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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: RLJ LODGING TRUST LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RLJ LODGING TRUST LP
Security Description
4% 15 Sep 2029
Maturity Date
2029-09-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
1180000.00
Base Market Value
969263.80
Base Total Cost
1180000
Base Unrealized Gain Loss
-210736.2
Base Accrued Interest
13897.78
Local Market Value
969263.8
Local Total Cost Amount
1180000
Local Unrealized Gain Loss
-210736.2
Local Accrued Interest
13897.78
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
FINANCE
Moody S Quality Rating
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: RLJ LODGING TRUST LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RLJ LODGING TRUST LP
Security Description
4% 15 Sep 2029
Maturity Date
2029-09-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
1860000.00
Base Market Value
1527822.60
Base Total Cost
1873950
Base Unrealized Gain Loss
-346127.4
Base Accrued Interest
21906.67
Local Market Value
1527822.6
Local Total Cost Amount
1873950
Local Unrealized Gain Loss
-346127.4
Local Accrued Interest
21906.67
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
FINANCE
Moody S Quality Rating
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: RLJ LODGING TRUST LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RLJ LODGING TRUST LP
Security Description
4% 15 Sep 2029
Maturity Date
2029-09-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
738000.00
Base Market Value
606200.58
Base Total Cost
683371.89
Base Unrealized Gain Loss
-77171.31
Base Accrued Interest
8692
Local Market Value
606200.58
Local Total Cost Amount
683371.89
Local Unrealized Gain Loss
-77171.31
Local Accrued Interest
8692
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
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: RLJ LODGING TRUST LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RLJ LODGING TRUST LP
Security Description
4% 15 Sep 2029
Maturity Date
2029-09-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
425000.00
Base Market Value
349099.25
Base Total Cost
416500
Base Unrealized Gain Loss
-67400.75
Base Accrued Interest
5005.55
Local Market Value
349099.25
Local Total Cost Amount
416500
Local Unrealized Gain Loss
-67400.75
Local Accrued Interest
5005.55
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
FINANCE
Moody S Quality Rating
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: RPM INTERNATIONAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RPM INTERNATIONAL INC
Security Description
4.55% 01 Mar 2029
Maturity Date
2029-03-01T00:00:00.000
Interest Rate
4.55
Original Face
0
Shares Par Value
2406000.00
Base Market Value
2321308.80
Base Total Cost
2800295.28
Base Unrealized Gain Loss
-478986.48
Base Accrued Interest
36491
Local Market Value
2321308.8
Local Total Cost Amount
2800295.28
Local Unrealized Gain Loss
-478986.48
Local Accrued Interest
36491
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: RPM INTERNATIONAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RPM INTERNATIONAL INC
Security Description
2.95% 15 Jan 2032
Maturity Date
2032-01-15T00:00:00.000
Interest Rate
2.95
Original Face
0
Shares Par Value
1054000.00
Base Market Value
874661.90
Base Total Cost
1051660.12
Base Unrealized Gain Loss
-176998.22
Base Accrued Interest
13473.63
Local Market Value
874661.9
Local Total Cost Amount
1051660.12
Local Unrealized Gain Loss
-176998.22
Local Accrued Interest
13473.63
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: RPM INTERNATIONAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RPM INTERNATIONAL INC
Security Description
2.95% 15 Jan 2032
Maturity Date
2032-01-15T00:00:00.000
Interest Rate
2.95
Original Face
0
Shares Par Value
1619000.00
Base Market Value
1343527.15
Base Total Cost
1577757.03
Base Unrealized Gain Loss
-234229.88
Base Accrued Interest
20696.22
Local Market Value
1343527.15
Local Total Cost Amount
1577757.03
Local Unrealized Gain Loss
-234229.88
Local Accrued Interest
20696.22
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: RP ESCROW ISSUER LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RP ESCROW ISSUER LLC
Security Description
5.25% 15 Dec 2025
Maturity Date
2025-12-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
400000.00
Base Market Value
345732.00
Base Total Cost
400000
Base Unrealized Gain Loss
-54268
Base Accrued Interest
933.33
Local Market Value
345732
Local Total Cost Amount
400000
Local Unrealized Gain Loss
-54268
Local Accrued Interest
933.33
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
B2
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: RP ESCROW ISSUER LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RP ESCROW ISSUER LLC
