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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: ENDO LUX FIN CO I SARL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENDO LUX FIN CO I SARL
Security Description
6.125% 01 Apr 2029
Maturity Date
2029-04-01T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
795000.00
Base Market Value
600876.90
Base Total Cost
792750
Base Unrealized Gain Loss
-191873.1
Base Accrued Interest
12173.42
Local Market Value
600876.9
Local Total Cost Amount
792750
Local Unrealized Gain Loss
-191873.1
Local Accrued Interest
12173.42
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa2
S And P Quality Rating
CC
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: ENDO LUX FIN CO I SARL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENDO LUX FIN CO I SARL
Security Description
6.125% 01 Apr 2029
Maturity Date
2029-04-01T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
275000.00
Base Market Value
207850.50
Base Total Cost
275000
Base Unrealized Gain Loss
-67149.5
Base Accrued Interest
4210.93
Local Market Value
207850.5
Local Total Cost Amount
275000
Local Unrealized Gain Loss
-67149.5
Local Accrued Interest
4210.93
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa2
S And P Quality Rating
CC
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: ENLINK MIDSTREAM LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENLINK MIDSTREAM LLC
Security Description
5.375% 01 Jun 2029
Maturity Date
2029-06-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
400000.00
Base Market Value
350084.00
Base Total Cost
361000
Base Unrealized Gain Loss
-10916
Base Accrued Interest
1791.67
Local Market Value
350084
Local Total Cost Amount
361000
Local Unrealized Gain Loss
-10916
Local Accrued Interest
1791.67
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
Ba1
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: ENLINK MIDSTREAM LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENLINK MIDSTREAM LLC
Security Description
5.625% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
925000.00
Base Market Value
848474.75
Base Total Cost
934075
Base Unrealized Gain Loss
-85600.25
Base Accrued Interest
23992.2
Local Market Value
848474.75
Local Total Cost Amount
934075
Local Unrealized Gain Loss
-85600.25
Local Accrued Interest
23992.2
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
Ba1
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: ENLINK MIDSTREAM LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENLINK MIDSTREAM LLC
Security Description
5.625% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
50000.00
Base Market Value
45863.50
Base Total Cost
50000
Base Unrealized Gain Loss
-4136.5
Base Accrued Interest
1296.88
Local Market Value
45863.5
Local Total Cost Amount
50000
Local Unrealized Gain Loss
-4136.5
Local Accrued Interest
1296.88
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
Ba1
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: ENLINK MIDSTREAM PARTNER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENLINK MIDSTREAM PARTNER
Security Description
4.4% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
4.4
Original Face
0
Shares Par Value
50000.00
Base Market Value
48807.50
Base Total Cost
33651.79
Base Unrealized Gain Loss
15155.71
Base Accrued Interest
550
Local Market Value
48807.5
Local Total Cost Amount
33651.79
Local Unrealized Gain Loss
15155.71
Local Accrued Interest
550
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
Ba1
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: ENLINK MIDSTREAM PARTNER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENLINK MIDSTREAM PARTNER
Security Description
5.6% 01 Apr 2044
Maturity Date
2044-04-01T00:00:00.000
Interest Rate
5.6
Original Face
0
Shares Par Value
225000.00
Base Market Value
159347.25
Base Total Cost
189562.5
Base Unrealized Gain Loss
-30215.25
Base Accrued Interest
3150
Local Market Value
159347.25
Local Total Cost Amount
189562.5
Local Unrealized Gain Loss
-30215.25
Local Accrued Interest
3150
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
Ba1
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: ENLINK MIDSTREAM PARTNER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENLINK MIDSTREAM PARTNER
