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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: SENSATA TECHNOLOGIES BV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SENSATA TECHNOLOGIES BV
Security Description
5.625% 01 Nov 2024
Maturity Date
2024-11-01T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
399000.00
Base Market Value
393876.84
Base Total Cost
395010
Base Unrealized Gain Loss
-1133.16
Base Accrued Interest
3990
Local Market Value
393876.84
Local Total Cost Amount
395010
Local Unrealized Gain Loss
-1133.16
Local Accrued Interest
3990
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Ba3
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SENSATA TECHNOLOGIES BV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SENSATA TECHNOLOGIES BV
Security Description
5% 01 Oct 2025
Maturity Date
2025-10-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
245000.00
Base Market Value
235200.00
Base Total Cost
241902.25
Base Unrealized Gain Loss
-6702.25
Base Accrued Interest
3062.5
Local Market Value
235200
Local Total Cost Amount
241902.25
Local Unrealized Gain Loss
-6702.25
Local Accrued Interest
3062.5
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Ba3
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SENSATA TECHNOLOGIES BV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SENSATA TECHNOLOGIES BV
Security Description
4% 15 Apr 2029
Maturity Date
2029-04-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
1655000.00
Base Market Value
1403572.40
Base Total Cost
1576037.5
Base Unrealized Gain Loss
-172465.1
Base Accrued Interest
13975.55
Local Market Value
1403572.4
Local Total Cost Amount
1576037.5
Local Unrealized Gain Loss
-172465.1
Local Accrued Interest
13975.55
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Ba3
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SENSATA TECHNOLOGIES BV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SENSATA TECHNOLOGIES BV
Security Description
4% 15 Apr 2029
Maturity Date
2029-04-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
1470000.00
Base Market Value
1246677.60
Base Total Cost
1493825
Base Unrealized Gain Loss
-247147.4
Base Accrued Interest
12413.33
Local Market Value
1246677.6
Local Total Cost Amount
1493825
Local Unrealized Gain Loss
-247147.4
Local Accrued Interest
12413.33
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
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: SENSATA TECHNOLOGIES BV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SENSATA TECHNOLOGIES BV
Security Description
4% 15 Apr 2029
Maturity Date
2029-04-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
575000.00
Base Market Value
487646.00
Base Total Cost
577000
Base Unrealized Gain Loss
-89354
Base Accrued Interest
4855.56
Local Market Value
487646
Local Total Cost Amount
577000
Local Unrealized Gain Loss
-89354
Local Accrued Interest
4855.56
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
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: SENSATA TECH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SENSATA TECH INC
Security Description
4.375% 15 Feb 2030
Maturity Date
2030-02-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
559000.00
Base Market Value
475809.62
Base Total Cost
582782.11
Base Unrealized Gain Loss
-106972.49
Base Accrued Interest
9239.02
Local Market Value
475809.62
Local Total Cost Amount
582782.11
Local Unrealized Gain Loss
-106972.49
Local Accrued Interest
9239.02
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Ba3
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SENSATA TECH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SENSATA TECH INC
Security Description
4.375% 15 Feb 2030
Maturity Date
2030-02-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
292000.00
Base Market Value
248544.56
Base Total Cost
292000
Base Unrealized Gain Loss
-43455.44
Base Accrued Interest
4826.11
Local Market Value
248544.56
Local Total Cost Amount
292000
Local Unrealized Gain Loss
-43455.44
Local Accrued Interest
4826.11
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Ba3
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SENSATA TECH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SENSATA TECH INC
Security Description
4.375% 15 Feb 2030
Maturity Date
2030-02-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
50000.00
Base Market Value
42559.00
Base Total Cost
48750
Base Unrealized Gain Loss
-6191
Base Accrued Interest
826.39
Local Market Value
42559
Local Total Cost Amount
48750
Local Unrealized Gain Loss
-6191
Local Accrued Interest
826.39
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Ba3
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SENSATA TECHNOLOGIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SENSATA TECHNOLOGIES INC
Security Description
3.75% 15 Feb 2031
Maturity Date
2031-02-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
1415000.00
Base Market Value
1134065.90
Base Total Cost
1322900
Base Unrealized Gain Loss
-188834.1
Base Accrued Interest
20045.84
Local Market Value
1134065.9
Local Total Cost Amount
1322900
Local Unrealized Gain Loss
-188834.1
Local Accrued Interest
20045.84
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
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: SENSATA TECHNOLOGIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SENSATA TECHNOLOGIES INC
Security Description
3.75% 15 Feb 2031
Maturity Date
2031-02-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
626000.00
Base Market Value
501713.96
Base Total Cost
582748.95
Base Unrealized Gain Loss
-81034.99
Base Accrued Interest
8868.34
Local Market Value
501713.96
Local Total Cost Amount
582748.95
Local Unrealized Gain Loss
-81034.99
Local Accrued Interest
8868.34
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
