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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: 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
899832.06
Base Unrealized Gain Loss
-173808.81
Base Accrued Interest
16001.2
Local Market Value
726023.25
Local Total Cost Amount
899832.06
Local Unrealized Gain Loss
-173808.81
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
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
320000.00
Base Market Value
251164.80
Base Total Cost
320000
Base Unrealized Gain Loss
-68835.2
Base Accrued Interest
5535.56
Local Market Value
251164.8
Local Total Cost Amount
320000
Local Unrealized Gain Loss
-68835.2
Local Accrued Interest
5535.56
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
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
1050000.00
Base Market Value
824134.50
Base Total Cost
1049000
Base Unrealized Gain Loss
-224865.5
Base Accrued Interest
18163.51
Local Market Value
824134.5
Local Total Cost Amount
1049000
Local Unrealized Gain Loss
-224865.5
Local Accrued Interest
18163.51
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
680000.00
Base Market Value
533725.20
Base Total Cost
684001.25
Base Unrealized Gain Loss
-150276.05
Base Accrued Interest
11763.05
Local Market Value
533725.2
Local Total Cost Amount
684001.25
Local Unrealized Gain Loss
-150276.05
Local Accrued Interest
11763.05
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
1.125% 15 Feb 2027
Maturity Date
2027-02-15T00:00:00.000
Interest Rate
1.125
Original Face
0
Shares Par Value
588000.00
Base Market Value
380730.00
Base Total Cost
580681.75
Base Unrealized Gain Loss
-199951.75
Base Accrued Interest
2499
Local Market Value
380730
Local Total Cost Amount
580681.75
Local Unrealized Gain Loss
-199951.75
Local Accrued Interest
2499
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NCL CORPORATION LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NCL CORPORATION LTD
Security Description
1.125% 15 Feb 2027
Maturity Date
2027-02-15T00:00:00.000
Interest Rate
1.125
Original Face
0
Shares Par Value
13567000.00
Base Market Value
8784632.50
Base Total Cost
13237057.94
Base Unrealized Gain Loss
-4452425.44
Base Accrued Interest
57659.75
Local Market Value
8784632.5
Local Total Cost Amount
13237057.94
Local Unrealized Gain Loss
-4452425.44
Local Accrued Interest
57659.75
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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 Feb 2027
Maturity Date
2027-02-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
615000.00
Base Market Value
525825.00
Base Total Cost
615000
Base Unrealized Gain Loss
-89175
Base Accrued Interest
13348.49
Local Market Value
525825
Local Total Cost Amount
615000
Local Unrealized Gain Loss
-89175
Local Accrued Interest
13348.49
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
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: 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 Feb 2027
Maturity Date
2027-02-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
765000.00
Base Market Value
654075.00
Base Total Cost
764956.25
Base Unrealized Gain Loss
-110881.25
Base Accrued Interest
16604.21
Local Market Value
654075
Local Total Cost Amount
764956.25
Local Unrealized Gain Loss
-110881.25
Local Accrued Interest
16604.21
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
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: 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 Feb 2027
Maturity Date
2027-02-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
500000.00
Base Market Value
427500.00
Base Total Cost
500000
Base Unrealized Gain Loss
-72500
Base Accrued Interest
10852.43
Local Market Value
427500
Local Total Cost Amount
500000
Local Unrealized Gain Loss
-72500
Local Accrued Interest
10852.43
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: 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 Feb 2027
Maturity Date
2027-02-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
286000.00
Base Market Value
244530.00
Base Total Cost
286000
Base Unrealized Gain Loss
-41470
Base Accrued Interest
6207.59
Local Market Value
244530
Local Total Cost Amount
286000
Local Unrealized Gain Loss
-41470
Local Accrued Interest
6207.59
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: NCL CORPORATION LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NCL CORPORATION LTD
Security Description
7.75% 15 Feb 2029
Maturity Date
2029-02-15T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
475000.00
Base Market Value
363375.00
Base Total Cost
475000
Base Unrealized Gain Loss
-111625
Base Accrued Interest
13600.17
Local Market Value
363375
Local Total Cost Amount
475000
Local Unrealized Gain Loss
-111625