Security Description
5.05% 01 Apr 2045
Maturity Date
2045-04-01T00:00:00.000
Interest Rate
5.05
Original Face
0
Shares Par Value
890000.00
Base Market Value
601862.50
Base Total Cost
847725
Base Unrealized Gain Loss
-245862.5
Base Accrued Interest
11236.24
Local Market Value
601862.5
Local Total Cost Amount
847725
Local Unrealized Gain Loss
-245862.5
Local Accrued Interest
11236.24
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
ELECTRIC/GAS
Moody S Quality Rating
Ba1
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: ENLINK MIDSTREAM PARTNER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENLINK MIDSTREAM PARTNER
Security Description
5.05% 01 Apr 2045
Maturity Date
2045-04-01T00:00:00.000
Interest Rate
5.05
Original Face
0
Shares Par Value
175000.00
Base Market Value
118343.75
Base Total Cost
146437.5
Base Unrealized Gain Loss
-28093.75
Base Accrued Interest
2209.37
Local Market Value
118343.75
Local Total Cost Amount
146437.5
Local Unrealized Gain Loss
-28093.75
Local Accrued Interest
2209.37
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
ELECTRIC/GAS
Moody S Quality Rating
Ba1
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: ENLINK MIDSTREAM PARTNER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENLINK MIDSTREAM PARTNER
Security Description
4.85% 15 Jul 2026
Maturity Date
2026-07-15T00:00:00.000
Interest Rate
4.85
Original Face
0
Shares Par Value
350000.00
Base Market Value
322875.00
Base Total Cost
308025.29
Base Unrealized Gain Loss
14849.71
Base Accrued Interest
7827.36
Local Market Value
322875
Local Total Cost Amount
308025.29
Local Unrealized Gain Loss
14849.71
Local Accrued Interest
7827.36
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
Ba1
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: ENLINK MIDSTREAM PARTNER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENLINK MIDSTREAM PARTNER
Security Description
5.45% 01 Jun 2047
Maturity Date
2047-06-01T00:00:00.000
Interest Rate
5.45
Original Face
0
Shares Par Value
350000.00
Base Market Value
247709.00
Base Total Cost
288812.5
Base Unrealized Gain Loss
-41103.5
Base Accrued Interest
1589.58
Local Market Value
247709
Local Total Cost Amount
288812.5
Local Unrealized Gain Loss
-41103.5
Local Accrued Interest
1589.58
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
Ba1
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: ENPHASE ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENPHASE ENERGY INC
Security Description
0.01% 01 Mar 2026
Maturity Date
2026-03-01T00:00:00.000
Interest Rate
0.01
Original Face
0
Shares Par Value
210000.00
Base Market Value
208110.00
Base Total Cost
195163.43
Base Unrealized Gain Loss
12946.57
Base Accrued Interest
0
Local Market Value
208110
Local Total Cost Amount
195163.43
Local Unrealized Gain Loss
12946.57
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
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: ENPHASE ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENPHASE ENERGY INC
Security Description
0.01% 01 Mar 2026
Maturity Date
2026-03-01T00:00:00.000
Interest Rate
0.01
Original Face
0
Shares Par Value
7507000.00
Base Market Value
7439437.00
Base Total Cost
7107177.1
Base Unrealized Gain Loss
332259.9
Base Accrued Interest
0
Local Market Value
7439437
Local Total Cost Amount
7107177.1
Local Unrealized Gain Loss
332259.9
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
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: ENPRO INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENPRO INDUSTRIES INC
Security Description
5.75% 15 Oct 2026
Maturity Date
2026-10-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
584000.00
Base Market Value
563560.00
Base Total Cost
582780
Base Unrealized Gain Loss
-19220
Base Accrued Interest
7089.11
Local Market Value
563560
Local Total Cost Amount
582780
Local Unrealized Gain Loss
-19220
Local Accrued Interest
7089.11
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
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: ENPRO INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENPRO INDUSTRIES INC
Security Description
5.75% 15 Oct 2026
Maturity Date
2026-10-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
475000.00
Base Market Value
458375.00
