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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: CEMEX SAB DE CV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEMEX SAB DE CV
Security Description
7.375% 05 Jun 2027
Maturity Date
2027-06-05T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
200000.00
Base Market Value
198202.00
Base Total Cost
200000
Base Unrealized Gain Loss
-1798
Base Accrued Interest
1065.28
Local Market Value
198202
Local Total Cost Amount
200000
Local Unrealized Gain Loss
-1798
Local Accrued Interest
1065.28
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
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: CEMEX SAB DE CV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEMEX SAB DE CV
Security Description
5.2% 17 Sep 2030
Maturity Date
2030-09-17T00:00:00.000
Interest Rate
5.2
Original Face
0
Shares Par Value
200000.00
Base Market Value
171234.00
Base Total Cost
200000
Base Unrealized Gain Loss
-28766
Base Accrued Interest
3004.44
Local Market Value
171234
Local Total Cost Amount
200000
Local Unrealized Gain Loss
-28766
Local Accrued Interest
3004.44
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
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: CEMEX SAB DE CV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEMEX SAB DE CV
Security Description
3.875% 11 Jul 2031
Maturity Date
2031-07-11T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
400000.00
Base Market Value
300000.00
Base Total Cost
400000
Base Unrealized Gain Loss
-100000
Base Accrued Interest
7319.44
Local Market Value
300000
Local Total Cost Amount
400000
Local Unrealized Gain Loss
-100000
Local Accrued Interest
7319.44
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
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: CEMEX SAB DE CV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEMEX SAB DE CV
Security Description
1% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
200000.00
Base Market Value
169690.00
Base Total Cost
200000
Base Unrealized Gain Loss
-30310
Base Accrued Interest
3217.36
Local Market Value
169690
Local Total Cost Amount
200000
Local Unrealized Gain Loss
-30310
Local Accrued Interest
3217.36
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
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: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
4.25% 15 Dec 2027
Maturity Date
2027-12-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
1430000.00
Base Market Value
1334862.10
Base Total Cost
1497925
Base Unrealized Gain Loss
-163062.9
Base Accrued Interest
2701.11
Local Market Value
1334862.1
Local Total Cost Amount
1497925
Local Unrealized Gain Loss
-163062.9
Local Accrued Interest
2701.11
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
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
4.25% 15 Dec 2027
Maturity Date
2027-12-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
1170000.00
Base Market Value
1092159.90
Base Total Cost
1199250
Base Unrealized Gain Loss
-107090.1
Base Accrued Interest
2210
Local Market Value
1092159.9
Local Total Cost Amount
1199250
Local Unrealized Gain Loss
-107090.1
Local Accrued Interest
2210
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
4.25% 15 Dec 2027
Maturity Date
2027-12-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
805000.00
Base Market Value
751443.35
Base Total Cost
828144.5
Base Unrealized Gain Loss
-76701.15
Base Accrued Interest
1520.56
Local Market Value
751443.35
Local Total Cost Amount
828144.5
Local Unrealized Gain Loss
-76701.15
Local Accrued Interest
1520.56
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
4.25% 15 Dec 2027
Maturity Date
2027-12-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
482000.00
Base Market Value
449932.54
Base Total Cost
477951.2
Base Unrealized Gain Loss
-28018.66
Base Accrued Interest
910.44
Local Market Value
449932.54
Local Total Cost Amount
477951.2
Local Unrealized Gain Loss
-28018.66
Local Accrued Interest
910.44
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
4.25% 15 Dec 2027
Maturity Date
2027-12-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
800000.00
Base Market Value
746776.00
Base Total Cost
797342.5
Base Unrealized Gain Loss
-50566.5
Base Accrued Interest
1511.11
Local Market Value
746776
Local Total Cost Amount
797342.5
Local Unrealized Gain Loss
-50566.5
Local Accrued Interest
1511.11
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
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
4.625% 15 Dec 2029
Maturity Date
2029-12-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
180000.00
Base Market Value
167850.00
Base Total Cost
196875
Base Unrealized Gain Loss
-29025
Base Accrued Interest
370
Local Market Value
167850
Local Total Cost Amount
196875
Local Unrealized Gain Loss
-29025
Local Accrued Interest
370
