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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: ONEOK PARTNERS LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ONEOK PARTNERS LP
Security Description
6.125% 01 Feb 2041
Maturity Date
2041-02-01T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
718000.00
Base Market Value
683614.98
Base Total Cost
932524.04
Base Unrealized Gain Loss
-248909.06
Base Accrued Interest
18323.96
Local Market Value
683614.98
Local Total Cost Amount
932524.04
Local Unrealized Gain Loss
-248909.06
Local Accrued Interest
18323.96
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
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: ONEMAIN FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ONEMAIN FINANCE CORP
Security Description
3.5% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
1135000.00
Base Market Value
908000.00
Base Total Cost
1065212.5
Base Unrealized Gain Loss
-157212.5
Base Accrued Interest
18317.63
Local Market Value
908000
Local Total Cost Amount
1065212.5
Local Unrealized Gain Loss
-157212.5
Local Accrued Interest
18317.63
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
FINANCE
Moody S Quality Rating
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ONEMAIN FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ONEMAIN FINANCE CORP
Security Description
3.5% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
2015000.00
Base Market Value
1612000.00
Base Total Cost
1986606.25
Base Unrealized Gain Loss
-374606.25
Base Accrued Interest
32519.86
Local Market Value
1612000
Local Total Cost Amount
1986606.25
Local Unrealized Gain Loss
-374606.25
Local Accrued Interest
32519.86
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
FINANCE
Moody S Quality Rating
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ONEMAIN FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ONEMAIN FINANCE CORP
Security Description
3.875% 15 Sep 2028
Maturity Date
2028-09-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
395000.00
Base Market Value
302175.00
Base Total Cost
352537.5
Base Unrealized Gain Loss
-50362.5
Base Accrued Interest
4506.84
Local Market Value
302175
Local Total Cost Amount
352537.5
Local Unrealized Gain Loss
-50362.5
Local Accrued Interest
4506.84
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
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: 1LIFE HEALTHCARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
1LIFE HEALTHCARE INC
Security Description
3% 15 Jun 2025
Maturity Date
2025-06-15T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
610000.00
Base Market Value
500505.00
Base Total Cost
530774.94
Base Unrealized Gain Loss
-30269.94
Base Accrued Interest
813.33
Local Market Value
500505
Local Total Cost Amount
530774.94
Local Unrealized Gain Loss
-30269.94
Local Accrued Interest
813.33
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: OPEN TEXT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OPEN TEXT CORP
Security Description
3.875% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
265000.00
Base Market Value
235698.95
Base Total Cost
245387.5
Base Unrealized Gain Loss
-9688.55
Base Accrued Interest
3879.3
Local Market Value
235698.95
Local Total Cost Amount
245387.5
Local Unrealized Gain Loss
-9688.55
Local Accrued Interest
3879.3
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
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: OPEN TEXT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OPEN TEXT CORP
Security Description
3.875% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
380000.00
Base Market Value
337983.40
Base Total Cost
380250
Base Unrealized Gain Loss
-42266.6
Base Accrued Interest
5562.77
Local Market Value
337983.4
Local Total Cost Amount
380250
Local Unrealized Gain Loss
-42266.6
Local Accrued Interest
5562.77
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
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: OPEN TEXT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OPEN TEXT CORP
Security Description
3.875% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
479000.00
Base Market Value
426036.97
Base Total Cost
479000
Base Unrealized Gain Loss
-52963.03
Base Accrued Interest
7012.02
Local Market Value
426036.97
Local Total Cost Amount
479000
Local Unrealized Gain Loss
-52963.03
Local Accrued Interest
7012.02
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
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: OPEN TEXT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OPEN TEXT CORP
Security Description
3.875% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