Base Total Cost
480594.5
Base Unrealized Gain Loss
-22219.5
Base Accrued Interest
5765.96
Local Market Value
458375
Local Total Cost Amount
480594.5
Local Unrealized Gain Loss
-22219.5
Local Accrued Interest
5765.96
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: ENOVA INTERNATIONAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENOVA INTERNATIONAL INC
Security Description
8.5% 01 Sep 2024
Maturity Date
2024-09-01T00:00:00.000
Interest Rate
8.5
Original Face
0
Shares Par Value
572000.00
Base Market Value
531090.56
Base Total Cost
540542.34
Base Unrealized Gain Loss
-9451.78
Base Accrued Interest
16206.67
Local Market Value
531090.56
Local Total Cost Amount
540542.34
Local Unrealized Gain Loss
-9451.78
Local Accrued Interest
16206.67
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
FINANCE
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: ENOVA INTERNATIONAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENOVA INTERNATIONAL INC
Security Description
8.5% 15 Sep 2025
Maturity Date
2025-09-15T00:00:00.000
Interest Rate
8.5
Original Face
0
Shares Par Value
1449000.00
Base Market Value
1260209.79
Base Total Cost
1376678.24
Base Unrealized Gain Loss
-116468.45
Base Accrued Interest
36265.25
Local Market Value
1260209.79
Local Total Cost Amount
1376678.24
Local Unrealized Gain Loss
-116468.45
Local Accrued Interest
36265.25
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
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: ENSIGN DRILLING INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENSIGN DRILLING INC
Security Description
9.25% 15 Apr 2024
Maturity Date
2024-04-15T00:00:00.000
Interest Rate
9.25
Original Face
0
Shares Par Value
200000.00
Base Market Value
189000.00
Base Total Cost
186299.8
Base Unrealized Gain Loss
2700.2
Base Accrued Interest
3905.53
Local Market Value
189000
Local Total Cost Amount
186299.8
Local Unrealized Gain Loss
2700.2
Local Accrued Interest
3905.53
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
CANADIAN
Moody S Quality Rating
Caa2
S And P Quality Rating
CCC
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ENSTAR GROUP LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENSTAR GROUP LTD
Security Description
3.1% 01 Sep 2031
Maturity Date
2031-09-01T00:00:00.000
Interest Rate
3.1
Original Face
0
Shares Par Value
3986000.00
Base Market Value
3178835.00
Base Total Cost
3988236.32
Base Unrealized Gain Loss
-809401.32
Base Accrued Interest
41188.66
Local Market Value
3178835
Local Total Cost Amount
3988236.32
Local Unrealized Gain Loss
-809401.32
Local Accrued Interest
41188.66
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
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: ENSTAR FINANCE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENSTAR FINANCE LLC
Security Description
1% 15 Jan 2042
Maturity Date
2042-01-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1338000.00
Base Market Value
1093453.74
Base Total Cost
1338000
Base Unrealized Gain Loss
-244546.26
Base Accrued Interest
34137.59
Local Market Value
1093453.74
Local Total Cost Amount
1338000
Local Unrealized Gain Loss
-244546.26
Local Accrued Interest
34137.59
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
FINANCE
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: ENTEGRIS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENTEGRIS INC
Security Description
4.375% 15 Apr 2028
Maturity Date
2028-04-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
357000.00
Base Market Value
315052.50
Base Total Cost
357000
Base Unrealized Gain Loss
-41947.5
Base Accrued Interest
3297.29
Local Market Value
315052.5
Local Total Cost Amount
357000
Local Unrealized Gain Loss
-41947.5
Local Accrued Interest
3297.29
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
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: ENTERGY ARKANSAS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENTERGY ARKANSAS LLC
Security Description
3.05% 01 Jun 2023
Maturity Date
2023-06-01T00:00:00.000
Interest Rate
3.05
Original Face
0
Shares Par Value
300000.00
Base Market Value
299109.00
Base Total Cost
312231
Base Unrealized Gain Loss
-13122
Base Accrued Interest
762.5
Local Market Value
299109
Local Total Cost Amount
312231
