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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: 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
200000.00
Base Market Value
158856.00
Base Total Cost
202750
Base Unrealized Gain Loss
-43894
Base Accrued Interest
2927.78
Local Market Value
158856
Local Total Cost Amount
202750
Local Unrealized Gain Loss
-43894
Local Accrued Interest
2927.78
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
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
775000.00
Base Market Value
615567.00
Base Total Cost
775000
Base Unrealized Gain Loss
-159433
Base Accrued Interest
11345.13
Local Market Value
615567
Local Total Cost Amount
775000
Local Unrealized Gain Loss
-159433
Local Accrued Interest
11345.13
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
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
300000.00
Base Market Value
238284.00
Base Total Cost
300781.25
Base Unrealized Gain Loss
-62497.25
Base Accrued Interest
4391.66
Local Market Value
238284
Local Total Cost Amount
300781.25
Local Unrealized Gain Loss
-62497.25
Local Accrued Interest
4391.66
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: NXP BV/NXP FDG/NXP USA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NXP BV/NXP FDG/NXP USA
Security Description
3.25% 11 May 2041
Maturity Date
2041-05-11T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
7825000.00
Base Market Value
5890034.00
Base Total Cost
7766938.5
Base Unrealized Gain Loss
-1876904.5
Base Accrued Interest
35321.18
Local Market Value
5890034
Local Total Cost Amount
7766938.5
Local Unrealized Gain Loss
-1876904.5
Local Accrued Interest
35321.18
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: NYT MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NYT MORTGAGE TRUST
Security Description
1% 15 Dec 2035
Maturity Date
2035-12-15T00:00:00.000
Interest Rate
2.724
Original Face
613000
Shares Par Value
613000.00
Base Market Value
576128.66
Base Total Cost
608019.38
Base Unrealized Gain Loss
-31890.72
Base Accrued Interest
742.14
Local Market Value
576128.66
Local Total Cost Amount
608019.38
Local Unrealized Gain Loss
-31890.72
Local Accrued Interest
742.14
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
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: NABORS INDUSTRIES LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NABORS INDUSTRIES LTD
Security Description
7.25% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
495000.00
Base Market Value
438990.75
Base Total Cost
482625
Base Unrealized Gain Loss
-43634.25
Base Accrued Interest
16548.12
Local Market Value
438990.75
Local Total Cost Amount
482625
Local Unrealized Gain Loss
-43634.25
Local Accrued Interest
16548.12
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
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: NABORS INDUSTRIES LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NABORS INDUSTRIES LTD
Security Description
7.25% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
1725000.00
Base Market Value
1529816.25
Base Total Cost
1692275
Base Unrealized Gain Loss
-162458.75
Base Accrued Interest
57667.71
Local Market Value
1529816.25
Local Total Cost Amount
1692275
Local Unrealized Gain Loss
-162458.75
Local Accrued Interest
57667.71
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
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: NABORS INDUSTRIES LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NABORS INDUSTRIES LTD
Security Description
7.25% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
294000.00
Base Market Value
260733.90
Base Total Cost
294000
Base Unrealized Gain Loss
-33266.1
Base Accrued Interest
9828.58
Local Market Value
260733.9
Local Total Cost Amount
294000
Local Unrealized Gain Loss
-33266.1
Local Accrued Interest
9828.58
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
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: NABORS INDUSTRIES LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NABORS INDUSTRIES LTD
Security Description
7.25% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
150000.00
Base Market Value
133027.50
Base Total Cost
141278.57
Base Unrealized Gain Loss
-8251.07
Base Accrued Interest
5014.57
Local Market Value
133027.5
Local Total Cost Amount
141278.57
Local Unrealized Gain Loss
-8251.07
Local Accrued Interest
5014.57
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
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: NABORS INDUSTRIES LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NABORS INDUSTRIES LTD