Security Description
5.25% 15 Dec 2025
Maturity Date
2025-12-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1333000.00
Base Market Value
1152151.89
Base Total Cost
1335582.22
Base Unrealized Gain Loss
-183430.33
Base Accrued Interest
3110.33
Local Market Value
1152151.89
Local Total Cost Amount
1335582.22
Local Unrealized Gain Loss
-183430.33
Local Accrued Interest
3110.33
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
B2
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: RP ESCROW ISSUER LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RP ESCROW ISSUER LLC
Security Description
5.25% 15 Dec 2025
Maturity Date
2025-12-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
200000.00
Base Market Value
172866.00
Base Total Cost
200000
Base Unrealized Gain Loss
-27134
Base Accrued Interest
466.67
Local Market Value
172866
Local Total Cost Amount
200000
Local Unrealized Gain Loss
-27134
Local Accrued Interest
466.67
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
FINANCE
Moody S Quality Rating
B2
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: RACKSPACE TECHNOLOGY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RACKSPACE TECHNOLOGY
Security Description
5.375% 01 Dec 2028
Maturity Date
2028-12-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
3740000.00
Base Market Value
2443940.40
Base Total Cost
3716287.5
Base Unrealized Gain Loss
-1272347.1
Base Accrued Interest
16752.05
Local Market Value
2443940.4
Local Total Cost Amount
3716287.5
Local Unrealized Gain Loss
-1272347.1
Local Accrued Interest
16752.05
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: RACKSPACE TECHNOLOGY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RACKSPACE TECHNOLOGY
Security Description
5.375% 01 Dec 2028
Maturity Date
2028-12-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
885000.00
Base Market Value
578312.10
Base Total Cost
885000
Base Unrealized Gain Loss
-306687.9
Base Accrued Interest
3964.06
Local Market Value
578312.1
Local Total Cost Amount
885000
Local Unrealized Gain Loss
-306687.9
Local Accrued Interest
3964.06
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
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: RACKSPACE TECHNOLOGY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RACKSPACE TECHNOLOGY
Security Description
5.375% 01 Dec 2028
Maturity Date
2028-12-01T00:00:00.000
Interest Rate
5.375
Original Face
0
Shares Par Value
785000.00
Base Market Value
512966.10
Base Total Cost
758075
Base Unrealized Gain Loss
-245108.9
Base Accrued Interest
3516.14
Local Market Value
512966.1
Local Total Cost Amount
758075
Local Unrealized Gain Loss
-245108.9
Local Accrued Interest
3516.14
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: RACKSPACE TECHNOLOGY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RACKSPACE TECHNOLOGY
Security Description
3.5% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
1234000.00
Base Market Value
966826.66
Base Total Cost
1156666.3
Base Unrealized Gain Loss
-189839.64
Base Accrued Interest
16316.21
Local Market Value
966826.66
Local Total Cost Amount
1156666.3
Local Unrealized Gain Loss
-189839.64
Local Accrued Interest
16316.21
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: RACKSPACE TECHNOLOGY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RACKSPACE TECHNOLOGY
Security Description
3.5% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
1350000.00
Base Market Value
1057711.50
Base Total Cost
1350645
Base Unrealized Gain Loss
-292933.5
Base Accrued Interest
17850.01
Local Market Value
1057711.5
Local Total Cost Amount
1350645
Local Unrealized Gain Loss
-292933.5
Local Accrued Interest
17850.01
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: RADIAN GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RADIAN GROUP INC
Security Description
4.5% 01 Oct 2024
Maturity Date
2024-10-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
288000.00
Base Market Value
270933.12
Base Total Cost
279000
Base Unrealized Gain Loss
-8066.88
Base Accrued Interest
3240
Local Market Value
270933.12
Local Total Cost Amount
279000
Local Unrealized Gain Loss
-8066.88
Local Accrued Interest
3240
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
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: RADIAN GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RADIAN GROUP INC
Security Description
4.875% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
250000.00
Base Market Value
223902.50
Base Total Cost
257369.49
Base Unrealized Gain Loss
-33466.99
Base Accrued Interest
3588.54
Local Market Value
223902.5
Local Total Cost Amount
257369.49
Local Unrealized Gain Loss
-33466.99
Local Accrued Interest
3588.54