250000.00
Base Market Value
222357.50
Base Total Cost
250000
Base Unrealized Gain Loss
-27642.5
Base Accrued Interest
3659.72
Local Market Value
222357.5
Local Total Cost Amount
250000
Local Unrealized Gain Loss
-27642.5
Local Accrued Interest
3659.72
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
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: OPEN TEXT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OPEN TEXT CORP
Security Description
3.875% 01 Dec 2029
Maturity Date
2029-12-01T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
1185000.00
Base Market Value
997355.25
Base Total Cost
1185000
Base Unrealized Gain Loss
-187644.75
Base Accrued Interest
3826.56
Local Market Value
997355.25
Local Total Cost Amount
1185000
Local Unrealized Gain Loss
-187644.75
Local Accrued Interest
3826.56
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
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: OPEN TEXT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OPEN TEXT CORP
Security Description
3.875% 01 Dec 2029
Maturity Date
2029-12-01T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
500000.00
Base Market Value
420825.00
Base Total Cost
500000
Base Unrealized Gain Loss
-79175
Base Accrued Interest
1614.58
Local Market Value
420825
Local Total Cost Amount
500000
Local Unrealized Gain Loss
-79175
Local Accrued Interest
1614.58
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
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: OPEN TEXT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OPEN TEXT CORP
Security Description
3.875% 01 Dec 2029
Maturity Date
2029-12-01T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
375000.00
Base Market Value
315618.75
Base Total Cost
375000
Base Unrealized Gain Loss
-59381.25
Base Accrued Interest
1210.94
Local Market Value
315618.75
Local Total Cost Amount
375000
Local Unrealized Gain Loss
-59381.25
Local Accrued Interest
1210.94
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
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: OPEN TEXT HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OPEN TEXT HOLDINGS INC
Security Description
4.125% 15 Feb 2030
Maturity Date
2030-02-15T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
1425000.00
Base Market Value
1232696.25
Base Total Cost
1465316.7
Base Unrealized Gain Loss
-232620.45
Base Accrued Interest
22206.23
Local Market Value
1232696.25
Local Total Cost Amount
1465316.7
Local Unrealized Gain Loss
-232620.45
Local Accrued Interest
22206.23
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
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: OPEN TEXT HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OPEN TEXT HOLDINGS INC
Security Description
4.125% 15 Feb 2030
Maturity Date
2030-02-15T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
419000.00
Base Market Value
362455.95
Base Total Cost
419000
Base Unrealized Gain Loss
-56544.05
Base Accrued Interest
6529.41
Local Market Value
362455.95
Local Total Cost Amount
419000
Local Unrealized Gain Loss
-56544.05
Local Accrued Interest
6529.41
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
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: OPEN TEXT HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OPEN TEXT HOLDINGS INC
Security Description
4.125% 15 Feb 2030
Maturity Date
2030-02-15T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
325000.00
Base Market Value
281141.25
Base Total Cost
325000
Base Unrealized Gain Loss
-43858.75
Base Accrued Interest
5064.58
Local Market Value
281141.25
Local Total Cost Amount
325000
Local Unrealized Gain Loss
-43858.75
Local Accrued Interest
5064.58
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
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: OPEN TEXT HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OPEN TEXT HOLDINGS INC
Security Description
4.125% 01 Dec 2031
Maturity Date
2031-12-01T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
535000.00
Base Market Value
442963.95
Base Total Cost
535000
Base Unrealized Gain Loss
-92036.05
Base Accrued Interest
1839.06
Local Market Value
442963.95
Local Total Cost Amount
535000
Local Unrealized Gain Loss
-92036.05
Local Accrued Interest
1839.06
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
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: OPEN TEXT HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OPEN TEXT HOLDINGS INC
Security Description
4.125% 01 Dec 2031
Maturity Date
2031-12-01T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
121000.00
Base Market Value
100184.37
