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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: MOSS CREEK RESOURCES HLD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOSS CREEK RESOURCES HLD
Security Description
7.5% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
315000.00
Base Market Value
281862.00
Base Total Cost
306506.25
Base Unrealized Gain Loss
-24644.25
Base Accrued Interest
10893.75
Local Market Value
281862
Local Total Cost Amount
306506.25
Local Unrealized Gain Loss
-24644.25
Local Accrued Interest
10893.75
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
ELECTRIC/GAS
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: MOSS CREEK RESOURCES HLD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOSS CREEK RESOURCES HLD
Security Description
7.5% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
250000.00
Base Market Value
223700.00
Base Total Cost
220676.03
Base Unrealized Gain Loss
3023.97
Base Accrued Interest
8645.84
Local Market Value
223700
Local Total Cost Amount
220676.03
Local Unrealized Gain Loss
3023.97
Local Accrued Interest
8645.84
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
ELECTRIC/GAS
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: MOSS CREEK RESOURCES HLD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOSS CREEK RESOURCES HLD
Security Description
10.5% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
10.5
Original Face
0
Shares Par Value
849000.00
Base Market Value
802305.00
Base Total Cost
762972.83
Base Unrealized Gain Loss
39332.17
Base Accrued Interest
11390.76
Local Market Value
802305
Local Total Cost Amount
762972.83
Local Unrealized Gain Loss
39332.17
Local Accrued Interest
11390.76
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: MOTION BONDCO DAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOTION BONDCO DAC
Security Description
6.625% 15 Nov 2027
Maturity Date
2027-11-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
760000.00
Base Market Value
600400.00
Base Total Cost
768984
Base Unrealized Gain Loss
-168584
Base Accrued Interest
6433.62
Local Market Value
600400
Local Total Cost Amount
768984
Local Unrealized Gain Loss
-168584
Local Accrued Interest
6433.62
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
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: MOTION BONDCO DAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOTION BONDCO DAC
Security Description
6.625% 15 Nov 2027
Maturity Date
2027-11-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
200000.00
Base Market Value
158000.00
Base Total Cost
200000
Base Unrealized Gain Loss
-42000
Base Accrued Interest
1693.06
Local Market Value
158000
Local Total Cost Amount
200000
Local Unrealized Gain Loss
-42000
Local Accrued Interest
1693.06
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
OTHER YANKEE
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: MOTOROLA SOLUTIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOTOROLA SOLUTIONS INC
Security Description
4.6% 23 May 2029
Maturity Date
2029-05-23T00:00:00.000
Interest Rate
4.6
Original Face
0
Shares Par Value
1263000.00
Base Market Value
1208375.25
Base Total Cost
1456776.61
Base Unrealized Gain Loss
-248401.36
Base Accrued Interest
6132.56
Local Market Value
1208375.25
Local Total Cost Amount
1456776.61
Local Unrealized Gain Loss
-248401.36
Local Accrued Interest
6132.56
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
TELEPHONE
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: MUELLER WATER PRODUCTS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MUELLER WATER PRODUCTS
Security Description
4% 15 Jun 2029
Maturity Date
2029-06-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
1000000.00
Base Market Value
872340.00
Base Total Cost
963812.5
Base Unrealized Gain Loss
-91472.5
Base Accrued Interest
1777.78
Local Market Value
872340
Local Total Cost Amount
963812.5
Local Unrealized Gain Loss
-91472.5
Local Accrued Interest
1777.78
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
Ba1
S And P Quality Rating
BB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MEDLINE BORROWER LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEDLINE BORROWER LP
Security Description
3.875% 01 Apr 2029
Maturity Date
2029-04-01T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
2225000.00
Base Market Value
1895054.75
Base Total Cost
2225000
Base Unrealized Gain Loss
-329945.25
Base Accrued Interest
21554.69
Local Market Value
1895054.75
Local Total Cost Amount
2225000
Local Unrealized Gain Loss
-329945.25