Local Accrued Interest
13600.17
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
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
7.75% 15 Feb 2029
Maturity Date
2029-02-15T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
240000.00
Base Market Value
183600.00
Base Total Cost
240000
Base Unrealized Gain Loss
-56400
Base Accrued Interest
6871.67
Local Market Value
183600
Local Total Cost Amount
240000
Local Unrealized Gain Loss
-56400
Local Accrued Interest
6871.67
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
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
7.75% 15 Feb 2029
Maturity Date
2029-02-15T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
150000.00
Base Market Value
114750.00
Base Total Cost
150000
Base Unrealized Gain Loss
-35250
Base Accrued Interest
4294.79
Local Market Value
114750
Local Total Cost Amount
150000
Local Unrealized Gain Loss
-35250
Local Accrued Interest
4294.79
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: NCL CORPORATION LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NCL CORPORATION LTD
Security Description
7.75% 15 Feb 2029
Maturity Date
2029-02-15T00:00:00.000
Interest Rate
7.75
Original Face
0
Shares Par Value
715000.00
Base Market Value
546975.00
Base Total Cost
715000
Base Unrealized Gain Loss
-168025
Base Accrued Interest
20471.84
Local Market Value
546975
Local Total Cost Amount
715000
Local Unrealized Gain Loss
-168025
Local Accrued Interest
20471.84
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
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: NCL CORPORATION LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NCL CORPORATION LTD
Security Description
2.5% 15 Feb 2027
Maturity Date
2027-02-15T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
5524000.00
Base Market Value
3797750.00
Base Total Cost
5431923.29
Base Unrealized Gain Loss
-1634173.29
Base Accrued Interest
52171.11
Local Market Value
3797750
Local Total Cost Amount
5431923.29
Local Unrealized Gain Loss
-1634173.29
Local Accrued Interest
52171.11
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NCL FINANCE LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NCL FINANCE LTD
Security Description
6.125% 15 Mar 2028
Maturity Date
2028-03-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
175000.00
Base Market Value
127312.50
Base Total Cost
175000
Base Unrealized Gain Loss
-47687.5
Base Accrued Interest
3156.07
Local Market Value
127312.5
Local Total Cost Amount
175000
Local Unrealized Gain Loss
-47687.5
Local Accrued Interest
3156.07
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: NCL FINANCE LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NCL FINANCE LTD
Security Description
6.125% 15 Mar 2028
Maturity Date
2028-03-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
275000.00
Base Market Value
200062.50
Base Total Cost
282416.8
Base Unrealized Gain Loss
-82354.3
Base Accrued Interest
4959.55
Local Market Value
200062.5
Local Total Cost Amount
282416.8
Local Unrealized Gain Loss
-82354.3
Local Accrued Interest
4959.55
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
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 FINANCE LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NCL FINANCE LTD
Security Description
6.125% 15 Mar 2028
Maturity Date
2028-03-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
172000.00
Base Market Value
125130.00
Base Total Cost
172000
Base Unrealized Gain Loss
-46870
Base Accrued Interest
3101.97
Local Market Value
125130
Local Total Cost Amount
172000
Local Unrealized Gain Loss
-46870
Local Accrued Interest
3101.97
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: NCL FINANCE LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NCL FINANCE LTD
Security Description
6.125% 15 Mar 2028
Maturity Date
2028-03-15T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
250000.00
Base Market Value
181875.00
Base Total Cost
250000
Base Unrealized Gain Loss
-68125
Base Accrued Interest
4508.68
Local Market Value
181875
Local Total Cost Amount
250000
Local Unrealized Gain Loss
-68125
Local Accrued Interest
4508.68
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: NGPL PIPECO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NGPL PIPECO LLC
Security Description
4.875% 15 Aug 2027
Maturity Date
2027-08-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
195000.00
Base Market Value
192921.30
Base Total Cost
220964.25
Base Unrealized Gain Loss
-28042.95
Base Accrued Interest
3591.25
Local Market Value
192921.3
Local Total Cost Amount
220964.25
Local Unrealized Gain Loss
-28042.95
Local Accrued Interest
3591.25
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: NGL ENRGY PART LP/FIN CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NGL ENRGY PART LP/FIN CO