Security Description
7.25% 15 Jan 2026
Maturity Date
2026-01-15T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
1605000.00
Base Market Value
1423394.25
Base Total Cost
1505580
Base Unrealized Gain Loss
-82185.75
Base Accrued Interest
53656.04
Local Market Value
1423394.25
Local Total Cost Amount
1505580
Local Unrealized Gain Loss
-82185.75
Local Accrued Interest
53656.04
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
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: NABORS INDUSTRIES LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NABORS INDUSTRIES LTD
Security Description
7.5% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
510000.00
Base Market Value
438600.00
Base Total Cost
493425
Base Unrealized Gain Loss
-54825
Base Accrued Interest
17637.5
Local Market Value
438600
Local Total Cost Amount
493425
Local Unrealized Gain Loss
-54825
Local Accrued Interest
17637.5
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
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: NABORS INDUSTRIES LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NABORS INDUSTRIES LTD
Security Description
7.5% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
795000.00
Base Market Value
683700.00
Base Total Cost
778252.51
Base Unrealized Gain Loss
-94552.51
Base Accrued Interest
27493.75
Local Market Value
683700
Local Total Cost Amount
778252.51
Local Unrealized Gain Loss
-94552.51
Local Accrued Interest
27493.75
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
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: NABORS INDUSTRIES LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NABORS INDUSTRIES LTD
Security Description
7.5% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
317000.00
Base Market Value
272620.00
Base Total Cost
318966.25
Base Unrealized Gain Loss
-46346.25
Base Accrued Interest
10962.91
Local Market Value
272620
Local Total Cost Amount
318966.25
Local Unrealized Gain Loss
-46346.25
Local Accrued Interest
10962.91
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
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: NABORS INDUSTRIES LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NABORS INDUSTRIES LTD
Security Description
7.5% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
300000.00
Base Market Value
258000.00
Base Total Cost
240385.42
Base Unrealized Gain Loss
17614.58
Base Accrued Interest
10374.98
Local Market Value
258000
Local Total Cost Amount
240385.42
Local Unrealized Gain Loss
17614.58
Local Accrued Interest
10374.98
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
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: NABORS INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NABORS INDUSTRIES INC
Security Description
5.75% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
500000.00
Base Market Value
440940.00
Base Total Cost
490000
Base Unrealized Gain Loss
-49060
Base Accrued Interest
11979.17
Local Market Value
440940
Local Total Cost Amount
490000
Local Unrealized Gain Loss
-49060
Local Accrued Interest
11979.17
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
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: NABORS INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NABORS INDUSTRIES INC
Security Description
5.75% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
650000.00
Base Market Value
573222.00
Base Total Cost
596699.92
Base Unrealized Gain Loss
-23477.92
Base Accrued Interest
15572.93
Local Market Value
573222
Local Total Cost Amount
596699.92
Local Unrealized Gain Loss
-23477.92
Local Accrued Interest
15572.93
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: NABORS INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NABORS INDUSTRIES INC
Security Description
9% 01 Feb 2025
Maturity Date
2025-02-01T00:00:00.000
Interest Rate
9
Original Face
0
Shares Par Value
572000.00
Base Market Value
569140.00
Base Total Cost
600455
Base Unrealized Gain Loss
-31315
Base Accrued Interest
21450
Local Market Value
569140
Local Total Cost Amount
600455
Local Unrealized Gain Loss
-31315
Local Accrued Interest
21450
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: NABORS INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NABORS INDUSTRIES INC
Security Description
7.375% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
2335000.00
Base Market Value
2218250.00
Base Total Cost
2430375
Base Unrealized Gain Loss
-212125
Base Accrued Interest