Local Unrealized Gain Loss
-13122
Local Accrued Interest
762.5
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
ELECTRIC/GAS
Moody S Quality Rating
A2
S And P Quality Rating
A
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ENTERGY ARKANSAS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENTERGY ARKANSAS LLC
Security Description
3.7% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
3.7
Original Face
0
Shares Par Value
560000.00
Base Market Value
561904.00
Base Total Cost
598130.4
Base Unrealized Gain Loss
-36226.4
Base Accrued Interest
1726.67
Local Market Value
561904
Local Total Cost Amount
598130.4
Local Unrealized Gain Loss
-36226.4
Local Accrued Interest
1726.67
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
ELECTRIC/GAS
Moody S Quality Rating
A2
S And P Quality Rating
A
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ENTERGY ARKANSAS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENTERGY ARKANSAS LLC
Security Description
4% 01 Jun 2028
Maturity Date
2028-06-01T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
176000.00
Base Market Value
172337.44
Base Total Cost
187110.88
Base Unrealized Gain Loss
-14773.44
Base Accrued Interest
586.67
Local Market Value
172337.44
Local Total Cost Amount
187110.88
Local Unrealized Gain Loss
-14773.44
Local Accrued Interest
586.67
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
ELECTRIC/GAS
Moody S Quality Rating
A2
S And P Quality Rating
A
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ENTERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENTERGY CORP
Security Description
3.75% 15 Jun 2050
Maturity Date
2050-06-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
1805000.00
Base Market Value
1416329.35
Base Total Cost
1971547.35
Base Unrealized Gain Loss
-555218
Base Accrued Interest
3008.33
Local Market Value
1416329.35
Local Total Cost Amount
1971547.35
Local Unrealized Gain Loss
-555218
Local Accrued Interest
3008.33
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: ENTERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENTERGY CORP
Security Description
2.8% 15 Jun 2030
Maturity Date
2030-06-15T00:00:00.000
Interest Rate
2.8
Original Face
0
Shares Par Value
790000.00
Base Market Value
677551.40
Base Total Cost
811322.1
Base Unrealized Gain Loss
-133770.7
Base Accrued Interest
983.11
Local Market Value
677551.4
Local Total Cost Amount
811322.1
Local Unrealized Gain Loss
-133770.7
Local Accrued Interest
983.11
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
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: ENTERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENTERGY CORP
Security Description
0.9% 15 Sep 2025
Maturity Date
2025-09-15T00:00:00.000
Interest Rate
0.9
Original Face
0
Shares Par Value
1270000.00
Base Market Value
1143203.20
Base Total Cost
1243317.3
Base Unrealized Gain Loss
-100114.1
Base Accrued Interest
3365.5
Local Market Value
1143203.2
Local Total Cost Amount
1243317.3
Local Unrealized Gain Loss
-100114.1
Local Accrued Interest
3365.5
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: ENTERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENTERGY CORP
Security Description
1.9% 15 Jun 2028
Maturity Date
2028-06-15T00:00:00.000
Interest Rate
1.9
Original Face
0
Shares Par Value
1735000.00
Base Market Value
1488473.85
Base Total Cost
1728962.2
Base Unrealized Gain Loss
-240488.35
Base Accrued Interest
1465.11
Local Market Value
1488473.85
Local Total Cost Amount
1728962.2
Local Unrealized Gain Loss
-240488.35
Local Accrued Interest
1465.11
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
ELECTRIC/GAS
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ENTERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENTERGY CORP
Security Description
2.4% 15 Jun 2031
Maturity Date
2031-06-15T00:00:00.000
Interest Rate
2.4
Original Face
0
Shares Par Value
140000.00
Base Market Value
113857.80
Base Total Cost
138930.4
Base Unrealized Gain Loss
-25072.6
Base Accrued Interest
149.33
Local Market Value
113857.8
Local Total Cost Amount
138930.4
Local Unrealized Gain Loss
-25072.6
Local Accrued Interest
149.33
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
ELECTRIC/GAS