Local Accrued Interest
21554.69
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MEDLINE BORROWER LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEDLINE BORROWER LP
Security Description
3.875% 01 Apr 2029
Maturity Date
2029-04-01T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
790000.00
Base Market Value
672850.90
Base Total Cost
709499
Base Unrealized Gain Loss
-36648.1
Base Accrued Interest
7653.12
Local Market Value
672850.9
Local Total Cost Amount
709499
Local Unrealized Gain Loss
-36648.1
Local Accrued Interest
7653.12
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MEDLINE BORROWER LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEDLINE BORROWER LP
Security Description
3.875% 01 Apr 2029
Maturity Date
2029-04-01T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
200000.00
Base Market Value
170342.00
Base Total Cost
200000
Base Unrealized Gain Loss
-29658
Base Accrued Interest
1937.5
Local Market Value
170342
Local Total Cost Amount
200000
Local Unrealized Gain Loss
-29658
Local Accrued Interest
1937.5
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
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: MEDLINE BORROWER LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEDLINE BORROWER LP
Security Description
3.875% 01 Apr 2029
Maturity Date
2029-04-01T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
1250000.00
Base Market Value
1064637.50
Base Total Cost
1222093.75
Base Unrealized Gain Loss
-157456.25
Base Accrued Interest
12109.35
Local Market Value
1064637.5
Local Total Cost Amount
1222093.75
Local Unrealized Gain Loss
-157456.25
Local Accrued Interest
12109.35
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MEDLINE BORROWER LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEDLINE BORROWER LP
Security Description
3.875% 01 Apr 2029
Maturity Date
2029-04-01T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
1679000.00
Base Market Value
1430021.09
Base Total Cost
1473174.76
Base Unrealized Gain Loss
-43153.67
Base Accrued Interest
16265.3
Local Market Value
1430021.09
Local Total Cost Amount
1473174.76
Local Unrealized Gain Loss
-43153.67
Local Accrued Interest
16265.3
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MEDLINE BORROWER LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEDLINE BORROWER LP
Security Description
5.25% 01 Oct 2029
Maturity Date
2029-10-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
3205000.00
Base Market Value
2632266.50
Base Total Cost
3217344.01
Base Unrealized Gain Loss
-585077.51
Base Accrued Interest
42065.62
Local Market Value
2632266.5
Local Total Cost Amount
3217344.01
Local Unrealized Gain Loss
-585077.51
Local Accrued Interest
42065.62
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
Caa1
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MEDLINE BORROWER LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEDLINE BORROWER LP
Security Description
5.25% 01 Oct 2029
Maturity Date
2029-10-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1910000.00
Base Market Value
1568683.00
Base Total Cost
1652087.5
Base Unrealized Gain Loss
-83404.5
Base Accrued Interest
25068.74
Local Market Value
1568683
Local Total Cost Amount
1652087.5
Local Unrealized Gain Loss
-83404.5
Local Accrued Interest
25068.74
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa1
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MEDLINE BORROWER LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEDLINE BORROWER LP
Security Description
5.25% 01 Oct 2029
Maturity Date
2029-10-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
2055000.00
Base Market Value
1687771.50
Base Total Cost
2027356.25
Base Unrealized Gain Loss
-339584.75
Base Accrued Interest
26971.88
Local Market Value
1687771.5
Local Total Cost Amount
2027356.25
Local Unrealized Gain Loss
-339584.75
Local Accrued Interest
26971.88
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
Caa1
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MEDLINE BORROWER LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEDLINE BORROWER LP
Security Description
5.25% 01 Oct 2029
Maturity Date
2029-10-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1919000.00
Base Market Value
1576074.70
Base Total Cost
1906347.93
Base Unrealized Gain Loss
-330273.23
Base Accrued Interest
25186.88
Local Market Value
1576074.7
Local Total Cost Amount
1906347.93
Local Unrealized Gain Loss
-330273.23
Local Accrued Interest
25186.88
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
Caa1