22004.13
Local Market Value
2218250
Local Total Cost Amount
2430375
Local Unrealized Gain Loss
-212125
Local Accrued Interest
22004.13
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
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: NABORS INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NABORS INDUSTRIES INC
Security Description
7.375% 15 May 2027
Interest Rate
7.375
Original Face
0
Shares Par Value
1200000.00
Base Market Value
1140000.00
Base Total Cost
1230005.01
Base Unrealized Gain Loss
-90005.01
Base Accrued Interest
11308.33
Local Market Value
1140000
Local Total Cost Amount
1230005.01
Local Unrealized Gain Loss
-90005.01
Local Accrued Interest
11308.33
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
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: NABORS INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NABORS INDUSTRIES INC
Security Description
7.375% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
125000.00
Base Market Value
118750.00
Base Total Cost
128375
Base Unrealized Gain Loss
-9625
Base Accrued Interest
1177.95
Local Market Value
118750
Local Total Cost Amount
128375
Local Unrealized Gain Loss
-9625
Local Accrued Interest
1177.95
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: NABORS INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NABORS INDUSTRIES INC
Security Description
7.375% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
7.375
Original Face
0
Shares Par Value
1442000.00
Base Market Value
1369900.00
Base Total Cost
1439676.76
Base Unrealized Gain Loss
-69776.76
Base Accrued Interest
13588.83
Local Market Value
1369900
Local Total Cost Amount
1439676.76
Local Unrealized Gain Loss
-69776.76
Local Accrued Interest
13588.83
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
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: NAKED JUICE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAKED JUICE LLC
Security Description
1% 24 Jan 2030
Maturity Date
2030-01-24T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
845000.00
Base Market Value
777400.00
Base Total Cost
854417.11
Base Unrealized Gain Loss
-77017.11
Base Accrued Interest
0
Local Market Value
777400
Local Total Cost Amount
854417.11
Local Unrealized Gain Loss
-77017.11
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: NARRAGANSETT ELECTRIC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NARRAGANSETT ELECTRIC
Security Description
3.919% 01 Aug 2028
Maturity Date
2028-08-01T00:00:00.000
Interest Rate
3.919
Original Face
0
Shares Par Value
300000.00
Base Market Value
288558.00
Base Total Cost
300000
Base Unrealized Gain Loss
-11442
Base Accrued Interest
4898.75
Local Market Value
288558
Local Total Cost Amount
300000
Local Unrealized Gain Loss
-11442
Local Accrued Interest
4898.75
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
A3
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: NARRAGANSETT ELECTRIC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NARRAGANSETT ELECTRIC
Security Description
3.395% 09 Apr 2030
Maturity Date
2030-04-09T00:00:00.000
Interest Rate
3.395
Original Face
0
Shares Par Value
50000.00
Base Market Value
46954.50
Base Total Cost
50000
Base Unrealized Gain Loss
-3045.5
Base Accrued Interest
386.65
Local Market Value
46954.5
Local Total Cost Amount
50000
Local Unrealized Gain Loss
-3045.5
Local Accrued Interest
386.65
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
A3
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: NASDAQ INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NASDAQ INC
Security Description
3.25% 28 Apr 2050
Maturity Date
2050-04-28T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
750000.00
Base Market Value
545610.00
Base Total Cost
750787.5
Base Unrealized Gain Loss
-205177.5
Base Accrued Interest
4265.62
Local Market Value
545610
Local Total Cost Amount
750787.5
Local Unrealized Gain Loss
-205177.5
Local Accrued Interest
4265.62
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
Baa2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NASDAQ INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NASDAQ INC
Security Description
2.5% 21 Dec 2040
Maturity Date
2040-12-21T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
13035000.00
Base Market Value
9080181.00
Base Total Cost
13035000
Base Unrealized Gain Loss
-3954819
Base Accrued Interest
9052.08
Local Market Value
9080181
Local Total Cost Amount
13035000
Local Unrealized Gain Loss
-3954819
Local Accrued Interest
9052.08
