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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: CARS.COM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARS.COM INC
Security Description
6.375% 01 Nov 2028
Maturity Date
2028-11-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
881000.00
Base Market Value
742216.07
Base Total Cost
913230.5
Base Unrealized Gain Loss
-171014.43
Base Accrued Interest
9360.6
Local Market Value
742216.07
Local Total Cost Amount
913230.5
Local Unrealized Gain Loss
-171014.43
Local Accrued Interest
9360.6
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CARVANA CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARVANA CO
Security Description
5.625% 01 Oct 2025
Maturity Date
2025-10-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
630000.00
Base Market Value
483814.80
Base Total Cost
607447.88
Base Unrealized Gain Loss
-123633.08
Base Accrued Interest
8859.37
Local Market Value
483814.8
Local Total Cost Amount
607447.88
Local Unrealized Gain Loss
-123633.08
Local Accrued Interest
8859.37
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
INDUSTRIAL
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: CARVANA CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARVANA CO
Security Description
5.5% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1050000.00
Base Market Value
677607.00
Base Total Cost
1058231.25
Base Unrealized Gain Loss
-380624.25
Base Accrued Interest
12191.65
Local Market Value
677607
Local Total Cost Amount
1058231.25
Local Unrealized Gain Loss
-380624.25
Local Accrued Interest
12191.65
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CARVANA CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARVANA CO
Security Description
5.5% 15 Apr 2027
Maturity Date
2027-04-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
2007000.00
Base Market Value
1295197.38
Base Total Cost
2036128.08
Base Unrealized Gain Loss
-740930.7
Base Accrued Interest
23303.49
Local Market Value
1295197.38
Local Total Cost Amount
2036128.08
Local Unrealized Gain Loss
-740930.7
Local Accrued Interest
23303.49
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
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: CARVANA CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARVANA CO
Security Description
4.875% 01 Sep 2029
Maturity Date
2029-09-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
2130000.00
Base Market Value
1211139.30
Base Total Cost
2084781.25
Base Unrealized Gain Loss
-873641.95
Base Accrued Interest
34612.5
Local Market Value
1211139.3
Local Total Cost Amount
2084781.25
Local Unrealized Gain Loss
-873641.95
Local Accrued Interest
34612.5
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
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: CARVANA CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARVANA CO
Security Description
4.875% 01 Sep 2029
Maturity Date
2029-09-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
755000.00
Base Market Value
429300.55
Base Total Cost
755330
Base Unrealized Gain Loss
-326029.45
Base Accrued Interest
12268.75
Local Market Value
429300.55
Local Total Cost Amount
755330
Local Unrealized Gain Loss
-326029.45
Local Accrued Interest
12268.75
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CARVANA CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARVANA CO
Security Description
10.25% 01 May 2030
Maturity Date
2030-05-01T00:00:00.000
Interest Rate
10.25
Original Face
0
Shares Par Value
590000.00
Base Market Value
483800.00
Base Total Cost
590000
Base Unrealized Gain Loss
-106200
Base Accrued Interest
9239.24
Local Market Value
483800
Local Total Cost Amount
590000
Local Unrealized Gain Loss
-106200
Local Accrued Interest
9239.24
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CASCADES INC/USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CASCADES INC/USA INC
Security Description
5.125% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
415000.00
Base Market Value
378957.25
Base Total Cost
423787.5
Base Unrealized Gain Loss
-44830.25
Base Accrued Interest
9807.25
Local Market Value
378957.25
Local Total Cost Amount
423787.5
Local Unrealized Gain Loss
-44830.25
Local Accrued Interest
9807.25
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Ba3
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: CASCADES INC/USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CASCADES INC/USA INC
Security Description
5.375% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
1605000.00
Base Market Value
1364362.35
Base Total Cost
1641334.5
Base Unrealized Gain Loss
-276972.15
Base Accrued Interest
39779.45
Local Market Value
1364362.35
Local Total Cost Amount
1641334.5
Local Unrealized Gain Loss
-276972.15
Local Accrued Interest
39779.45
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
Ba3
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: CASCADES INC/USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CASCADES INC/USA INC