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ENTERGY LOUISIANA LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENTERGY LOUISIANA LLC
Security Description
4.95% 15 Jan 2045
Maturity Date
2045-01-15T00:00:00.000
Interest Rate
4.95
Original Face
0
Shares Par Value
1740000.00
Base Market Value
1661125.80
Base Total Cost
1766100
Base Unrealized Gain Loss
-104974.2
Base Accrued Interest
39715.5
Local Market Value
1661125.8
Local Total Cost Amount
1766100
Local Unrealized Gain Loss
-104974.2
Local Accrued Interest
39715.5
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
ELECTRIC/GAS
Moody S Quality Rating
A2
S And P Quality Rating
A
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ENTERGY LOUISIANA LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENTERGY LOUISIANA LLC
Security Description
3.25% 01 Apr 2028
Maturity Date
2028-04-01T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
1140000.00
Base Market Value
1071451.80
Base Total Cost
1252757.4
Base Unrealized Gain Loss
-181305.6
Base Accrued Interest
9262.5
Local Market Value
1071451.8
Local Total Cost Amount
1252757.4
Local Unrealized Gain Loss
-181305.6
Local Accrued Interest
9262.5
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
ELECTRIC/GAS
Moody S Quality Rating
A2
S And P Quality Rating
A
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ENTERGY LOUISIANA LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENTERGY LOUISIANA LLC
Security Description
3.12% 01 Sep 2027
Maturity Date
2027-09-01T00:00:00.000
Interest Rate
3.12
Original Face
0
Shares Par Value
400000.00
Base Market Value
380296.00
Base Total Cost
437220
Base Unrealized Gain Loss
-56924
Base Accrued Interest
4160
Local Market Value
380296
Local Total Cost Amount
437220
Local Unrealized Gain Loss
-56924
Local Accrued Interest
4160
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
A2
S And P Quality Rating
A
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ENTERGY LOUISIANA LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENTERGY LOUISIANA LLC
Security Description
4.2% 01 Sep 2048
Maturity Date
2048-09-01T00:00:00.000
Interest Rate
4.2
Original Face
0
Shares Par Value
692000.00
Base Market Value
634951.52
Base Total Cost
832130
Base Unrealized Gain Loss
-197178.48
Base Accrued Interest
9688
Local Market Value
634951.52
Local Total Cost Amount
832130
Local Unrealized Gain Loss
-197178.48
Local Accrued Interest
9688
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
A2
S And P Quality Rating
A
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ENTERGY LOUISIANA LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENTERGY LOUISIANA LLC
Security Description
0.95% 01 Oct 2024
Maturity Date
2024-10-01T00:00:00.000
Interest Rate
0.95
Original Face
0
Shares Par Value
11710000.00
Base Market Value
10996392.60
Base Total Cost
11692435
Base Unrealized Gain Loss
-696042.4
Base Accrued Interest
27811.24
Local Market Value
10996392.6
Local Total Cost Amount
11692435
Local Unrealized Gain Loss
-696042.4
Local Accrued Interest
27811.24
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
ELECTRIC/GAS
Moody S Quality Rating
A2
S And P Quality Rating
A
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ENTEGRIS ESCROW CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENTEGRIS ESCROW CORP
Security Description
4.75% 15 Apr 2029
Maturity Date
2029-04-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
288000.00
Base Market Value
268194.24
Base Total Cost
286626.24
Base Unrealized Gain Loss
-18432
Base Accrued Interest
2926
Local Market Value
268194.24
Local Total Cost Amount
286626.24
Local Unrealized Gain Loss
-18432
Local Accrued Interest
2926
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
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: ENTEGRIS ESCROW CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENTEGRIS ESCROW CORP
Security Description
4.75% 15 Apr 2029
Maturity Date
2029-04-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
496000.00
Base Market Value
461890.08
Base Total Cost
457740
Base Unrealized Gain Loss
4150.08
Base Accrued Interest
5039.22
Local Market Value
461890.08
Local Total Cost Amount
457740
Local Unrealized Gain Loss
4150.08
Local Accrued Interest
5039.22
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
Baa3