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NATHAN S FAMOUS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NATHAN S FAMOUS INC
Security Description
6.625% 01 Nov 2025
Maturity Date
2025-11-01T00:00:00.000
Interest Rate
6.625
Original Face
0
Shares Par Value
147000.00
Base Market Value
141487.50
Base Total Cost
145231.41
Base Unrealized Gain Loss
-3743.91
Base Accrued Interest
1623.12
Local Market Value
141487.5
Local Total Cost Amount
145231.41
Local Unrealized Gain Loss
-3743.91
Local Accrued Interest
1623.12
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
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: NATIONAL BANK OF CANADA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NATIONAL BANK OF CANADA
Security Description
1% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
0.55
Original Face
0
Shares Par Value
2518000.00
Base Market Value
2400560.48
Base Total Cost
2514021.56
Base Unrealized Gain Loss
-113461.08
Base Accrued Interest
1769.6
Local Market Value
2400560.48
Local Total Cost Amount
2514021.56
Local Unrealized Gain Loss
-113461.08
Local Accrued Interest
1769.6
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
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NATIONAL CINEMEDIA LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NATIONAL CINEMEDIA LLC
Security Description
5.75% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
586000.00
Base Market Value
269560.00
Base Total Cost
492030
Base Unrealized Gain Loss
-222470
Base Accrued Interest
12729.21
Local Market Value
269560
Local Total Cost Amount
492030
Local Unrealized Gain Loss
-222470
Local Accrued Interest
12729.21
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
Caa3
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: NATIONAL CINEMEDIA LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NATIONAL CINEMEDIA LLC
Security Description
5.875% 15 Apr 2028
Maturity Date
2028-04-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
744000.00
Base Market Value
525397.92
Base Total Cost
624001.25
Base Unrealized Gain Loss
-98603.33
Base Accrued Interest
9227.66
Local Market Value
525397.92
Local Total Cost Amount
624001.25
Local Unrealized Gain Loss
-98603.33
Local Accrued Interest
9227.66
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: NATIONAL RURAL UTIL COOP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NATIONAL RURAL UTIL COOP
Security Description
2.75% 15 Apr 2032
Maturity Date
2032-04-15T00:00:00.000
Interest Rate
2.75
Original Face
0
Shares Par Value
616000.00
Base Market Value
536357.36
Base Total Cost
613745.44
Base Unrealized Gain Loss
-77388.08
Base Accrued Interest
6776
Local Market Value
536357.36
Local Total Cost Amount
613745.44
Local Unrealized Gain Loss
-77388.08
Local Accrued Interest
6776
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
A1
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: NATIONAL RURAL UTIL COOP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NATIONAL RURAL UTIL COOP
Security Description
1.875% 07 Feb 2025
Maturity Date
2025-02-07T00:00:00.000
Interest Rate
1.875
Original Face
0
Shares Par Value
1374000.00
Base Market Value
1312815.78
Base Total Cost
1373958.78
Base Unrealized Gain Loss
-61143
Base Accrued Interest
10305
Local Market Value
1312815.78
Local Total Cost Amount
1373958.78
Local Unrealized Gain Loss
-61143
Local Accrued Interest
10305
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
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: NATIONWIDE FINANCIAL SER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NATIONWIDE FINANCIAL SER
Security Description
3.9% 30 Nov 2049
Maturity Date
2049-11-30T00:00:00.000
Interest Rate
3.9
Original Face
0
Shares Par Value
1000000.00
Base Market Value
813510.00
Base Total Cost
1062280
Base Unrealized Gain Loss
-248770
Base Accrued Interest
3358.33
Local Market Value
813510
Local Total Cost Amount
1062280
Local Unrealized Gain Loss
-248770
Local Accrued Interest
3358.33
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
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: NATIONSTAR MTG HLD INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NATIONSTAR MTG HLD INC
Security Description
6% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
470000.00
Base Market Value
407696.80
Base Total Cost
477050
Base Unrealized Gain Loss
-69353.2
Base Accrued Interest
13003.33
Local Market Value
407696.8
Local Total Cost Amount
477050
Local Unrealized Gain Loss
-69353.2
Local Accrued Interest