Security Description
6.125% 01 Mar 2025
Maturity Date
2025-03-01T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
1400000.00
Base Market Value
1062852.00
Base Total Cost
1207697.5
Base Unrealized Gain Loss
-144845.5
Base Accrued Interest
28583.33
Local Market Value
1062852
Local Total Cost Amount
1207697.5
Local Unrealized Gain Loss
-144845.5
Local Accrued Interest
28583.33
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Caa1
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: NMI HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NMI HOLDINGS
Security Description
7.375% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
625000.00
Base Market Value
612500.00
Base Total Cost
663587.5
Base Unrealized Gain Loss
-51087.5
Base Accrued Interest
3841.15
Local Market Value
612500
Local Total Cost Amount
663587.5
Local Unrealized Gain Loss
-51087.5
Local Accrued Interest
3841.15
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
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: NMI HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NMI HOLDINGS
Security Description
7.375% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
400000.00
Base Market Value
392000.00
Base Total Cost
415750
Base Unrealized Gain Loss
-23750
Base Accrued Interest
2458.34
Local Market Value
392000
Local Total Cost Amount
415750
Local Unrealized Gain Loss
-23750
Local Accrued Interest
2458.34
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: NMI HOLDINGS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NMI HOLDINGS
Security Description
7.375% 01 Jun 2025
Maturity Date
2025-06-01T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
996000.00
Base Market Value
976080.00
Base Total Cost
1061170
Base Unrealized Gain Loss
-85090
Base Accrued Interest
6121.25
Local Market Value
976080
Local Total Cost Amount
1061170
Local Unrealized Gain Loss
-85090
Local Accrued Interest
6121.25
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
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: NGL ENRGY OP/FIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NGL ENRGY OP/FIN CORP
Security Description
7.5% 01 Feb 2026
Maturity Date
2026-02-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
1010000.00
Base Market Value
909000.00
Base Total Cost
1016992.63
Base Unrealized Gain Loss
-107992.63
Base Accrued Interest
31562.5
Local Market Value
909000
Local Total Cost Amount
1016992.63
Local Unrealized Gain Loss
-107992.63
Local Accrued Interest
31562.5
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
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: NGL ENRGY OP/FIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NGL ENRGY OP/FIN CORP
Security Description
7.5% 01 Feb 2026
Maturity Date
2026-02-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
932000.00
Base Market Value
838800.00
Base Total Cost
924952.47
Base Unrealized Gain Loss
-86152.47
Base Accrued Interest
29125
Local Market Value
838800
Local Total Cost Amount
924952.47
Local Unrealized Gain Loss
-86152.47
Local Accrued Interest
29125
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: NGL ENRGY OP/FIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NGL ENRGY OP/FIN CORP
Security Description
7.5% 01 Feb 2026
Maturity Date
2026-02-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
450000.00
Base Market Value
405000.00
Base Total Cost
444237.5
Base Unrealized Gain Loss
-39237.5
Base Accrued Interest
14062.5
Local Market Value
405000
Local Total Cost Amount
444237.5
Local Unrealized Gain Loss
-39237.5
Local Accrued Interest
14062.5
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
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: NGL ENRGY OP/FIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NGL ENRGY OP/FIN CORP
Security Description
7.5% 01 Feb 2026
Maturity Date
2026-02-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
600000.00
Base Market Value
540000.00
Base Total Cost
600576.92
Base Unrealized Gain Loss
-60576.92
Base Accrued Interest
18750
Local Market Value
540000
Local Total Cost Amount
600576.92
Local Unrealized Gain Loss
-60576.92
Local Accrued Interest
18750
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: NGL ENRGY OP/FIN CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NGL ENRGY OP/FIN CORP
Security Description
7.5% 01 Feb 2026
Maturity Date
2026-02-01T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
2800000.00
Base Market Value
2520000.00
Base Total Cost
2837850
Base Unrealized Gain Loss
-317850
Base Accrued Interest
87500
Local Market Value
2520000
Local Total Cost Amount
2837850
Local Unrealized Gain Loss
-317850
Local Accrued Interest
87500