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: ENTEGRIS ESCROW CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENTEGRIS ESCROW CORP
Security Description
5.95% 15 Jun 2030
Maturity Date
2030-06-15T00:00:00.000
Interest Rate
5.95
Original Face
0
Shares Par Value
4565000.00
Base Market Value
4343049.70
Base Total Cost
4146480.8
Base Unrealized Gain Loss
196568.9
Base Accrued Interest
754.49
Local Market Value
4343049.7
Local Total Cost Amount
4146480.8
Local Unrealized Gain Loss
196568.9
Local Accrued Interest
754.49
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
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: ENTEGRIS ESCROW CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENTEGRIS ESCROW CORP
Security Description
5.95% 15 Jun 2030
Maturity Date
2030-06-15T00:00:00.000
Interest Rate
5.95
Original Face
0
Shares Par Value
1910000.00
Base Market Value
1817135.80
Base Total Cost
1734891.2
Base Unrealized Gain Loss
82244.6
Base Accrued Interest
315.68
Local Market Value
1817135.8
Local Total Cost Amount
1734891.2
Local Unrealized Gain Loss
82244.6
Local Accrued Interest
315.68
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
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: ENTEGRIS ESCROW CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENTEGRIS ESCROW CORP
Security Description
5.95% 15 Jun 2030
Maturity Date
2030-06-15T00:00:00.000
Interest Rate
5.95
Original Face
0
Shares Par Value
1546000.00
Base Market Value
1470833.48
Base Total Cost
1404262.72
Base Unrealized Gain Loss
66570.76
Base Accrued Interest
255.52
Local Market Value
1470833.48
Local Total Cost Amount
1404262.72
Local Unrealized Gain Loss
66570.76
Local Accrued Interest
255.52
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
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: ENTEGRIS ESCROW CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENTEGRIS ESCROW CORP
Security Description
5.95% 15 Jun 2030
Maturity Date
2030-06-15T00:00:00.000
Interest Rate
5.95
Original Face
0
Shares Par Value
1608000.00
Base Market Value
1529819.04
Base Total Cost
1480191.64
Base Unrealized Gain Loss
49627.4
Base Accrued Interest
265.77
Local Market Value
1529819.04
Local Total Cost Amount
1480191.64
Local Unrealized Gain Loss
49627.4
Local Accrued Interest
265.77
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
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: ENTERCOM MEDIA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENTERCOM MEDIA CORP
Security Description
6.5% 01 May 2027
Maturity Date
2027-05-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
154000.00
Base Market Value
91646.94
Base Total Cost
155155.01
Base Unrealized Gain Loss
-63508.07
Base Accrued Interest
1668.33
Local Market Value
91646.94
Local Total Cost Amount
155155.01
Local Unrealized Gain Loss
-63508.07
Local Accrued Interest
1668.33
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
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: ENTERCOM MEDIA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENTERCOM MEDIA CORP
Security Description
6.75% 31 Mar 2029
Maturity Date
2029-03-31T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
500000.00
Base Market Value
266250.00
Base Total Cost
500000
Base Unrealized Gain Loss
-233750
Base Accrued Interest
8437.5
Local Market Value
266250
Local Total Cost Amount
500000
Local Unrealized Gain Loss
-233750
Local Accrued Interest
8437.5
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
B3
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: ENTERCOM MEDIA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENTERCOM MEDIA CORP
Security Description
6.75% 31 Mar 2029
Maturity Date
2029-03-31T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
806000.00
Base Market Value
429195.00
Base Total Cost
820733.75
Base Unrealized Gain Loss
-391538.75
Base Accrued Interest
13601.24
Local Market Value
429195
Local Total Cost Amount
820733.75
Local Unrealized Gain Loss
-391538.75
Local Accrued Interest
13601.24
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
TELEPHONE
Moody S Quality Rating
B3
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: ENTERCOM MEDIA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENTERCOM MEDIA CORP