13003.33
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
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: NATIONSTAR MTG HLD INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NATIONSTAR MTG HLD INC
Security Description
6% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
210000.00
Base Market Value
182162.40
Base Total Cost
213675
Base Unrealized Gain Loss
-31512.6
Base Accrued Interest
5810
Local Market Value
182162.4
Local Total Cost Amount
213675
Local Unrealized Gain Loss
-31512.6
Local Accrued Interest
5810
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: NATIONSTAR MTG HLD INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NATIONSTAR MTG HLD INC
Security Description
6% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
100000.00
Base Market Value
86744.00
Base Total Cost
100750
Base Unrealized Gain Loss
-14006
Base Accrued Interest
2766.67
Local Market Value
86744
Local Total Cost Amount
100750
Local Unrealized Gain Loss
-14006
Local Accrued Interest
2766.67
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
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: NATIONSTAR MTG HLD INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NATIONSTAR MTG HLD INC
Security Description
5.5% 15 Aug 2028
Maturity Date
2028-08-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1120000.00
Base Market Value
898396.80
Base Total Cost
1170400
Base Unrealized Gain Loss
-272003.2
Base Accrued Interest
23271.11
Local Market Value
898396.8
Local Total Cost Amount
1170400
Local Unrealized Gain Loss
-272003.2
Local Accrued Interest
23271.11
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
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: NATIONSTAR MTG HLD INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NATIONSTAR MTG HLD INC
Security Description
5.5% 15 Aug 2028
Maturity Date
2028-08-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
325000.00
Base Market Value
260695.50
Base Total Cost
325000
Base Unrealized Gain Loss
-64304.5
Base Accrued Interest
6752.78
Local Market Value
260695.5
Local Total Cost Amount
325000
Local Unrealized Gain Loss
-64304.5
Local Accrued Interest
6752.78
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
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: NATIONSTAR MTG HLD INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NATIONSTAR MTG HLD INC
Security Description
5.125% 15 Dec 2030
Maturity Date
2030-12-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
425000.00
Base Market Value
317700.25
Base Total Cost
429468.75
Base Unrealized Gain Loss
-111768.5
Base Accrued Interest
968.06
Local Market Value
317700.25
Local Total Cost Amount
429468.75
Local Unrealized Gain Loss
-111768.5
Local Accrued Interest
968.06
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: NATIONSTAR MTG HLD INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NATIONSTAR MTG HLD INC
Security Description
5.75% 15 Nov 2031
Maturity Date
2031-11-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
285000.00
Base Market Value
218224.50
Base Total Cost
285000
Base Unrealized Gain Loss
-66775.5
Base Accrued Interest
2093.96
Local Market Value
218224.5
Local Total Cost Amount
285000
Local Unrealized Gain Loss
-66775.5
Local Accrued Interest
2093.96
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NATIONSTAR MTG HLD INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NATIONSTAR MTG HLD INC
Security Description
5.75% 15 Nov 2031
Maturity Date
2031-11-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
100000.00
Base Market Value
76570.00
Base Total Cost
100000
Base Unrealized Gain Loss
-23430
Base Accrued Interest
734.72
Local Market Value
76570
Local Total Cost Amount
100000
Local Unrealized Gain Loss
-23430
Local Accrued Interest
734.72
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
FINANCE
Moody S Quality Rating
B1
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NATIONWIDE MUTUAL INSURA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NATIONWIDE MUTUAL INSURA
Security Description
8.25% 01 Dec 2031
Interest Rate
8.25
Original Face
0
Shares Par Value
500000.00
Base Market Value
594350.00
Base Total Cost
640052.5
Base Unrealized Gain Loss
-45702.5
Base Accrued Interest
3437.5
Local Market Value
594350
Local Total Cost Amount
640052.5
Local Unrealized Gain Loss
-45702.5
Local Accrued Interest
3437.5
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
FINANCE
Moody S Quality Rating
A3