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
4.625% 15 Dec 2029
Maturity Date
2029-12-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
1275000.00
Base Market Value
1188937.50
Base Total Cost
1290603.34
Base Unrealized Gain Loss
-101665.84
Base Accrued Interest
2620.83
Local Market Value
1188937.5
Local Total Cost Amount
1290603.34
Local Unrealized Gain Loss
-101665.84
Local Accrued Interest
2620.83
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
4.625% 15 Dec 2029
Maturity Date
2029-12-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
1315000.00
Base Market Value
1226237.50
Base Total Cost
1410668.75
Base Unrealized Gain Loss
-184431.25
Base Accrued Interest
2703.05
Local Market Value
1226237.5
Local Total Cost Amount
1410668.75
Local Unrealized Gain Loss
-184431.25
Local Accrued Interest
2703.05
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
4.625% 15 Dec 2029
Maturity Date
2029-12-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
1965000.00
Base Market Value
1832362.50
Base Total Cost
2104043.15
Base Unrealized Gain Loss
-271680.65
Base Accrued Interest
4039.17
Local Market Value
1832362.5
Local Total Cost Amount
2104043.15
Local Unrealized Gain Loss
-271680.65
Local Accrued Interest
4039.17
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
4.625% 15 Dec 2029
Maturity Date
2029-12-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
844000.00
Base Market Value
787030.00
Base Total Cost
844000
Base Unrealized Gain Loss
-56970
Base Accrued Interest
1734.89
Local Market Value
787030
Local Total Cost Amount
844000
Local Unrealized Gain Loss
-56970
Local Accrued Interest
1734.89
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
4.625% 15 Dec 2029
Maturity Date
2029-12-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
275000.00
Base Market Value
256437.50
Base Total Cost
267937.5
Base Unrealized Gain Loss
-11500
Base Accrued Interest
565.28
Local Market Value
256437.5
Local Total Cost Amount
267937.5
Local Unrealized Gain Loss
-11500
Local Accrued Interest
565.28
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
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
3.375% 15 Feb 2030
Maturity Date
2030-02-15T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
10450000.00
Base Market Value
8862122.50
Base Total Cost
10870970.62
Base Unrealized Gain Loss
-2008848.12
Base Accrued Interest
133237.5
Local Market Value
8862122.5
Local Total Cost Amount
10870970.62
Local Unrealized Gain Loss
-2008848.12
Local Accrued Interest
133237.5
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
3.375% 15 Feb 2030
Maturity Date
2030-02-15T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
990000.00
Base Market Value
839569.50
Base Total Cost
984968.75
Base Unrealized Gain Loss
-145399.25
Base Accrued Interest
12622.5
Local Market Value
839569.5
Local Total Cost Amount
984968.75
Local Unrealized Gain Loss
-145399.25
Local Accrued Interest
12622.5
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
EUR
Local Currency Code: EUR • Trade Country Name: INTERNATIONAL • Security Name: EURO CURRENCY
Local Currency Code
EUR
Trade Country Name
INTERNATIONAL
Security Name
EURO CURRENCY
Interest Rate
0
Original Face
0
Shares Par Value
3347.51
Base Market Value
3587.70
Base Total Cost
3564.33
Base Unrealized Gain Loss
23.37
Base Accrued Interest
0
Local Market Value
3347.51
Local Total Cost Amount
3347.51
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2024-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
Data As Of
2025-03-03T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
3.375% 15 Feb 2030
Maturity Date
2030-02-15T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
984000.00
Base Market Value
834481.20
Base Total Cost
1005746.4
Base Unrealized Gain Loss
-171265.2
Base Accrued Interest
12546
Local Market Value
834481.2
Local Total Cost Amount
1005746.4
Local Unrealized Gain Loss
-171265.2
Local Accrued Interest
12546
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
3.375% 15 Feb 2030
Maturity Date
2030-02-15T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
250000.00
Base Market Value
212012.50
Base Total Cost
243593.75
Base Unrealized Gain Loss
-31581.25
Base Accrued Interest
3187.5
Local Market Value
212012.5
Local Total Cost Amount
243593.75
Local Unrealized Gain Loss
-31581.25
Local Accrued Interest
3187.5
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
3% 15 Oct 2030
Maturity Date
2030-10-15T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
1864000.00
Base Market Value
1544790.00
Base Total Cost
1839085.6
Base Unrealized Gain Loss
-294295.6
Base Accrued Interest
11805.33
Local Market Value
1544790
Local Total Cost Amount
1839085.6
Local Unrealized Gain Loss
-294295.6
Local Accrued Interest
11805.33
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
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