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MEDLINE BORROWER LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEDLINE BORROWER LP
Security Description
5.25% 01 Oct 2029
Maturity Date
2029-10-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
900000.00
Base Market Value
739170.00
Base Total Cost
914718.75
Base Unrealized Gain Loss
-175548.75
Base Accrued Interest
11812.5
Local Market Value
739170
Local Total Cost Amount
914718.75
Local Unrealized Gain Loss
-175548.75
Local Accrued Interest
11812.5
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa1
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MUNICH RE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MUNICH RE
Security Description
1% 23 May 2042
Maturity Date
2042-05-23T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1169000.00
Base Market Value
1174845.00
Base Total Cost
1172094.15
Base Unrealized Gain Loss
2750.85
Base Accrued Interest
7249.42
Local Market Value
1174845
Local Total Cost Amount
1172094.15
Local Unrealized Gain Loss
2750.85
Local Accrued Interest
7249.42
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
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: MURPHY OIL USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MURPHY OIL USA INC
Security Description
5.625% 01 May 2027
Maturity Date
2027-05-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
681000.00
Base Market Value
667380.00
Base Total Cost
665677.5
Base Unrealized Gain Loss
1702.5
Base Accrued Interest
6384.38
Local Market Value
667380
Local Total Cost Amount
665677.5
Local Unrealized Gain Loss
1702.5
Local Accrued Interest
6384.38
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MURPHY OIL USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MURPHY OIL USA INC
Security Description
5.625% 01 May 2027
Maturity Date
2027-05-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
1240000.00
Base Market Value
1215200.00
Base Total Cost
1225197.58
Base Unrealized Gain Loss
-9997.58
Base Accrued Interest
11625
Local Market Value
1215200
Local Total Cost Amount
1225197.58
Local Unrealized Gain Loss
-9997.58
Local Accrued Interest
11625
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MURPHY OIL USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MURPHY OIL USA INC
Security Description
5.625% 01 May 2027
Maturity Date
2027-05-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
25000.00
Base Market Value
24500.00
Base Total Cost
25375
Base Unrealized Gain Loss
-875
Base Accrued Interest
234.38
Local Market Value
24500
Local Total Cost Amount
25375
Local Unrealized Gain Loss
-875
Local Accrued Interest
234.38
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MURPHY OIL USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MURPHY OIL USA INC
Security Description
4.75% 15 Sep 2029
Maturity Date
2029-09-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
79000.00
Base Market Value
71104.74
Base Total Cost
79168.28
Base Unrealized Gain Loss
-8063.54
Base Accrued Interest
1104.9
Local Market Value
71104.74
Local Total Cost Amount
79168.28
Local Unrealized Gain Loss
-8063.54
Local Accrued Interest
1104.9
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: MURPHY OIL USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MURPHY OIL USA INC
Security Description
4.75% 15 Sep 2029
Maturity Date
2029-09-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
225000.00
Base Market Value
202513.50
Base Total Cost
227710.23
Base Unrealized Gain Loss
-25196.73
Base Accrued Interest
3146.87
Local Market Value
202513.5
Local Total Cost Amount
227710.23
Local Unrealized Gain Loss
-25196.73
Local Accrued Interest
3146.87
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
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: MURPHY OIL USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MURPHY OIL USA INC
Security Description
4.75% 15 Sep 2029
Maturity Date
2029-09-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
1647000.00
Base Market Value
1482398.82
Base Total Cost
1721101.89
Base Unrealized Gain Loss
-238703.07
Base Accrued Interest
23035.13
Local Market Value
1482398.82
Local Total Cost Amount
1721101.89
Local Unrealized Gain Loss
-238703.07
Local Accrued Interest
23035.13
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
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: MURPHY OIL USA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MURPHY OIL USA INC
Security Description
3.75% 15 Feb 2031
Maturity Date
2031-02-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
155000.00
Base Market Value
131711.25