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: NMG HLDCO/NEIMAN MARCUS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NMG HLDCO/NEIMAN MARCUS
Security Description
7.125% 01 Apr 2026
Maturity Date
2026-04-01T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
2670000.00
Base Market Value
2460618.60
Base Total Cost
2719584.38
Base Unrealized Gain Loss
-258965.78
Base Accrued Interest
47559.33
Local Market Value
2460618.6
Local Total Cost Amount
2719584.38
Local Unrealized Gain Loss
-258965.78
Local Accrued Interest
47559.33
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
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: NPC INTL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NPC INTL INC
Security Description
1% 19 Apr 2024
Maturity Date
2024-04-19T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
51150.77
Base Market Value
46291.45
Base Total Cost
43042.34
Base Unrealized Gain Loss
3249.11
Base Accrued Interest
0
Local Market Value
46291.45
Local Total Cost Amount
43042.34
Local Unrealized Gain Loss
3249.11
Local Accrued Interest
0
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
BANK LOAN
Major Industry Name
BANK LOAN
Minor Industry Name
BANK LOAN
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
6.625% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
1103000.00
Base Market Value
1080256.14
Base Total Cost
1135254.54
Base Unrealized Gain Loss
-54998.4
Base Accrued Interest
33695.1
Local Market Value
1080256.14
Local Total Cost Amount
1135254.54
Local Unrealized Gain Loss
-54998.4
Local Accrued Interest
33695.1
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
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
6.625% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
60000.00
Base Market Value
58762.80
Base Total Cost
61854
Base Unrealized Gain Loss
-3091.2
Base Accrued Interest
1832.92
Local Market Value
58762.8
Local Total Cost Amount
61854
Local Unrealized Gain Loss
-3091.2
Local Accrued Interest
1832.92
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
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
6.625% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
100000.00
Base Market Value
97938.00
Base Total Cost
102000
Base Unrealized Gain Loss
-4062
Base Accrued Interest
3054.86
Local Market Value
97938
Local Total Cost Amount
102000
Local Unrealized Gain Loss
-4062
Local Accrued Interest
3054.86
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
5.75% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
290000.00
Base Market Value
263589.70
Base Total Cost
316462.5
Base Unrealized Gain Loss
-52872.8
Base Accrued Interest
7689.03
Local Market Value
263589.7
Local Total Cost Amount
316462.5
Local Unrealized Gain Loss
-52872.8
Local Accrued Interest
7689.03
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
5.75% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
744000.00
Base Market Value
676243.92
Base Total Cost
766908.09
Base Unrealized Gain Loss
-90664.17
Base Accrued Interest
19726.33
Local Market Value
676243.92
Local Total Cost Amount
766908.09
Local Unrealized Gain Loss
-90664.17
Local Accrued Interest
19726.33
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
5.75% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1205000.00
Base Market Value
1095260.65
Base Total Cost
1302906.25
Base Unrealized Gain Loss
-207645.6
Base Accrued Interest
31949.23
Local Market Value
1095260.65
Local Total Cost Amount
1302906.25
Local Unrealized Gain Loss
-207645.6
Local Accrued Interest
31949.23
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
5.25% 15 Jun 2029
Maturity Date
2029-06-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
473000.00
Base Market Value
422152.50
Base Total Cost
488309.58
Base Unrealized Gain Loss
-66157.08
Base Accrued Interest
1103.67
Local Market Value
422152.5
Local Total Cost Amount
488309.58
Local Unrealized Gain Loss
-66157.08
Local Accrued Interest
1103.67
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
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
5.25% 15 Jun 2029
Maturity Date
2029-06-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
308000.00
Base Market Value
274890.00
Base Total Cost
308000
Base Unrealized Gain Loss
-33110
Base Accrued Interest
718.67
Local Market Value
274890
Local Total Cost Amount
308000
Local Unrealized Gain Loss
-33110
Local Accrued Interest
718.67
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
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
4.45% 15 Jun 2029
Maturity Date
2029-06-15T00:00:00.000
Interest Rate
4.45
Original Face
0
Shares Par Value
195000.00
Base Market Value
174661.50
Base Total Cost
216987
Base Unrealized Gain Loss
-42325.5
Base Accrued Interest
385.67