Base Total Cost
121000
Base Unrealized Gain Loss
-20815.63
Base Accrued Interest
415.94
Local Market Value
100184.37
Local Total Cost Amount
121000
Local Unrealized Gain Loss
-20815.63
Local Accrued Interest
415.94
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
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: OPEN TEXT HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OPEN TEXT HOLDINGS INC
Security Description
4.125% 01 Dec 2031
Maturity Date
2031-12-01T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
500000.00
Base Market Value
413985.00
Base Total Cost
500000
Base Unrealized Gain Loss
-86015
Base Accrued Interest
1718.75
Local Market Value
413985
Local Total Cost Amount
500000
Local Unrealized Gain Loss
-86015
Local Accrued Interest
1718.75
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
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: OPEN TEXT HOLDINGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OPEN TEXT HOLDINGS INC
Security Description
4.125% 01 Dec 2031
Maturity Date
2031-12-01T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
775000.00
Base Market Value
641676.75
Base Total Cost
768843.75
Base Unrealized Gain Loss
-127167
Base Accrued Interest
2664.06
Local Market Value
641676.75
Local Total Cost Amount
768843.75
Local Unrealized Gain Loss
-127167
Local Accrued Interest
2664.06
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
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: ORACLE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORACLE CORP
Security Description
4.3% 08 Jul 2034
Maturity Date
2034-07-08T00:00:00.000
Interest Rate
4.3
Original Face
0
Shares Par Value
1180000.00
Base Market Value
1029443.80
Base Total Cost
1378334.4
Base Unrealized Gain Loss
-348890.6
Base Accrued Interest
24383.39
Local Market Value
1029443.8
Local Total Cost Amount
1378334.4
Local Unrealized Gain Loss
-348890.6
Local Accrued Interest
24383.39
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: ORACLE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORACLE CORP
Security Description
4.3% 08 Jul 2034
Maturity Date
2034-07-08T00:00:00.000
Interest Rate
4.3
Original Face
0
Shares Par Value
981000.00
Base Market Value
855834.21
Base Total Cost
1047295.98
Base Unrealized Gain Loss
-191461.77
Base Accrued Interest
20271.28
Local Market Value
855834.21
Local Total Cost Amount
1047295.98
Local Unrealized Gain Loss
-191461.77
Local Accrued Interest
20271.28
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: ORACLE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORACLE CORP
Security Description
4.125% 15 May 2045
Maturity Date
2045-05-15T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
754000.00
Base Market Value
573454.70
Base Total Cost
821000.44
Base Unrealized Gain Loss
-247545.74
Base Accrued Interest
3974.21
Local Market Value
573454.7
Local Total Cost Amount
821000.44
Local Unrealized Gain Loss
-247545.74
Local Accrued Interest
3974.21
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: ORACLE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORACLE CORP
Security Description
4% 15 Jul 2046
Interest Rate
4
Original Face
0
Shares Par Value
8090000.00
Base Market Value
5981179.70
Base Total Cost
9341023.45
Base Unrealized Gain Loss
-3359843.75
Base Accrued Interest
149215.53
Local Market Value
5981179.7
Local Total Cost Amount
9341023.45
Local Unrealized Gain Loss
-3359843.75
Local Accrued Interest
149215.53
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: ORACLE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORACLE CORP
Security Description
3.25% 15 Nov 2027
Maturity Date
2027-11-15T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
2454000.00
Base Market Value
2263250.58
Base Total Cost
2546928.38
Base Unrealized Gain Loss
-283677.8
Base Accrued Interest
10190.92
Local Market Value
2263250.58
Local Total Cost Amount
2546928.38
Local Unrealized Gain Loss
-283677.8
Local Accrued Interest
10190.92
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: ORACLE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORACLE CORP
Security Description
3.8% 15 Nov 2037
Maturity Date
2037-11-15T00:00:00.000
Interest Rate
3.8
Original Face
0
Shares Par Value
385000.00
Base Market Value
299545.40
Base Total Cost
423330.6
Base Unrealized Gain Loss
-123785.2
Base Accrued Interest
1869.39
Local Market Value
299545.4
Local Total Cost Amount
423330.6
Local Unrealized Gain Loss
-123785.2
Local Accrued Interest
1869.39
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: ORACLE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORACLE CORP
Security Description