Base Total Cost
155155
Base Unrealized Gain Loss
-23443.75
Base Accrued Interest
2195.83
Local Market Value
131711.25
Local Total Cost Amount
155155
Local Unrealized Gain Loss
-23443.75
Local Accrued Interest
2195.83
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
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: MURRAY ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MURRAY ENERGY CORP
Security Description
12% 15 Apr 2024
Maturity Date
2024-04-15T00:00:00.000
Interest Rate
12
Original Face
0
Shares Par Value
1151064.00
Base Market Value
0.00
Base Total Cost
865626.5
Base Unrealized Gain Loss
-865626.5
Base Accrued Interest
0
Local Market Value
0
Local Total Cost Amount
865626.5
Local Unrealized Gain Loss
-865626.5
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
WR
S And P Quality Rating
NR
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: MYLAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MYLAN INC
Security Description
3.125% 15 Jan 2023
Maturity Date
2023-01-15T00:00:00.000
Interest Rate
3.125
Original Face
0
Shares Par Value
1125000.00
Base Market Value
1118160.00
Base Total Cost
1163700
Base Unrealized Gain Loss
-45540
Base Accrued Interest
14746.1
Local Market Value
1118160
Local Total Cost Amount
1163700
Local Unrealized Gain Loss
-45540
Local Accrued Interest
14746.1
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
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: MYLAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MYLAN INC
Security Description
5.2% 15 Apr 2048
Maturity Date
2048-04-15T00:00:00.000
Interest Rate
5.2
Original Face
0
Shares Par Value
1750000.00
Base Market Value
1397445.00
Base Total Cost
2149210
Base Unrealized Gain Loss
-751765
Base Accrued Interest
19211.11
Local Market Value
1397445
Local Total Cost Amount
2149210
Local Unrealized Gain Loss
-751765
Local Accrued Interest
19211.11
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
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: MYLAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MYLAN INC
Security Description
5.2% 15 Apr 2048
Interest Rate
5.2
Original Face
0
Shares Par Value
965000.00
Base Market Value
770591.10
Base Total Cost
1194824.4
Base Unrealized Gain Loss
-424233.3
Base Accrued Interest
8502.72
Local Market Value
770591.1
Local Total Cost Amount
1194824.4
Local Unrealized Gain Loss
-424233.3
Local Accrued Interest
8502.72
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
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: MYLAN INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MYLAN INC
Security Description
5.2% 15 Apr 2048
Maturity Date
2048-04-15T00:00:00.000
Interest Rate
5.2
Original Face
0
Shares Par Value
1576000.00
Base Market Value
1258499.04
Base Total Cost
1906953.97
Base Unrealized Gain Loss
-648454.93
Base Accrued Interest
14307.87
Local Market Value
1258499.04
Local Total Cost Amount
1906953.97
Local Unrealized Gain Loss
-648454.93
Local Accrued Interest
14307.87
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
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: UTAH ACQUISITION SUB
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UTAH ACQUISITION SUB
Security Description
3.95% 15 Jun 2026
Maturity Date
2026-06-15T00:00:00.000
Interest Rate
3.95
Original Face
0
Shares Par Value
3515000.00
Base Market Value
3311446.35
Base Total Cost
3397458.4
Base Unrealized Gain Loss
-86012.05
Base Accrued Interest
6170.78
Local Market Value
3311446.35
Local Total Cost Amount
3397458.4
Local Unrealized Gain Loss
-86012.05
Local Accrued Interest
6170.78
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: UTAH ACQUISITION SUB
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UTAH ACQUISITION SUB
Security Description
5.25% 15 Jun 2046
Maturity Date
2046-06-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
165000.00
Base Market Value
133087.35
Base Total Cost
196399.83
Base Unrealized Gain Loss
-63312.48
Base Accrued Interest
385
Local Market Value
133087.35
Local Total Cost Amount
196399.83
Local Unrealized Gain Loss
-63312.48
Local Accrued Interest
385
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: UTAH ACQUISITION SUB
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UTAH ACQUISITION SUB
Security Description
5.25% 15 Jun 2046
Maturity Date
2046-06-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
100000.00
Base Market Value
80659.00
Base Total Cost
99984
Base Unrealized Gain Loss
-19325
Base Accrued Interest
233.33
Local Market Value
80659
Local Total Cost Amount