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
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: RADIATE HOLDCO / FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RADIATE HOLDCO / FINANCE
Security Description
4.5% 15 Sep 2026
Maturity Date
2026-09-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
823000.00
Base Market Value
709656.44
Base Total Cost
815083.27
Base Unrealized Gain Loss
-105426.83
Base Accrued Interest
10904.75
Local Market Value
709656.44
Local Total Cost Amount
815083.27
Local Unrealized Gain Loss
-105426.83
Local Accrued Interest
10904.75
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
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: RADIATE HOLDCO / FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RADIATE HOLDCO / FINANCE
Security Description
6.5% 15 Sep 2028
Maturity Date
2028-09-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
730000.00
Base Market Value
564202.40
Base Total Cost
739855.46
Base Unrealized Gain Loss
-175653.06
Base Accrued Interest
13971.38
Local Market Value
564202.4
Local Total Cost Amount
739855.46
Local Unrealized Gain Loss
-175653.06
Local Accrued Interest
13971.38
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
FINANCE
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: RADIATE HOLDCO / FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RADIATE HOLDCO / FINANCE
Security Description
6.5% 15 Sep 2028
Maturity Date
2028-09-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
330000.00
Base Market Value
255050.40
Base Total Cost
325732.63
Base Unrealized Gain Loss
-70682.23
Base Accrued Interest
6315.83
Local Market Value
255050.4
Local Total Cost Amount
325732.63
Local Unrealized Gain Loss
-70682.23
Local Accrued Interest
6315.83
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
FINANCE
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: RADIOLOGY PARTNERS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RADIOLOGY PARTNERS INC
Security Description
9.25% 01 Feb 2028
Maturity Date
2028-02-01T00:00:00.000
Interest Rate
9.25
Original Face
0
Shares Par Value
2230000.00
Base Market Value
1674774.60
Base Total Cost
2408737.5
Base Unrealized Gain Loss
-733962.9
Base Accrued Interest
85947.91
Local Market Value
1674774.6
Local Total Cost Amount
2408737.5
Local Unrealized Gain Loss
-733962.9
Local Accrued Interest
85947.91
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
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: RAILWORKS HOLDINGS LP/R
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RAILWORKS HOLDINGS LP/R
Security Description
8.25% 15 Nov 2028
Maturity Date
2028-11-15T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
1270000.00
Base Market Value
1146175.00
Base Total Cost
1245273.1
Base Unrealized Gain Loss
-99098.1
Base Accrued Interest
13387.92
Local Market Value
1146175
Local Total Cost Amount
1245273.1
Local Unrealized Gain Loss
-99098.1
Local Accrued Interest
13387.92
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B2
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: RAILWORKS HOLDINGS LP/R
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RAILWORKS HOLDINGS LP/R
Security Description
8.25% 15 Nov 2028
Maturity Date
2028-11-15T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
320000.00
Base Market Value
288800.00
Base Total Cost
317450.7
Base Unrealized Gain Loss
-28650.7
Base Accrued Interest
3373.34
Local Market Value
288800
Local Total Cost Amount
317450.7
Local Unrealized Gain Loss
-28650.7
Local Accrued Interest
3373.34
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
B2
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: RAPID7 INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RAPID7 INC
Security Description
0.25% 15 Mar 2027
Maturity Date
2027-03-15T00:00:00.000
Interest Rate
0.25
Original Face
0
Shares Par Value
6958000.00
Base Market Value
6269158.00
Base Total Cost
6333804.18
Base Unrealized Gain Loss
-64646.18
Base Accrued Interest
5121.87
Local Market Value
6269158
Local Total Cost Amount
6333804.18
Local Unrealized Gain Loss
-64646.18
Local Accrued Interest
5121.87
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: RAPTOR ACQ/RAPTOR CO ISS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RAPTOR ACQ/RAPTOR CO ISS
Security Description
4.875% 01 Nov 2026
Maturity Date
2026-11-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
585000.00
Base Market Value
511875.00
Base Total Cost
585000
Base Unrealized Gain Loss
-73125
Base Accrued Interest
4753.13
Local Market Value
511875
Local Total Cost Amount
585000
Local Unrealized Gain Loss
-73125
Local Accrued Interest
4753.13
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
FINANCE
Moody S Quality Rating
B2