4% 15 Nov 2047
Maturity Date
2047-11-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
2500000.00
Base Market Value
1853850.00
Base Total Cost
2746820
Base Unrealized Gain Loss
-892970
Base Accrued Interest
12777.78
Local Market Value
1853850
Local Total Cost Amount
2746820
Local Unrealized Gain Loss
-892970
Local Accrued Interest
12777.78
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
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: ORACLE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORACLE CORP
Security Description
4% 15 Nov 2047
Maturity Date
2047-11-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
668000.00
Base Market Value
495348.72
Base Total Cost
714813.44
Base Unrealized Gain Loss
-219464.72
Base Accrued Interest
3414.22
Local Market Value
495348.72
Local Total Cost Amount
714813.44
Local Unrealized Gain Loss
-219464.72
Local Accrued Interest
3414.22
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
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: ORACLE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORACLE CORP
Security Description
2.8% 01 Apr 2027
Maturity Date
2027-04-01T00:00:00.000
Interest Rate
2.8
Original Face
0
Shares Par Value
889000.00
Base Market Value
810776.89
Base Total Cost
907927.23
Base Unrealized Gain Loss
-97150.34
Base Accrued Interest
6223
Local Market Value
810776.89
Local Total Cost Amount
907927.23
Local Unrealized Gain Loss
-97150.34
Local Accrued Interest
6223
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: ORACLE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORACLE CORP
Security Description
3.6% 01 Apr 2050
Maturity Date
2050-04-01T00:00:00.000
Interest Rate
3.6
Original Face
0
Shares Par Value
673000.00
Base Market Value
467506.18
Base Total Cost
665240.92
Base Unrealized Gain Loss
-197734.74
Base Accrued Interest
6056.99
Local Market Value
467506.18
Local Total Cost Amount
665240.92
Local Unrealized Gain Loss
-197734.74
Local Accrued Interest
6056.99
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: ORACLE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORACLE CORP
Security Description
3.85% 01 Apr 2060
Maturity Date
2060-04-01T00:00:00.000
Interest Rate
3.85
Original Face
0
Shares Par Value
1210000.00
Base Market Value
830084.20
Base Total Cost
1250450.3
Base Unrealized Gain Loss
-420366.1
Base Accrued Interest
11646.25
Local Market Value
830084.2
Local Total Cost Amount
1250450.3
Local Unrealized Gain Loss
-420366.1
Local Accrued Interest
11646.25
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
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: ORACLE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORACLE CORP
Security Description
3.95% 25 Mar 2051
Maturity Date
2051-03-25T00:00:00.000
Interest Rate
3.95
Original Face
0
Shares Par Value
5400000.00
Base Market Value
3966300.00
Base Total Cost
5434683.9
Base Unrealized Gain Loss
-1468383.9
Base Accrued Interest
56880
Local Market Value
3966300
Local Total Cost Amount
5434683.9
Local Unrealized Gain Loss
-1468383.9
Local Accrued Interest
56880
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: ORACLE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORACLE CORP
Security Description
3.95% 25 Mar 2051
Maturity Date
2051-03-25T00:00:00.000
Interest Rate
3.95
Original Face
0
Shares Par Value
1392000.00
Base Market Value
1022424.00
Base Total Cost
1468722.83
Base Unrealized Gain Loss
-446298.83
Base Accrued Interest
14662.4
Local Market Value
1022424
Local Total Cost Amount
1468722.83
Local Unrealized Gain Loss
-446298.83
Local Accrued Interest
14662.4
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: ORACLE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORACLE CORP
Security Description
2.3% 25 Mar 2028
Maturity Date
2028-03-25T00:00:00.000
Interest Rate
2.3
Original Face
0
Shares Par Value
7257000.00
Base Market Value
6243850.23
Base Total Cost
7430118.58
Base Unrealized Gain Loss
-1186268.35
Base Accrued Interest
44509.59
Local Market Value
6243850.23
Local Total Cost Amount
7430118.58
Local Unrealized Gain Loss
-1186268.35
Local Accrued Interest
44509.59
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
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: ORACLE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORACLE CORP
Security Description
2.3% 25 Mar 2028
Maturity Date
2028-03-25T00:00:00.000
Interest Rate
2.3
Original Face
0
Shares Par Value
614000.00
Base Market Value
528279.46
Base Total Cost
611187.88
Base Unrealized Gain Loss
-82908.42
Base Accrued Interest
3765.87
Local Market Value
528279.46