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: NATWEST GROUP PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NATWEST GROUP PLC
Security Description
1% 28 Nov 2035
Maturity Date
2035-11-28T00:00:00.000
Interest Rate
3.032
Original Face
0
Shares Par Value
5010000.00
Base Market Value
3999432.90
Base Total Cost
5029628.7
Base Unrealized Gain Loss
-1030195.8
Base Accrued Interest
13924.45
Local Market Value
3999432.9
Local Total Cost Amount
5029628.7
Local Unrealized Gain Loss
-1030195.8
Local Accrued Interest
13924.45
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
OTHER YANKEE
Moody S Quality Rating
Baa2
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: NATWEST GROUP PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NATWEST GROUP PLC
Security Description
1% 28 Nov 2035
Maturity Date
2035-11-28T00:00:00.000
Interest Rate
3.032
Original Face
0
Shares Par Value
1130000.00
Base Market Value
902067.70
Base Total Cost
1140667.2
Base Unrealized Gain Loss
-238599.5
Base Accrued Interest
3140.64
Local Market Value
902067.7
Local Total Cost Amount
1140667.2
Local Unrealized Gain Loss
-238599.5
Local Accrued Interest
3140.64
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
Baa2
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: NATWEST GROUP PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NATWEST GROUP PLC
Security Description
1% 14 Jun 2027
Maturity Date
2027-06-14T00:00:00.000
Interest Rate
1.642
Original Face
0
Shares Par Value
1358000.00
Base Market Value
1190626.50
Base Total Cost
1362685.1
Base Unrealized Gain Loss
-172058.6
Base Accrued Interest
1052.98
Local Market Value
1190626.5
Local Total Cost Amount
1362685.1
Local Unrealized Gain Loss
-172058.6
Local Accrued Interest
1052.98
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
Baa1
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: NATWEST GROUP PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NATWEST GROUP PLC
Security Description
1% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
4.6
Original Face
0
Shares Par Value
4095000.00
Base Market Value
3014943.75
Base Total Cost
4095000
Base Unrealized Gain Loss
-1080056.25
Base Accrued Interest
523.25
Local Market Value
3014943.75
Local Total Cost Amount
4095000
Local Unrealized Gain Loss
-1080056.25
Local Accrued Interest
523.25
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
Ba1
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
5.875% 25 Oct 2024
Maturity Date
2024-10-25T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
567000.00
Base Market Value
521180.73
Base Total Cost
514547.51
Base Unrealized Gain Loss
6633.22
Base Accrued Interest
6107.06
Local Market Value
521180.73
Local Total Cost Amount
514547.51
Local Unrealized Gain Loss
6633.22
Local Accrued Interest
6107.06
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Ba3
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
5.875% 25 Oct 2024
Maturity Date
2024-10-25T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
1500000.00
Base Market Value
1378785.00
Base Total Cost
1442301.14
Base Unrealized Gain Loss
-63516.14
Base Accrued Interest
16156.25
Local Market Value
1378785
Local Total Cost Amount
1442301.14
Local Unrealized Gain Loss
-63516.14
Local Accrued Interest
16156.25
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
FINANCE
Moody S Quality Rating
Ba3
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
7.25% 25 Sep 2023
Maturity Date
2023-09-25T00:00:00.000
Interest Rate
7.25
Original Face
0
Shares Par Value
352000.00
Base Market Value
348265.28
Base Total Cost
356133.84
Base Unrealized Gain Loss
-7868.56
Base Accrued Interest
6805.33
Local Market Value
348265.28
Local Total Cost Amount
356133.84
Local Unrealized Gain Loss
-7868.56
Local Accrued Interest
6805.33
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
FINANCE
Moody S Quality Rating
Ba3
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: NAVIENT CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NAVIENT CORP
Security Description
6.75% 25 Jun 2025
Maturity Date
2025-06-25T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
480000.00
Base Market Value
433075.20
Base Total Cost
483304.4
Base Unrealized Gain Loss
-50229.2
Base Accrued Interest
540
Local Market Value
433075.2
Local Total Cost Amount
483304.4
Local Unrealized Gain Loss
-50229.2
Local Accrued Interest
540
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
Ba3
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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