Security Description
5.375% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
820000.00
Base Market Value
697057.40
Base Total Cost
854106.25
Base Unrealized Gain Loss
-157048.85
Base Accrued Interest
20323.46
Local Market Value
697057.4
Local Total Cost Amount
854106.25
Local Unrealized Gain Loss
-157048.85
Local Accrued Interest
20323.46
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
Ba3
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: CASTLE US HOLDING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CASTLE US HOLDING CORP
Security Description
9.5% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
9.5
Original Face
0
Shares Par Value
500000.00
Base Market Value
426970.00
Base Total Cost
500000
Base Unrealized Gain Loss
-73030
Base Accrued Interest
17944.44
Local Market Value
426970
Local Total Cost Amount
500000
Local Unrealized Gain Loss
-73030
Local Accrued Interest
17944.44
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
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: CATALENT PHARMA SOLUTION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CATALENT PHARMA SOLUTION
Security Description
5% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
758000.00
Base Market Value
713528.14
Base Total Cost
730861.27
Base Unrealized Gain Loss
-17333.13
Base Accrued Interest
17476.11
Local Market Value
713528.14
Local Total Cost Amount
730861.27
Local Unrealized Gain Loss
-17333.13
Local Accrued Interest
17476.11
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
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: CATALENT PHARMA SOLUTION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CATALENT PHARMA SOLUTION
Security Description
5% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
725000.00
Base Market Value
682464.25
Base Total Cost
750553.13
Base Unrealized Gain Loss
-68088.88
Base Accrued Interest
16715.26
Local Market Value
682464.25
Local Total Cost Amount
750553.13
Local Unrealized Gain Loss
-68088.88
Local Accrued Interest
16715.26
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
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: CATALENT PHARMA SOLUTION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CATALENT PHARMA SOLUTION
Security Description
5% 15 Jul 2027
Maturity Date
2027-07-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1561000.00
Base Market Value
1469416.13
Base Total Cost
1627940
Base Unrealized Gain Loss
-158523.87
Base Accrued Interest
35989.72
Local Market Value
1469416.13
Local Total Cost Amount
1627940
Local Unrealized Gain Loss
-158523.87
Local Accrued Interest
35989.72
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: CATALENT PHARMA SOLUTION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CATALENT PHARMA SOLUTION
Security Description
3.125% 15 Feb 2029
Maturity Date
2029-02-15T00:00:00.000
Interest Rate
3.125
Original Face
0
Shares Par Value
826000.00
Base Market Value
677675.18
Base Total Cost
814717.25
Base Unrealized Gain Loss
-137042.07
Base Accrued Interest
9751.36
Local Market Value
677675.18
Local Total Cost Amount
814717.25
Local Unrealized Gain Loss
-137042.07
Local Accrued Interest
9751.36
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
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: CATALENT PHARMA SOLUTION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CATALENT PHARMA SOLUTION
Security Description
3.5% 01 Apr 2030
Maturity Date
2030-04-01T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
480000.00
Base Market Value
391646.40
Base Total Cost
480000
Base Unrealized Gain Loss
-88353.6
Base Accrued Interest
4200
Local Market Value
391646.4
Local Total Cost Amount
480000
Local Unrealized Gain Loss
-88353.6
Local Accrued Interest
4200
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: CATALENT PHARMA SOLUTION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CATALENT PHARMA SOLUTION
Security Description
3.5% 01 Apr 2030
Maturity Date
2030-04-01T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
415000.00
Base Market Value
338610.95
Base Total Cost
414250
Base Unrealized Gain Loss
-75639.05
Base Accrued Interest
3631.25
Local Market Value
338610.95
Local Total Cost Amount
414250
Local Unrealized Gain Loss
-75639.05
Local Accrued Interest
3631.25
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
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: CATERPILLAR INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CATERPILLAR INC
Security Description
2.6% 19 Sep 2029
Maturity Date
2029-09-19T00:00:00.000
Interest Rate
2.6
Original Face
0
Shares Par Value
1620000.00
Base Market Value
1477926.00
Base Total Cost
1739005.2
Base Unrealized Gain Loss
-261079.2
Base Accrued Interest
11934
Local Market Value
1477926
Local Total Cost Amount
1739005.2
Local Unrealized Gain Loss
-261079.2
Local Accrued Interest
11934
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: CATERPILLAR FINL SERVICE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CATERPILLAR FINL SERVICE