Local Total Cost Amount
611187.88
Local Unrealized Gain Loss
-82908.42
Local Accrued Interest
3765.87
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
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: OPTION CARE HEALTH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OPTION CARE HEALTH INC
Security Description
4.375% 31 Oct 2029
Maturity Date
2029-10-31T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
695000.00
Base Market Value
595962.50
Base Total Cost
695258
Base Unrealized Gain Loss
-99295.5
Base Accrued Interest
5152.16
Local Market Value
595962.5
Local Total Cost Amount
695258
Local Unrealized Gain Loss
-99295.5
Local Accrued Interest
5152.16
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: OPTION CARE HEALTH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OPTION CARE HEALTH INC
Security Description
4.375% 31 Oct 2029
Maturity Date
2029-10-31T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
445000.00
Base Market Value
381587.50
Base Total Cost
411625.01
Base Unrealized Gain Loss
-30037.51
Base Accrued Interest
3298.87
Local Market Value
381587.5
Local Total Cost Amount
411625.01
Local Unrealized Gain Loss
-30037.51
Local Accrued Interest
3298.87
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
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: OPTION CARE HEALTH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OPTION CARE HEALTH INC
Security Description
4.375% 31 Oct 2029
Maturity Date
2029-10-31T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
758000.00
Base Market Value
649985.00
Base Total Cost
760460
Base Unrealized Gain Loss
-110475
Base Accrued Interest
5619.2
Local Market Value
649985
Local Total Cost Amount
760460
Local Unrealized Gain Loss
-110475
Local Accrued Interest
5619.2
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
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: OPTIV INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OPTIV INC
Security Description
1% 01 Feb 2024
Maturity Date
2024-02-01T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
660193.34
Base Market Value
634059.59
Base Total Cost
646147.14
Base Unrealized Gain Loss
-12087.55
Base Accrued Interest
0
Local Market Value
634059.59
Local Total Cost Amount
646147.14
Local Unrealized Gain Loss
-12087.55
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
BANK LOAN
Major Industry Name
BANK LOAN
Minor Industry Name
BANK LOAN
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: OREGON ST SCH BRDS ASSN SHORT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OREGON ST SCH BRDS ASSN SHORT
Security Description
5.55% 30 Jun 2028
Interest Rate
5.55
Original Face
55000
Shares Par Value
55000.00
Base Market Value
57833.05
Base Total Cost
64333.5
Base Unrealized Gain Loss
-6500.45
Base Accrued Interest
8.48
Local Market Value
57833.05
Local Total Cost Amount
64333.5
Local Unrealized Gain Loss
-6500.45
Local Accrued Interest
8.48
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: OREGON ST SCH BRDS ASSN SHORT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OREGON ST SCH BRDS ASSN SHORT
Security Description
5.68% 30 Jun 2028
Interest Rate
5.68
Original Face
70000
Shares Par Value
70000.00
Base Market Value
74342.10
Base Total Cost
83229.3
Base Unrealized Gain Loss
-8887.2
Base Accrued Interest
11.04
Local Market Value
74342.1
Local Total Cost Amount
83229.3
Local Unrealized Gain Loss
-8887.2
Local Accrued Interest
11.04
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: ORGANON + CO/ORG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORGANON + CO/ORG
Security Description
4.125% 30 Apr 2028
Maturity Date
2028-04-30T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
755000.00
Base Market Value
668175.00
Base Total Cost
755000
Base Unrealized Gain Loss
-86825
Base Accrued Interest
5277.13
Local Market Value
668175
Local Total Cost Amount
755000
Local Unrealized Gain Loss
-86825
Local Accrued Interest
5277.13
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ORGANON + CO/ORG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORGANON + CO/ORG
Security Description
4.125% 30 Apr 2028
Maturity Date
2028-04-30T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
1425000.00
Base Market Value
1261125.00
Base Total Cost
1396250
Base Unrealized Gain Loss
-135125
Base Accrued Interest
9960.15
Local Market Value
1261125
Local Total Cost Amount
1396250
Local Unrealized Gain Loss
-135125
Local Accrued Interest
9960.15
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ORGANON + CO/ORG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORGANON + CO/ORG
Security Description