99984
Local Unrealized Gain Loss
-19325
Local Accrued Interest
233.33
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: NCR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NCR CORP
Security Description
5.75% 01 Sep 2027
Maturity Date
2027-09-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
550000.00
Base Market Value
488141.50
Base Total Cost
550000
Base Unrealized Gain Loss
-61858.5
Base Accrued Interest
10541.67
Local Market Value
488141.5
Local Total Cost Amount
550000
Local Unrealized Gain Loss
-61858.5
Local Accrued Interest
10541.67
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
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: NCR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NCR CORP
Security Description
5.75% 01 Sep 2027
Maturity Date
2027-09-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
900000.00
Base Market Value
798777.00
Base Total Cost
929180.5
Base Unrealized Gain Loss
-130403.5
Base Accrued Interest
17250
Local Market Value
798777
Local Total Cost Amount
929180.5
Local Unrealized Gain Loss
-130403.5
Local Accrued Interest
17250
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: NCR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NCR CORP
Security Description
6.125% 01 Sep 2029
Maturity Date
2029-09-01T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
925000.00
Base Market Value
799995.50
Base Total Cost
925000
Base Unrealized Gain Loss
-125004.5
Base Accrued Interest
18885.41
Local Market Value
799995.5
Local Total Cost Amount
925000
Local Unrealized Gain Loss
-125004.5
Local Accrued Interest
18885.41
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: NCR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NCR CORP
Security Description
6.125% 01 Sep 2029
Maturity Date
2029-09-01T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
475000.00
Base Market Value
410808.50
Base Total Cost
477093.75
Base Unrealized Gain Loss
-66285.25
Base Accrued Interest
9697.9
Local Market Value
410808.5
Local Total Cost Amount
477093.75
Local Unrealized Gain Loss
-66285.25
Local Accrued Interest
9697.9
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: NCR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NCR CORP
Security Description
5% 01 Oct 2028
Maturity Date
2028-10-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
651000.00
Base Market Value
551982.90
Base Total Cost
613627.52
Base Unrealized Gain Loss
-61644.62
Base Accrued Interest
8137.5
Local Market Value
551982.9
Local Total Cost Amount
613627.52
Local Unrealized Gain Loss
-61644.62
Local Accrued Interest
8137.5
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
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: NCR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NCR CORP
Security Description
5% 01 Oct 2028
Maturity Date
2028-10-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
250000.00
Base Market Value
211975.00
Base Total Cost
250000
Base Unrealized Gain Loss
-38025
Base Accrued Interest
3125
Local Market Value
211975
Local Total Cost Amount
250000
Local Unrealized Gain Loss
-38025
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
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: NCR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NCR CORP
Security Description
5.25% 01 Oct 2030
Maturity Date
2030-10-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
260000.00
Base Market Value
224250.00
Base Total Cost
239850
Base Unrealized Gain Loss
-15600
Base Accrued Interest
3412.5
Local Market Value
224250
Local Total Cost Amount
239850
Local Unrealized Gain Loss
-15600
Local Accrued Interest
3412.5
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
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: NCR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NCR CORP
Security Description
5.25% 01 Oct 2030
Maturity Date
2030-10-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
845000.00
Base Market Value
728812.50
Base Total Cost
845000
Base Unrealized Gain Loss
-116187.5
Base Accrued Interest
11090.62
Local Market Value
728812.5
Local Total Cost Amount
845000
Local Unrealized Gain Loss
-116187.5
Local Accrued Interest
11090.62
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
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: NCR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NCR CORP
Security Description
5.25% 01 Oct 2030
Maturity Date
2030-10-01T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
150000.00
Base Market Value
129375.00
Base Total Cost
150000
Base Unrealized Gain Loss