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: RAPTOR ACQ/RAPTOR CO ISS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RAPTOR ACQ/RAPTOR CO ISS
Security Description
4.875% 01 Nov 2026
Maturity Date
2026-11-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
425000.00
Base Market Value
371875.00
Base Total Cost
425000
Base Unrealized Gain Loss
-53125
Base Accrued Interest
3453.12
Local Market Value
371875
Local Total Cost Amount
425000
Local Unrealized Gain Loss
-53125
Local Accrued Interest
3453.12
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
FINANCE
Moody S Quality Rating
B2
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: RAPTOR ACQ/RAPTOR CO ISS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RAPTOR ACQ/RAPTOR CO ISS
Security Description
4.875% 01 Nov 2026
Maturity Date
2026-11-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
150000.00
Base Market Value
131250.00
Base Total Cost
150625
Base Unrealized Gain Loss
-19375
Base Accrued Interest
1218.75
Local Market Value
131250
Local Total Cost Amount
150625
Local Unrealized Gain Loss
-19375
Local Accrued Interest
1218.75
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
FINANCE
Moody S Quality Rating
B2
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: RAYTHEON TECH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RAYTHEON TECH CORP
Security Description
3.125% 01 Jul 2050
Maturity Date
2050-07-01T00:00:00.000
Interest Rate
3.125
Original Face
0
Shares Par Value
2995000.00
Base Market Value
2290905.45
Base Total Cost
3155833.9
Base Unrealized Gain Loss
-864928.45
Base Accrued Interest
0
Local Market Value
2290905.45
Local Total Cost Amount
3155833.9
Local Unrealized Gain Loss
-864928.45
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
INDUSTRIAL
Moody S Quality Rating
Baa1
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: RAYTHEON TECH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RAYTHEON TECH CORP
Security Description
3.125% 01 Jul 2050
Maturity Date
2050-07-01T00:00:00.000
Interest Rate
3.125
Original Face
0
Shares Par Value
760000.00
Base Market Value
581331.60
Base Total Cost
778346.4
Base Unrealized Gain Loss
-197014.8
Base Accrued Interest
0
Local Market Value
581331.6
Local Total Cost Amount
778346.4
Local Unrealized Gain Loss
-197014.8
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
INDUSTRIAL
Moody S Quality Rating
Baa1
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: RAYTHEON TECH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RAYTHEON TECH CORP
Security Description
3.2% 15 Mar 2024
Maturity Date
2024-03-15T00:00:00.000
Interest Rate
3.2
Original Face
0
Shares Par Value
530000.00
Base Market Value
525139.90
Base Total Cost
559510.4
Base Unrealized Gain Loss
-34370.5
Base Accrued Interest
4993.78
Local Market Value
525139.9
Local Total Cost Amount
559510.4
Local Unrealized Gain Loss
-34370.5
Local Accrued Interest
4993.78
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
Baa1
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: RAYTHEON TECH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RAYTHEON TECH CORP
Security Description
4.35% 15 Apr 2047
Maturity Date
2047-04-15T00:00:00.000
Interest Rate
4.35
Original Face
0
Shares Par Value
225000.00
Base Market Value
208203.75
Base Total Cost
274009.5
Base Unrealized Gain Loss
-65805.75
Base Accrued Interest
2066.25
Local Market Value
208203.75
Local Total Cost Amount
274009.5
Local Unrealized Gain Loss
-65805.75
Local Accrued Interest
2066.25
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
Baa1
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: REAL HERO MERGER SUB 2
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REAL HERO MERGER SUB 2
Security Description
6.25% 01 Feb 2029
Maturity Date
2029-02-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
1435000.00
Base Market Value
1088289.65
Base Total Cost
1473626.84
Base Unrealized Gain Loss
-385337.19
Base Accrued Interest
37369.78
Local Market Value
1088289.65
Local Total Cost Amount
1473626.84
Local Unrealized Gain Loss
-385337.19
Local Accrued Interest
37369.78
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
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: REAL HERO MERGER SUB 2
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REAL HERO MERGER SUB 2
Security Description
6.25% 01 Feb 2029
Maturity Date
2029-02-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
506000.00
Base Market Value
383745.34
Base Total Cost
512931.71
Base Unrealized Gain Loss
-129186.37
Base Accrued Interest
13177.09
Local Market Value
383745.34
Local Total Cost Amount
512931.71
Local Unrealized Gain Loss
-129186.37
Local Accrued Interest
13177.09
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: REALPAGE, INC.