Security Description
0.95% 10 Jan 2024
Maturity Date
2024-01-10T00:00:00.000
Interest Rate
0.95
Original Face
0
Shares Par Value
2157000.00
Base Market Value
2083058.04
Base Total Cost
2156654.88
Base Unrealized Gain Loss
-73596.84
Base Accrued Interest
9733.46
Local Market Value
2083058.04
Local Total Cost Amount
2156654.88
Local Unrealized Gain Loss
-73596.84
Local Accrued Interest
9733.46
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
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: CATERPILLAR FINL SERVICE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CATERPILLAR FINL SERVICE
Security Description
1.7% 08 Jan 2027
Maturity Date
2027-01-08T00:00:00.000
Interest Rate
1.7
Original Face
0
Shares Par Value
1465000.00
Base Market Value
1341207.50
Base Total Cost
1464296.8
Base Unrealized Gain Loss
-123089.3
Base Accrued Interest
11829.88
Local Market Value
1341207.5
Local Total Cost Amount
1464296.8
Local Unrealized Gain Loss
-123089.3
Local Accrued Interest
11829.88
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
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: CCM MERGER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CCM MERGER INC
Security Description
6.375% 01 May 2026
Maturity Date
2026-05-01T00:00:00.000
Interest Rate
6.375
Original Face
0
Shares Par Value
1375000.00
Base Market Value
1251841.25
Base Total Cost
1375000
Base Unrealized Gain Loss
-123158.75
Base Accrued Interest
14609.37
Local Market Value
1251841.25
Local Total Cost Amount
1375000
Local Unrealized Gain Loss
-123158.75
Local Accrued Interest
14609.37
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
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: CEDAR FAIR LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEDAR FAIR LP
Security Description
5.25% 15 Jul 2029
Maturity Date
2029-07-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
365000.00
Base Market Value
321886.20
Base Total Cost
379600
Base Unrealized Gain Loss
-57713.8
Base Accrued Interest
8836.04
Local Market Value
321886.2
Local Total Cost Amount
379600
Local Unrealized Gain Loss
-57713.8
Local Accrued Interest
8836.04
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
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: CEDAR FAIR LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEDAR FAIR LP
Security Description
5.25% 15 Jul 2029
Maturity Date
2029-07-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
225000.00
Base Market Value
198423.00
Base Total Cost
232781.25
Base Unrealized Gain Loss
-34358.25
Base Accrued Interest
5446.89
Local Market Value
198423
Local Total Cost Amount
232781.25
Local Unrealized Gain Loss
-34358.25
Local Accrued Interest
5446.89
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
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: CEDAR FAIR/CAN/MAGNUM/MI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEDAR FAIR/CAN/MAGNUM/MI
Security Description
5.5% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1285000.00
Base Market Value
1246450.00
Base Total Cost
1285000
Base Unrealized Gain Loss
-38550
Base Accrued Interest
11779.17
Local Market Value
1246450
Local Total Cost Amount
1285000
Local Unrealized Gain Loss
-38550
Local Accrued Interest
11779.17
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
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: CEDAR FAIR/CAN/MAGNUM/MI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEDAR FAIR/CAN/MAGNUM/MI
Security Description
5.5% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
160000.00
Base Market Value
155200.00
Base Total Cost
160000
Base Unrealized Gain Loss
-4800
Base Accrued Interest
1466.67
Local Market Value
155200
Local Total Cost Amount
160000
Local Unrealized Gain Loss
-4800
Local Accrued Interest
1466.67
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
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: CEDAR FAIR/CAN/MAGNUM/MI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEDAR FAIR/CAN/MAGNUM/MI
Security Description
5.5% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
670000.00
Base Market Value
649900.00
Base Total Cost
700150
Base Unrealized Gain Loss
-50250
Base Accrued Interest
6141.67
Local Market Value
649900
Local Total Cost Amount
700150
Local Unrealized Gain Loss
-50250
Local Accrued Interest
6141.67
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
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: CEDAR FAIR/CAN/MAGNUM/MI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEDAR FAIR/CAN/MAGNUM/MI
Security Description
5.5% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
457000.00
Base Market Value
443290.00
Base Total Cost
462712.51
Base Unrealized Gain Loss
-19422.51
Base Accrued Interest
4189.17
Local Market Value
443290
Local Total Cost Amount
462712.51
Local Unrealized Gain Loss
-19422.51
Local Accrued Interest
4189.17
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