3% 15 Oct 2030
Maturity Date
2030-10-15T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
710000.00
Base Market Value
588412.50
Base Total Cost
680800
Base Unrealized Gain Loss
-92387.5
Base Accrued Interest
4496.67
Local Market Value
588412.5
Local Total Cost Amount
680800
Local Unrealized Gain Loss
-92387.5
Local Accrued Interest
4496.67
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
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: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
3% 15 Oct 2030
Maturity Date
2030-10-15T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
1105000.00
Base Market Value
915768.75
Base Total Cost
1105550
Base Unrealized Gain Loss
-189781.25
Base Accrued Interest
6998.33
Local Market Value
915768.75
Local Total Cost Amount
1105550
Local Unrealized Gain Loss
-189781.25
Local Accrued Interest
6998.33
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
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
3% 15 Oct 2030
Maturity Date
2030-10-15T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
1512000.00
Base Market Value
1253070.00
Base Total Cost
1399445
Base Unrealized Gain Loss
-146375
Base Accrued Interest
9576
Local Market Value
1253070
Local Total Cost Amount
1399445
Local Unrealized Gain Loss
-146375
Local Accrued Interest
9576
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
2.5% 01 Mar 2031
Maturity Date
2031-03-01T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
750000.00
Base Market Value
595320.00
Base Total Cost
724672.5
Base Unrealized Gain Loss
-129352.5
Base Accrued Interest
6250
Local Market Value
595320
Local Total Cost Amount
724672.5
Local Unrealized Gain Loss
-129352.5
Local Accrued Interest
6250
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
2.5% 01 Mar 2031
Maturity Date
2031-03-01T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
1025000.00
Base Market Value
813604.00
Base Total Cost
941086.94
Base Unrealized Gain Loss
-127482.94
Base Accrued Interest
8541.66
Local Market Value
813604
Local Total Cost Amount
941086.94
Local Unrealized Gain Loss
-127482.94
Local Accrued Interest
8541.66
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
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
2.5% 01 Mar 2031
Maturity Date
2031-03-01T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
976000.00
Base Market Value
774709.76
Base Total Cost
977372.5
Base Unrealized Gain Loss
-202662.74
Base Accrued Interest
8133.33
Local Market Value
774709.76
Local Total Cost Amount
977372.5
Local Unrealized Gain Loss
-202662.74
Local Accrued Interest
8133.33
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
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
2.5% 01 Mar 2031
Maturity Date
2031-03-01T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
375000.00
Base Market Value
297660.00
Base Total Cost
373312.5
Base Unrealized Gain Loss
-75652.5
Base Accrued Interest
3125
Local Market Value
297660
Local Total Cost Amount
373312.5
Local Unrealized Gain Loss
-75652.5
Local Accrued Interest
3125
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
2.45% 15 Jul 2028
Maturity Date
2028-07-15T00:00:00.000
Interest Rate
2.45
Original Face
0
Shares Par Value
85000.00
Base Market Value
70893.40
Base Total Cost
85000
Base Unrealized Gain Loss
-14106.6
Base Accrued Interest
960.26
Local Market Value
70893.4
Local Total Cost Amount
85000
Local Unrealized Gain Loss
-14106.6
Local Accrued Interest
960.26
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
2.45% 15 Jul 2028
Maturity Date
2028-07-15T00:00:00.000
Interest Rate
2.45
Original Face
0
Shares Par Value
7685000.00
Base Market Value
6409597.40
Base Total Cost
7685000
Base Unrealized Gain Loss
-1275402.6
Base Accrued Interest
86819.15
Local Market Value
6409597.4
Local Total Cost Amount
7685000
Local Unrealized Gain Loss
-1275402.6
Local Accrued Interest
86819.15
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
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
2.45% 15 Jul 2028
Maturity Date
2028-07-15T00:00:00.000
Interest Rate
2.45
Original Face
0
Shares Par Value
140000.00
Base Market Value
116765.60
Base Total Cost
139637.4
Base Unrealized Gain Loss
-22871.8
Base Accrued Interest
1581.61
Local Market Value
116765.6
Local Total Cost Amount
139637.4
Local Unrealized Gain Loss
-22871.8
Local Accrued Interest
1581.61
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
2.45% 15 Jul 2028
Maturity Date
2028-07-15T00:00:00.000
Interest Rate
2.45
Original Face
0
Shares Par Value
983000.00
Base Market Value
819861.32
Base Total Cost
963828.04
Base Unrealized Gain Loss
-143966.72
Base Accrued Interest
11105.17
Local Market Value
819861.32
Local Total Cost Amount
963828.04
Local Unrealized Gain Loss
-143966.72
Local Accrued Interest
11105.17
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