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REALPAGE, INC.
Security Description
1% 24 Apr 2028
Maturity Date
2028-04-24T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
848587.50
Base Market Value
786708.50
Base Total Cost
849947.23
Base Unrealized Gain Loss
-63238.73
Base Accrued Interest
0
Local Market Value
786708.5
Local Total Cost Amount
849947.23
Local Unrealized Gain Loss
-63238.73
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: REALPAGE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REALPAGE INC
Security Description
1% 23 Apr 2029
Maturity Date
2029-04-23T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
955000.00
Base Market Value
916800.00
Base Total Cost
948308.97
Base Unrealized Gain Loss
-31508.97
Base Accrued Interest
0
Local Market Value
916800
Local Total Cost Amount
948308.97
Local Unrealized Gain Loss
-31508.97
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: REALOGY GROUP/CO ISSUER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REALOGY GROUP/CO ISSUER
Security Description
5.75% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
3035000.00
Base Market Value
2301501.20
Base Total Cost
3081575
Base Unrealized Gain Loss
-780073.8
Base Accrued Interest
80469.64
Local Market Value
2301501.2
Local Total Cost Amount
3081575
Local Unrealized Gain Loss
-780073.8
Local Accrued Interest
80469.64
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
FINANCE
Moody S Quality Rating
B2
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: REALOGY GROUP/CO ISSUER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REALOGY GROUP/CO ISSUER
Security Description
5.75% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
495000.00
Base Market Value
375368.40
Base Total Cost
500218.64
Base Unrealized Gain Loss
-124850.24
Base Accrued Interest
13124.38
Local Market Value
375368.4
Local Total Cost Amount
500218.64
Local Unrealized Gain Loss
-124850.24
Local Accrued Interest
13124.38
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
FINANCE
Moody S Quality Rating
B2
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: REALOGY GROUP/CO ISSUER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REALOGY GROUP/CO ISSUER
Security Description
5.75% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
650000.00
Base Market Value
492908.00
Base Total Cost
654550
Base Unrealized Gain Loss
-161642
Base Accrued Interest
17234.03
Local Market Value
492908
Local Total Cost Amount
654550
Local Unrealized Gain Loss
-161642
Local Accrued Interest
17234.03
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
FINANCE
Moody S Quality Rating
B2
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: REALOGY GROUP/CO ISSUER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REALOGY GROUP/CO ISSUER
Security Description
5.75% 15 Jan 2029
Maturity Date
2029-01-15T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
1100000.00
Base Market Value
834152.00
Base Total Cost
1116343.75
Base Unrealized Gain Loss
-282191.75
Base Accrued Interest
29165.27
Local Market Value
834152
Local Total Cost Amount
1116343.75
Local Unrealized Gain Loss
-282191.75
Local Accrued Interest
29165.27
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
B2
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: REALOGY GROUP/CO ISSUER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REALOGY GROUP/CO ISSUER
Security Description
5.25% 15 Apr 2030
Maturity Date
2030-04-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
3825000.00
Base Market Value
2830500.00
Base Total Cost
3714612.5
Base Unrealized Gain Loss
-884112.5
Base Accrued Interest
42393.75
Local Market Value
2830500
Local Total Cost Amount
3714612.5
Local Unrealized Gain Loss
-884112.5
Local Accrued Interest
42393.75
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
FINANCE
Moody S Quality Rating
B2
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: REALOGY GROUP/CO ISSUER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REALOGY GROUP/CO ISSUER
Security Description
5.25% 15 Apr 2030
Maturity Date
2030-04-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
1650000.00
Base Market Value
1221000.00
Base Total Cost
1608537.5
Base Unrealized Gain Loss
-387537.5
Base Accrued Interest
18287.51
Local Market Value
1221000
Local Total Cost Amount
1608537.5
Local Unrealized Gain Loss
-387537.5
Local Accrued Interest
18287.51
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
B2
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: REALOGY GROUP/CO ISSUER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REALOGY GROUP/CO ISSUER
Security Description
5.25% 15 Apr 2030
Maturity Date
2030-04-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
820000.00
Base Market Value
606800.00
Base Total Cost
820000
Base Unrealized Gain Loss
-213200