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: CEDAR FAIR/CAN/MAGNUM/MI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEDAR FAIR/CAN/MAGNUM/MI
Security Description
5.5% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
100000.00
Base Market Value
97000.00
Base Total Cost
100000
Base Unrealized Gain Loss
-3000
Base Accrued Interest
916.67
Local Market Value
97000
Local Total Cost Amount
100000
Local Unrealized Gain Loss
-3000
Local Accrued Interest
916.67
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
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: CEDAR FAIR/CAN/MAGNUM/MI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEDAR FAIR/CAN/MAGNUM/MI
Security Description
6.5% 01 Oct 2028
Maturity Date
2028-10-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
575000.00
Base Market Value
545749.75
Base Total Cost
574925
Base Unrealized Gain Loss
-29175.25
Base Accrued Interest
9343.75
Local Market Value
545749.75
Local Total Cost Amount
574925
Local Unrealized Gain Loss
-29175.25
Local Accrued Interest
9343.75
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CEDAR FAIR/CAN/MAGNUM/MI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEDAR FAIR/CAN/MAGNUM/MI
Security Description
6.5% 01 Oct 2028
Maturity Date
2028-10-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
500000.00
Base Market Value
474565.00
Base Total Cost
496250
Base Unrealized Gain Loss
-21685
Base Accrued Interest
8125
Local Market Value
474565
Local Total Cost Amount
496250
Local Unrealized Gain Loss
-21685
Local Accrued Interest
8125
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: CEDAR FAIR/CAN/MAGNUM/MI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEDAR FAIR/CAN/MAGNUM/MI
Security Description
6.5% 01 Oct 2028
Maturity Date
2028-10-01T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
400000.00
Base Market Value
379652.00
Base Total Cost
400062.5
Base Unrealized Gain Loss
-20410.5
Base Accrued Interest
6500
Local Market Value
379652
Local Total Cost Amount
400062.5
Local Unrealized Gain Loss
-20410.5
Local Accrued Interest
6500
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: CELULOSA ARAUCO CONSTITU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CELULOSA ARAUCO CONSTITU
Security Description
4.5% 01 Aug 2024
Maturity Date
2024-08-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
9705000.00
Base Market Value
9627360.00
Base Total Cost
10496002.36
Base Unrealized Gain Loss
-868642.36
Base Accrued Interest
181968.75
Local Market Value
9627360
Local Total Cost Amount
10496002.36
Local Unrealized Gain Loss
-868642.36
Local Accrued Interest
181968.75
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
OTHER YANKEE
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: CELULOSA ARAUCO CONSTITU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CELULOSA ARAUCO CONSTITU
Security Description
3.875% 02 Nov 2027
Maturity Date
2027-11-02T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
8660000.00
Base Market Value
7956375.00
Base Total Cost
9451991.25
Base Unrealized Gain Loss
-1495616.25
Base Accrued Interest
54996.99
Local Market Value
7956375
Local Total Cost Amount
9451991.25
Local Unrealized Gain Loss
-1495616.25
Local Accrued Interest
54996.99
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: CELULOSA ARAUCO CONSTITU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CELULOSA ARAUCO CONSTITU
Security Description
3.875% 02 Nov 2027
Interest Rate
3.875
Original Face
0
Shares Par Value
5200000.00
Base Market Value
4777500.00
Base Total Cost
5213000
Base Unrealized Gain Loss
-435500
Base Accrued Interest
33023.61
Local Market Value
4777500
Local Total Cost Amount
5213000
Local Unrealized Gain Loss
-435500
Local Accrued Interest
33023.61
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: CELULOSA ARAUCO CONSTITU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CELULOSA ARAUCO CONSTITU
Security Description
5.5% 02 Nov 2047
Interest Rate
5.5
Original Face
0
Shares Par Value
1500000.00
Base Market Value
1248750.00
Base Total Cost
1563000
Base Unrealized Gain Loss
-314250
Base Accrued Interest
13520.83
Local Market Value
1248750
Local Total Cost Amount
1563000
Local Unrealized Gain Loss
-314250
Local Accrued Interest
13520.83
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: CEMEX SAB DE CV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEMEX SAB DE CV
Security Description
5.45% 19 Nov 2029
Maturity Date
2029-11-19T00:00:00.000
Interest Rate
5.45
Original Face
0
Shares Par Value
800000.00
Base Market Value
711200.00
Base Total Cost
812814
Base Unrealized Gain Loss
-101614
Base Accrued Interest
5086.67
Local Market Value
711200
Local Total Cost Amount
812814
Local Unrealized Gain Loss
-101614
Local Accrued Interest
5086.67
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
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
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