-20625
Base Accrued Interest
1968.75
Local Market Value
129375
Local Total Cost Amount
150000
Local Unrealized Gain Loss
-20625
Local Accrued Interest
1968.75
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: NCR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NCR CORP
Security Description
5.125% 15 Apr 2029
Maturity Date
2029-04-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
715000.00
Base Market Value
604704.10
Base Total Cost
663915
Base Unrealized Gain Loss
-59210.9
Base Accrued Interest
7735.9
Local Market Value
604704.1
Local Total Cost Amount
663915
Local Unrealized Gain Loss
-59210.9
Local Accrued Interest
7735.9
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: NCR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NCR CORP
Security Description
5.125% 15 Apr 2029
Maturity Date
2029-04-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1520000.00
Base Market Value
1285524.80
Base Total Cost
1520000
Base Unrealized Gain Loss
-234475.2
Base Accrued Interest
16445.55
Local Market Value
1285524.8
Local Total Cost Amount
1520000
Local Unrealized Gain Loss
-234475.2
Local Accrued Interest
16445.55
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: NCR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NCR CORP
Security Description
5.125% 15 Apr 2029
Maturity Date
2029-04-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
650000.00
Base Market Value
549731.00
Base Total Cost
650125
Base Unrealized Gain Loss
-100394
Base Accrued Interest
7032.64
Local Market Value
549731
Local Total Cost Amount
650125
Local Unrealized Gain Loss
-100394
Local Accrued Interest
7032.64
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: NCR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NCR CORP
Security Description
5.125% 15 Apr 2029
Maturity Date
2029-04-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
1170000.00
Base Market Value
989515.80
Base Total Cost
1174281.16
Base Unrealized Gain Loss
-184765.36
Base Accrued Interest
12658.75
Local Market Value
989515.8
Local Total Cost Amount
1174281.16
Local Unrealized Gain Loss
-184765.36
Local Accrued Interest
12658.75
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: NCL CORPORATION LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NCL CORPORATION LTD
Security Description
3.625% 15 Dec 2024
Maturity Date
2024-12-15T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
580000.00
Base Market Value
482415.00
Base Total Cost
548531.63
Base Unrealized Gain Loss
-66116.63
Base Accrued Interest
934.44
Local Market Value
482415
Local Total Cost Amount
548531.63
Local Unrealized Gain Loss
-66116.63
Local Accrued Interest
934.44
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
Moody S Quality Rating
Caa1
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NCL CORPORATION LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NCL CORPORATION LTD
Security Description
3.625% 15 Dec 2024
Maturity Date
2024-12-15T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
150000.00
Base Market Value
124762.50
Base Total Cost
135500
Base Unrealized Gain Loss
-10737.5
Base Accrued Interest
241.68
Local Market Value
124762.5
Local Total Cost Amount
135500
Local Unrealized Gain Loss
-10737.5
Local Accrued Interest
241.68
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
Caa1
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NCL CORPORATION LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NCL CORPORATION LTD
Security Description
3.625% 15 Dec 2024
Maturity Date
2024-12-15T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
2565000.00
Base Market Value
2133438.75
Base Total Cost
1927216.25
Base Unrealized Gain Loss
206222.5
Base Accrued Interest
4132.49
Local Market Value
2133438.75
Local Total Cost Amount
1927216.25
Local Unrealized Gain Loss
206222.5
Local Accrued Interest
4132.49
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
Caa1
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NCL CORPORATION LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NCL CORPORATION LTD
Security Description
5.875% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
925000.00
Base Market Value
726023.25
Base Total Cost
926012.5
Base Unrealized Gain Loss
-199989.25
Base Accrued Interest
16001.2
Local Market Value
726023.25
Local Total Cost Amount
926012.5
Local Unrealized Gain Loss
-199989.25
Local Accrued Interest
16001.2
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
Caa1
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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