2.45% 15 Jul 2028
Maturity Date
2028-07-15T00:00:00.000
Interest Rate
2.45
Original Face
0
Shares Par Value
200000.00
Base Market Value
166808.00
Base Total Cost
194062.5
Base Unrealized Gain Loss
-27254.5
Base Accrued Interest
2259.44
Local Market Value
166808
Local Total Cost Amount
194062.5
Local Unrealized Gain Loss
-27254.5
Local Accrued Interest
2259.44
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
2.625% 01 Aug 2031
Maturity Date
2031-08-01T00:00:00.000
Interest Rate
2.625
Original Face
0
Shares Par Value
1065000.00
Base Market Value
847207.50
Base Total Cost
1065000
Base Unrealized Gain Loss
-217792.5
Base Accrued Interest
11648.44
Local Market Value
847207.5
Local Total Cost Amount
1065000
Local Unrealized Gain Loss
-217792.5
Local Accrued Interest
11648.44
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
2.625% 01 Aug 2031
Maturity Date
2031-08-01T00:00:00.000
Interest Rate
2.625
Original Face
0
Shares Par Value
835000.00
Base Market Value
664242.50
Base Total Cost
708163.5
Base Unrealized Gain Loss
-43921
Base Accrued Interest
9132.81
Local Market Value
664242.5
Local Total Cost Amount
708163.5
Local Unrealized Gain Loss
-43921
Local Accrued Interest
9132.81
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
2.625% 01 Aug 2031
Maturity Date
2031-08-01T00:00:00.000
Interest Rate
2.625
Original Face
0
Shares Par Value
582000.00
Base Market Value
462981.00
Base Total Cost
540041.28
Base Unrealized Gain Loss
-77060.28
Base Accrued Interest
6365.62
Local Market Value
462981
Local Total Cost Amount
540041.28
Local Unrealized Gain Loss
-77060.28
Local Accrued Interest
6365.62
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CENTENE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTENE CORP
Security Description
2.625% 01 Aug 2031
Maturity Date
2031-08-01T00:00:00.000
Interest Rate
2.625
Original Face
0
Shares Par Value
50000.00
Base Market Value
39775.00
Base Total Cost
43062.5
Base Unrealized Gain Loss
-3287.5
Base Accrued Interest
546.87
Local Market Value
39775
Local Total Cost Amount
43062.5
Local Unrealized Gain Loss
-3287.5
Local Accrued Interest
546.87
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
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CENTERPOINT ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTERPOINT ENERGY INC
Security Description
2.5% 01 Sep 2024
Maturity Date
2024-09-01T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
3480000.00
Base Market Value
3363733.20
Base Total Cost
3703677
Base Unrealized Gain Loss
-339943.8
Base Accrued Interest
29000
Local Market Value
3363733.2
Local Total Cost Amount
3703677
Local Unrealized Gain Loss
-339943.8
Local Accrued Interest
29000
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: CENTERPOINT ENERGY RES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTERPOINT ENERGY RES
Security Description
4.1% 01 Sep 2047
Maturity Date
2047-09-01T00:00:00.000
Interest Rate
4.1
Original Face
0
Shares Par Value
895000.00
Base Market Value
791394.80
Base Total Cost
1063618
Base Unrealized Gain Loss
-272223.2
Base Accrued Interest
12231.67
Local Market Value
791394.8
Local Total Cost Amount
1063618
Local Unrealized Gain Loss
-272223.2
Local Accrued Interest
12231.67
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
A3
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: CENTERPOINT ENER HOUSTON
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTERPOINT ENER HOUSTON
Security Description
4.25% 01 Feb 2049
Interest Rate
4.25
Original Face
0
Shares Par Value
325000.00
Base Market Value
306432.75
Base Total Cost
416819
Base Unrealized Gain Loss
-110386.25
Base Accrued Interest
5755.21
Local Market Value
306432.75
Local Total Cost Amount
416819
Local Unrealized Gain Loss
-110386.25
Local Accrued Interest
5755.21
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
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: CENTERPOINT ENERGY RES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTERPOINT ENERGY RES
Security Description
1.75% 01 Oct 2030
Maturity Date
2030-10-01T00:00:00.000
Interest Rate
1.75
Original Face
0
Shares Par Value
500000.00
Base Market Value
406095.00
Base Total Cost
480105
Base Unrealized Gain Loss
-74010
Base Accrued Interest
2187.5
Local Market Value
406095
Local Total Cost Amount
480105
Local Unrealized Gain Loss
-74010
Local Accrued Interest
2187.5
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
A3
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: CENTRAL GARDEN + PET CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTRAL GARDEN + PET CO
Security Description
5.125% 01 Feb 2028
Maturity Date
2028-02-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1325000.00
Base Market Value
1188140.75
Base Total Cost
1322623.3
Base Unrealized Gain Loss
-134482.55
Base Accrued Interest
28294.27
Local Market Value
1188140.75