4.125% 30 Apr 2028
Maturity Date
2028-04-30T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
700000.00
Base Market Value
619500.00
Base Total Cost
707090
Base Unrealized Gain Loss
-87590
Base Accrued Interest
4892.71
Local Market Value
619500
Local Total Cost Amount
707090
Local Unrealized Gain Loss
-87590
Local Accrued Interest
4892.71
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
FINANCE
Moody S Quality Rating
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ORGANON + CO/ORG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORGANON + CO/ORG
Security Description
4.125% 30 Apr 2028
Maturity Date
2028-04-30T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
996000.00
Base Market Value
881460.00
Base Total Cost
1003750
Base Unrealized Gain Loss
-122290
Base Accrued Interest
6961.63
Local Market Value
881460
Local Total Cost Amount
1003750
Local Unrealized Gain Loss
-122290
Local Accrued Interest
6961.63
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
FINANCE
Moody S Quality Rating
Ba2
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ORGANON + CO/ORG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORGANON + CO/ORG
Security Description
5.125% 30 Apr 2031
Maturity Date
2031-04-30T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1040000.00
Base Market Value
897343.20
Base Total Cost
1040000
Base Unrealized Gain Loss
-142656.8
Base Accrued Interest
9031.39
Local Market Value
897343.2
Local Total Cost Amount
1040000
Local Unrealized Gain Loss
-142656.8
Local Accrued Interest
9031.39
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
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: ORGANON + CO/ORG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORGANON + CO/ORG
Security Description
5.125% 30 Apr 2031
Maturity Date
2031-04-30T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
2390000.00
Base Market Value
2062163.70
Base Total Cost
2386556.25
Base Unrealized Gain Loss
-324392.55
Base Accrued Interest
20754.82
Local Market Value
2062163.7
Local Total Cost Amount
2386556.25
Local Unrealized Gain Loss
-324392.55
Local Accrued Interest
20754.82
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
FINANCE
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: ORGANON + CO/ORG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORGANON + CO/ORG
Security Description
5.125% 30 Apr 2031
Maturity Date
2031-04-30T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
725000.00
Base Market Value
625551.75
Base Total Cost
726312.5
Base Unrealized Gain Loss
-100760.75
Base Accrued Interest
6295.92
Local Market Value
625551.75
Local Total Cost Amount
726312.5
Local Unrealized Gain Loss
-100760.75
Local Accrued Interest
6295.92
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
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: ORGANON + CO/ORG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORGANON + CO/ORG
Security Description
5.125% 30 Apr 2031
Maturity Date
2031-04-30T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
868000.00
Base Market Value
748936.44
Base Total Cost
878147
Base Unrealized Gain Loss
-129210.56
Base Accrued Interest
7537.73
Local Market Value
748936.44
Local Total Cost Amount
878147
Local Unrealized Gain Loss
-129210.56
Local Accrued Interest
7537.73
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
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: ORGANON + CO/ORG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORGANON + CO/ORG
Security Description
5.125% 30 Apr 2031
Maturity Date
2031-04-30T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
400000.00
Base Market Value
345132.00
Base Total Cost
400000
Base Unrealized Gain Loss
-54868
Base Accrued Interest
3473.61
Local Market Value
345132
Local Total Cost Amount
400000
Local Unrealized Gain Loss
-54868
Local Accrued Interest
3473.61
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
FINANCE
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: ORGANON + CO/ORG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ORGANON + CO/ORG
Security Description
5.125% 30 Apr 2031
Maturity Date
2031-04-30T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
2345000.00
Base Market Value
2023336.35
Base Total Cost
2397218.25
Base Unrealized Gain Loss
-373881.9
Base Accrued Interest
20364.06
Local Market Value
2023336.35
Local Total Cost Amount
2397218.25
Local Unrealized Gain Loss
-373881.9
Local Accrued Interest
20364.06
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
FINANCE
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
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