 2039
Interest Rate
7.55
Original Face
0
Shares Par Value
165000.00
Base Market Value
223820.85
Base Total Cost
278528.25
Base Unrealized Gain Loss
-54707.4
Base Accrued Interest
3114.37
Local Market Value
223820.85
Local Total Cost Amount
278528.25
Local Unrealized Gain Loss
-54707.4
Local Accrued Interest
3114.37
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
MUNICIPALS
Major Industry Name
MUNICIPAL
Minor Industry Name
MUNICIPAL
Moody S Quality Rating
Aa2
S And P Quality Rating
AA-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CALIFORNIA ST PUBLIC WKS BRD L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALIFORNIA ST PUBLIC WKS BRD L
Security Description
8.361% 01 Oct 2034
Interest Rate
8.361
Original Face
45000
Shares Par Value
45000.00
Base Market Value
60503.40
Base Total Cost
70028.55
Base Unrealized Gain Loss
-9525.15
Base Accrued Interest
940.61
Local Market Value
60503.4
Local Total Cost Amount
70028.55
Local Unrealized Gain Loss
-9525.15
Local Accrued Interest
940.61
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
MUNICIPALS
Major Industry Name
MUNICIPAL
Minor Industry Name
MUNICIPAL
Moody S Quality Rating
Aa3
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: CALIFORNIA ST UNIV REVENUE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALIFORNIA ST UNIV REVENUE
Security Description
2.975% 01 Nov 2051
Maturity Date
2051-11-01T00:00:00.000
Interest Rate
2.975
Original Face
75000
Shares Par Value
75000.00
Base Market Value
59074.50
Base Total Cost
75279
Base Unrealized Gain Loss
-16204.5
Base Accrued Interest
371.87
Local Market Value
59074.5
Local Total Cost Amount
75279
Local Unrealized Gain Loss
-16204.5
Local Accrued Interest
371.87
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
MUNICIPALS
Major Industry Name
MUNICIPAL
Minor Industry Name
MUNICIPAL
Moody S Quality Rating
Aa2
S And P Quality Rating
AA-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
4.5% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
305000.00
Base Market Value
276903.40
Base Total Cost
312231.25
Base Unrealized Gain Loss
-35327.85
Base Accrued Interest
5185
Local Market Value
276903.4
Local Total Cost Amount
312231.25
Local Unrealized Gain Loss
-35327.85
Local Accrued Interest
5185
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
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: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
4.5% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1345000.00
Base Market Value
1221098.60
Base Total Cost
1346364.85
Base Unrealized Gain Loss
-125266.25
Base Accrued Interest
22865
Local Market Value
1221098.6
Local Total Cost Amount
1346364.85
Local Unrealized Gain Loss
-125266.25
Local Accrued Interest
22865
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
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: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
4.5% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1782000.00
Base Market Value
1617842.16
Base Total Cost
1782000
Base Unrealized Gain Loss
-164157.84
Base Accrued Interest
30294
Local Market Value
1617842.16
Local Total Cost Amount
1782000
Local Unrealized Gain Loss
-164157.84
Local Accrued Interest
30294
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
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: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
4.5% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
514000.00
Base Market Value
466650.32
Base Total Cost
514000
Base Unrealized Gain Loss
-47349.68
Base Accrued Interest
8738
Local Market Value
466650.32
Local Total Cost Amount
514000
Local Unrealized Gain Loss
-47349.68
Local Accrued Interest
8738
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
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: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
4.5% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
450000.00
Base Market Value
408546.00
Base Total Cost
447218.75
Base Unrealized Gain Loss
-38672.75
Base Accrued Interest
7650
Local Market Value
408546
Local Total Cost Amount
447218.75
Local Unrealized Gain Loss
-38672.75
Local Accrued Interest
7650
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
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: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
5.125% 15 Mar 2028
Maturity Date
2028-03-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
2170000.00
Base Market Value
1910251.00
Base Total Cost
1966504.57
Base Unrealized Gain Loss
-56253.57
Base Accrued Interest
32745.88
Local Market Value
1910251
Local Total Cost Amount
1966504.57
Local Unrealized Gain Loss
-56253.57
Local Accrued Interest
32745.88
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
5.125% 15 Mar 2028
Maturity Date
2028-03-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
760000.00
Base Market Value
669028.00
Base Total Cost
762527.44
Base Unrealized Gain Loss
-93499.44
Base Accrued Interest
11468.6
Local Market Value
669028
Local Total Cost Amount
762527.44
Local Unrealized Gain Loss
-93499.44
Local Accrued Interest
11468.6
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
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: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
5.125% 15 Mar 2028
Maturity Date
2028-03-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
920000.00
Base Market Value
809876.00
Base Total Cost
932925
Base Unrealized Gain Loss
-123049
Base Accrued Interest
13883.06
Local Market Value
809876
Local Total Cost Amount
932925
Local Unrealized Gain Loss
-123049
Local Accrued Interest
13883.06
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
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: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
5.125% 15 Mar 2028
Maturity Date
2028-03-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
724000.00
Base Market Value
637337.20
Base Total Cost
724000
Base Unrealized Gain Loss
-86662.8
Base Accrued Interest
10925.36
Local Market Value
637337.2
Local Total Cost Amount
724000
Local Unrealized Gain Loss
-86662.8
Local Accrued Interest
10925.36
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
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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