Base Accrued Interest
9088.33
Local Market Value
606800
Local Total Cost Amount
820000
Local Unrealized Gain Loss
-213200
Local Accrued Interest
9088.33
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
B2
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: REALOGY GROUP/CO ISSUER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REALOGY GROUP/CO ISSUER
Security Description
5.25% 15 Apr 2030
Maturity Date
2030-04-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
500000.00
Base Market Value
370000.00
Base Total Cost
495187.5
Base Unrealized Gain Loss
-125187.5
Base Accrued Interest
5541.66
Local Market Value
370000
Local Total Cost Amount
495187.5
Local Unrealized Gain Loss
-125187.5
Local Accrued Interest
5541.66
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
FINANCE
Moody S Quality Rating
B2
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: REALTY INCOME CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REALTY INCOME CORP
Security Description
4.125% 15 Oct 2026
Interest Rate
4.125
Original Face
0
Shares Par Value
1245000.00
Base Market Value
1238712.75
Base Total Cost
1415552.55
Base Unrealized Gain Loss
-176839.8
Base Accrued Interest
10841.88
Local Market Value
1238712.75
Local Total Cost Amount
1415552.55
Local Unrealized Gain Loss
-176839.8
Local Accrued Interest
10841.88
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
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: REALTY INCOME CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REALTY INCOME CORP
Security Description
4.125% 15 Oct 2026
Maturity Date
2026-10-15T00:00:00.000
Interest Rate
4.125
Original Face
0
Shares Par Value
300000.00
Base Market Value
298485.00
Base Total Cost
336126
Base Unrealized Gain Loss
-37641
Base Accrued Interest
2612.5
Local Market Value
298485
Local Total Cost Amount
336126
Local Unrealized Gain Loss
-37641
Local Accrued Interest
2612.5
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: REALTY INCOME CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REALTY INCOME CORP
Security Description
3.25% 15 Jun 2029
Maturity Date
2029-06-15T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
127000.00
Base Market Value
118238.27
Base Total Cost
138210.29
Base Unrealized Gain Loss
-19972.02
Base Accrued Interest
183.44
Local Market Value
118238.27
Local Total Cost Amount
138210.29
Local Unrealized Gain Loss
-19972.02
Local Accrued Interest
183.44
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: REALTY INCOME CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REALTY INCOME CORP
Security Description
3.25% 15 Jan 2031
Maturity Date
2031-01-15T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
400000.00
Base Market Value
363628.00
Base Total Cost
443148
Base Unrealized Gain Loss
-79520
Base Accrued Interest
5994.44
Local Market Value
363628
Local Total Cost Amount
443148
Local Unrealized Gain Loss
-79520
Local Accrued Interest
5994.44
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: REALTY INCOME CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REALTY INCOME CORP
Security Description
4.875% 01 Jun 2026
Maturity Date
2026-06-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
612000.00
Base Market Value
624111.48
Base Total Cost
662704.2
Base Unrealized Gain Loss
-38592.72
Base Accrued Interest
2486.25
Local Market Value
624111.48
Local Total Cost Amount
662704.2
Local Unrealized Gain Loss
-38592.72
Local Accrued Interest
2486.25
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
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: REALTY INCOME CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REALTY INCOME CORP
Security Description
4.875% 01 Jun 2026
Maturity Date
2026-06-01T00:00:00.000
Interest Rate
4.875
Original Face
0
Shares Par Value
10395000.00
Base Market Value
10600717.05
Base Total Cost
11808486.63
Base Unrealized Gain Loss
-1207769.58
Base Accrued Interest
42229.69
Local Market Value
10600717.05
Local Total Cost Amount
11808486.63
Local Unrealized Gain Loss
-1207769.58
Local Accrued Interest
42229.69
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
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: REALTY INCOME CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
REALTY INCOME CORP
Security Description
3.95% 15 Aug 2027
Maturity Date
2027-08-15T00:00:00.000
Interest Rate
3.95
Original Face
0
Shares Par Value
1196000.00
Base Market Value
1166745.84
Base Total Cost
1285422.88
Base Unrealized Gain Loss
-118677.04
Base Accrued Interest
17846.97
Local Market Value
1166745.84
Local Total Cost Amount
1285422.88
Local Unrealized Gain Loss
-118677.04
Local Accrued Interest
17846.97
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
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
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