Local Market Value
174661.5
Local Total Cost Amount
216987
Local Unrealized Gain Loss
-42325.5
Local Accrued Interest
385.67
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
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
3.375% 15 Feb 2029
Maturity Date
2029-02-15T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
970000.00
Base Market Value
782217.70
Base Total Cost
990995
Base Unrealized Gain Loss
-208777.3
Base Accrued Interest
12367.5
Local Market Value
782217.7
Local Total Cost Amount
990995
Local Unrealized Gain Loss
-208777.3
Local Accrued Interest
12367.5
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
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
3.375% 15 Feb 2029
Maturity Date
2029-02-15T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
150000.00
Base Market Value
120961.50
Base Total Cost
139375
Base Unrealized Gain Loss
-18413.5
Base Accrued Interest
1912.5
Local Market Value
120961.5
Local Total Cost Amount
139375
Local Unrealized Gain Loss
-18413.5
Local Accrued Interest
1912.5
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
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
3.625% 15 Feb 2031
Maturity Date
2031-02-15T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
1075000.00
Base Market Value
842789.25
Base Total Cost
1110002.35
Base Unrealized Gain Loss
-267213.1
Base Accrued Interest
14721.52
Local Market Value
842789.25
Local Total Cost Amount
1110002.35
Local Unrealized Gain Loss
-267213.1
Local Accrued Interest
14721.52
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
3.625% 15 Feb 2031
Maturity Date
2031-02-15T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
148000.00
Base Market Value
116030.52
Base Total Cost
132580
Base Unrealized Gain Loss
-16549.48
Base Accrued Interest
2026.78
Local Market Value
116030.52
Local Total Cost Amount
132580
Local Unrealized Gain Loss
-16549.48
Local Accrued Interest
2026.78
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
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
3.625% 15 Feb 2031
Maturity Date
2031-02-15T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
533000.00
Base Market Value
417866.67
Base Total Cost
533000
Base Unrealized Gain Loss
-115133.33
Base Accrued Interest
7299.13
Local Market Value
417866.67
Local Total Cost Amount
533000
Local Unrealized Gain Loss
-115133.33
Local Accrued Interest
7299.13
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
3.625% 15 Feb 2031
Maturity Date
2031-02-15T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
150000.00
Base Market Value
117598.50
Base Total Cost
151250
Base Unrealized Gain Loss
-33651.5
Base Accrued Interest
2054.16
Local Market Value
117598.5
Local Total Cost Amount
151250
Local Unrealized Gain Loss
-33651.5
Local Accrued Interest
2054.16
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
3.625% 15 Feb 2031
Maturity Date
2031-02-15T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
1865000.00
Base Market Value
1462141.35
Base Total Cost
1887706.25
Base Unrealized Gain Loss
-425564.9
Base Accrued Interest
25540.13
Local Market Value
1462141.35
Local Total Cost Amount
1887706.25
Local Unrealized Gain Loss
-425564.9
Local Accrued Interest
25540.13
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
3.875% 15 Feb 2032
Maturity Date
2032-02-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
1605000.00
Base Market Value
1274819.40
Base Total Cost
1609025
Base Unrealized Gain Loss
-334205.6
Base Accrued Interest
23495.41
Local Market Value
1274819.4
Local Total Cost Amount
1609025
Local Unrealized Gain Loss
-334205.6
Local Accrued Interest
23495.41
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
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
3.875% 15 Feb 2032
Maturity Date
2032-02-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
805000.00
Base Market Value
639395.40
Base Total Cost
720036.86
Base Unrealized Gain Loss
-80641.46
Base Accrued Interest
11784.3
Local Market Value
639395.4
Local Total Cost Amount
720036.86
Local Unrealized Gain Loss
-80641.46
Local Accrued Interest
11784.3
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
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
3.875% 15 Feb 2032
Maturity Date
2032-02-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
2245000.00
Base Market Value
1783158.60
Base Total Cost
2226584.39
Base Unrealized Gain Loss
-443425.79
Base Accrued Interest
32864.29
Local Market Value
1783158.6
Local Total Cost Amount
2226584.39
Local Unrealized Gain Loss
-443425.79
Local Accrued Interest
32864.29
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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
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