Local Total Cost Amount
1322623.3
Local Unrealized Gain Loss
-134482.55
Local Accrued Interest
28294.27
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
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: CENTRAL GARDEN + PET CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTRAL GARDEN + PET CO
Security Description
5.125% 01 Feb 2028
Maturity Date
2028-02-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
803000.00
Base Market Value
720058.13
Base Total Cost
754016.25
Base Unrealized Gain Loss
-33958.12
Base Accrued Interest
17147.39
Local Market Value
720058.13
Local Total Cost Amount
754016.25
Local Unrealized Gain Loss
-33958.12
Local Accrued Interest
17147.39
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
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: CENTRAL GARDEN + PET CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTRAL GARDEN + PET CO
Security Description
4.125% 15 Oct 2030
Maturity Date
2030-10-15T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
500000.00
Base Market Value
410255.00
Base Total Cost
500000
Base Unrealized Gain Loss
-89745
Base Accrued Interest
4354.17
Local Market Value
410255
Local Total Cost Amount
500000
Local Unrealized Gain Loss
-89745
Local Accrued Interest
4354.17
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CENTRAL GARDEN + PET CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTRAL GARDEN + PET CO
Security Description
4.125% 15 Oct 2030
Maturity Date
2030-10-15T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
497000.00
Base Market Value
407793.47
Base Total Cost
453635
Base Unrealized Gain Loss
-45841.53
Base Accrued Interest
4328.04
Local Market Value
407793.47
Local Total Cost Amount
453635
Local Unrealized Gain Loss
-45841.53
Local Accrued Interest
4328.04
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
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: CENTRAL GARDEN + PET CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTRAL GARDEN + PET CO
Security Description
4.125% 15 Oct 2030
Maturity Date
2030-10-15T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
175000.00
Base Market Value
143589.25
Base Total Cost
174437.5
Base Unrealized Gain Loss
-30848.25
Base Accrued Interest
1523.96
Local Market Value
143589.25
Local Total Cost Amount
174437.5
Local Unrealized Gain Loss
-30848.25
Local Accrued Interest
1523.96
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
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: CENTRAL GARDEN + PET CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTRAL GARDEN + PET CO
Security Description
4.125% 30 Apr 2031
Maturity Date
2031-04-30T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
550000.00
Base Market Value
441523.50
Base Total Cost
520833.8
Base Unrealized Gain Loss
-79310.3
Base Accrued Interest
3844.27
Local Market Value
441523.5
Local Total Cost Amount
520833.8
Local Unrealized Gain Loss
-79310.3
Local Accrued Interest
3844.27
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
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: CENTRAL GARDEN + PET CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTRAL GARDEN + PET CO
Security Description
4.125% 30 Apr 2031
Maturity Date
2031-04-30T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
200000.00
Base Market Value
160554.00
Base Total Cost
200000
Base Unrealized Gain Loss
-39446
Base Accrued Interest
1397.92
Local Market Value
160554
Local Total Cost Amount
200000
Local Unrealized Gain Loss
-39446
Local Accrued Interest
1397.92
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
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: CENTRAL PARENT/MERGER SU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTRAL PARENT/MERGER SU
Security Description
7.25% 15 Jun 2029
Maturity Date
2029-06-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
1470000.00
Base Market Value
1414875.00
Base Total Cost
1467225
Base Unrealized Gain Loss
-52350
Base Accrued Interest
4440.62
Local Market Value
1414875
Local Total Cost Amount
1467225
Local Unrealized Gain Loss
-52350
Local Accrued Interest
4440.62
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
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: CENTRAL PARENT/MERGER SU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CENTRAL PARENT/MERGER SU
Security Description
7.25% 15 Jun 2029
Maturity Date
2029-06-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
1210000.00
Base Market Value
1164625.00
Base Total Cost
1210000
Base Unrealized Gain Loss
-45375
Base Accrued Interest
3655.21
Local Market Value
1164625
Local Total Cost Amount
1210000
Local Unrealized Gain Loss
-45375
Local Accrued Interest
3655.21
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
FINANCE
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
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