Security Description
6.75% 31 Mar 2029
Maturity Date
2029-03-31T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
200000.00
Base Market Value
106500.00
Base Total Cost
200000
Base Unrealized Gain Loss
-93500
Base Accrued Interest
3375
Local Market Value
106500
Local Total Cost Amount
200000
Local Unrealized Gain Loss
-93500
Local Accrued Interest
3375
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
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: ENTERGY TEXAS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENTERGY TEXAS INC
Security Description
4% 30 Mar 2029
Interest Rate
4
Original Face
0
Shares Par Value
1625000.00
Base Market Value
1586520.00
Base Total Cost
1855051.25
Base Unrealized Gain Loss
-268531.25
Base Accrued Interest
16430.56
Local Market Value
1586520
Local Total Cost Amount
1855051.25
Local Unrealized Gain Loss
-268531.25
Local Accrued Interest
16430.56
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
ELECTRIC/GAS
Moody S Quality Rating
A3
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: ENTERGY ARKANSAS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENTERGY ARKANSAS LLC
Security Description
4.2% 01 Apr 2049
Maturity Date
2049-04-01T00:00:00.000
Interest Rate
4.2
Original Face
0
Shares Par Value
904000.00
Base Market Value
832837.12
Base Total Cost
1087819.36
Base Unrealized Gain Loss
-254982.24
Base Accrued Interest
9492
Local Market Value
832837.12
Local Total Cost Amount
1087819.36
Local Unrealized Gain Loss
-254982.24
Local Accrued Interest
9492
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
A2
S And P Quality Rating
A
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ENTERGY ARKANSAS LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENTERGY ARKANSAS LLC
Security Description
2.65% 15 Jun 2051
Maturity Date
2051-06-15T00:00:00.000
Interest Rate
2.65
Original Face
0
Shares Par Value
503000.00
Base Market Value
348584.03
Base Total Cost
468026.41
Base Unrealized Gain Loss
-119442.38
Base Accrued Interest
592.42
Local Market Value
348584.03
Local Total Cost Amount
468026.41
Local Unrealized Gain Loss
-119442.38
Local Accrued Interest
592.42
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A2
S And P Quality Rating
A
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ENTERGY MISSISSIPPI LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENTERGY MISSISSIPPI LLC
Security Description
3.85% 01 Jun 2049
Maturity Date
2049-06-01T00:00:00.000
Interest Rate
3.85
Original Face
0
Shares Par Value
606000.00
Base Market Value
519002.64
Base Total Cost
696039.48
Base Unrealized Gain Loss
-177036.84
Base Accrued Interest
1944.25
Local Market Value
519002.64
Local Total Cost Amount
696039.48
Local Unrealized Gain Loss
-177036.84
Local Accrued Interest
1944.25
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
ELECTRIC/GAS
Moody S Quality Rating
A2
S And P Quality Rating
A
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ENVISION HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENVISION HEALTHCARE CORP
Security Description
8.75% 15 Oct 2026
Maturity Date
2026-10-15T00:00:00.000
Interest Rate
8.75
Original Face
0
Shares Par Value
515000.00
Base Market Value
149772.30
Base Total Cost
312877.13
Base Unrealized Gain Loss
-163104.83
Base Accrued Interest
9513.19
Local Market Value
149772.3
Local Total Cost Amount
312877.13
Local Unrealized Gain Loss
-163104.83
Local Accrued Interest
9513.19
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
Ca
S And P Quality Rating
D
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: ENVISION HEALTHCARE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENVISION HEALTHCARE CORP
Security Description
8.75% 15 Oct 2026
Maturity Date
2026-10-15T00:00:00.000
Interest Rate
8.75
Original Face
0
Shares Par Value
425000.00
Base Market Value
123598.50
Base Total Cost
406360.34
Base Unrealized Gain Loss
-282761.84
Base Accrued Interest
7850.68
Local Market Value
123598.5
Local Total Cost Amount
406360.34
Local Unrealized Gain Loss
-282761.84
Local Accrued Interest
7850.68
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
Ca
S And P Quality Rating
D
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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