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: SENSATA TECHNOLOGIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SENSATA TECHNOLOGIES INC
Security Description
3.75% 15 Feb 2031
Maturity Date
2031-02-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
75000.00
Base Market Value
60109.50
Base Total Cost
72000
Base Unrealized Gain Loss
-11890.5
Base Accrued Interest
1062.5
Local Market Value
60109.5
Local Total Cost Amount
72000
Local Unrealized Gain Loss
-11890.5
Local Accrued Interest
1062.5
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
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: SEQUOIA MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SEQUOIA MORTGAGE TRUST
Security Description
1% 25 Jun 2049
Maturity Date
2049-06-25T00:00:00.000
Interest Rate
4
Original Face
425000
Shares Par Value
35223.21
Base Market Value
34767.53
Base Total Cost
36167.19
Base Unrealized Gain Loss
-1399.66
Base Accrued Interest
0
Local Market Value
34767.53
Local Total Cost Amount
36167.19
Local Unrealized Gain Loss
-1399.66
Local Accrued Interest
0
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
Moody S Quality Rating
Aaa
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: SERVICE CORP INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SERVICE CORP INTL
Security Description
4.625% 15 Dec 2027
Maturity Date
2027-12-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
75000.00
Base Market Value
70500.00
Base Total Cost
72187.5
Base Unrealized Gain Loss
-1687.5
Base Accrued Interest
154.17
Local Market Value
70500
Local Total Cost Amount
72187.5
Local Unrealized Gain Loss
-1687.5
Local Accrued Interest
154.17
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
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: SERVICE CORP INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SERVICE CORP INTL
Security Description
5.125% 01 Jun 2029
Maturity Date
2029-06-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
225000.00
Base Market Value
211992.75
Base Total Cost
225000
Base Unrealized Gain Loss
-13007.25
Base Accrued Interest
960.94
Local Market Value
211992.75
Local Total Cost Amount
225000
Local Unrealized Gain Loss
-13007.25
Local Accrued Interest
960.94
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
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: SERVICE CORP INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SERVICE CORP INTL
Security Description
5.125% 01 Jun 2029
Maturity Date
2029-06-01T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
25000.00
Base Market Value
23554.75
Base Total Cost
25093.75
Base Unrealized Gain Loss
-1539
Base Accrued Interest
106.77
Local Market Value
23554.75
Local Total Cost Amount
25093.75
Local Unrealized Gain Loss
-1539
Local Accrued Interest
106.77
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
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: SERVICE CORP INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SERVICE CORP INTL
Security Description
3.375% 15 Aug 2030
Maturity Date
2030-08-15T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
415000.00
Base Market Value
339781.25
Base Total Cost
414000
Base Unrealized Gain Loss
-74218.75
Base Accrued Interest
5291.25
Local Market Value
339781.25
Local Total Cost Amount
414000
Local Unrealized Gain Loss
-74218.75
Local Accrued Interest
5291.25
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
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: SERVICE CORP INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SERVICE CORP INTL
Security Description
3.375% 15 Aug 2030
Maturity Date
2030-08-15T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
175000.00
Base Market Value
143281.25
Base Total Cost
161812.5
Base Unrealized Gain Loss
-18531.25
Base Accrued Interest
2231.25
Local Market Value
143281.25
Local Total Cost Amount
161812.5
Local Unrealized Gain Loss
-18531.25
Local Accrued Interest
2231.25
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
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: SERVICE CORP INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SERVICE CORP INTL
Security Description
4% 15 May 2031
Interest Rate
4
Original Face
0
Shares Par Value
850000.00
Base Market Value
725687.50
Base Total Cost
850000
Base Unrealized Gain Loss
-124312.5
Base Accrued Interest
4344.44
Local Market Value
725687.5
Local Total Cost Amount
850000
Local Unrealized Gain Loss
-124312.5
Local Accrued Interest
4344.44
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
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: SERVICE CORP INTL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SERVICE CORP INTL
Security Description
4% 15 May 2031
Maturity Date
2031-05-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
475000.00
Base Market Value
405531.25
Base Total Cost
467500
Base Unrealized Gain Loss
-61968.75
Base Accrued Interest
2427.79
Local Market Value
405531.25
Local Total Cost Amount
467500
Local Unrealized Gain Loss
-61968.75
Local Accrued Interest
2427.79
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
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: TERMINIX CO LLC/THE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TERMINIX CO LLC/THE
Security Description
7.45% 15 Aug 2027
Maturity Date
2027-08-15T00:00:00.000
Interest Rate
7.45
Original Face
0
Shares Par Value
1673000.00
Base Market Value
1865395.00
Base Total Cost
1768379.02
Base Unrealized Gain Loss
97015.98
Base Accrued Interest
47085.65
Local Market Value
1865395
Local Total Cost Amount
1768379.02
Local Unrealized Gain Loss
97015.98
Local Accrued Interest
47085.65
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
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: SERVICE PROPERTIES TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SERVICE PROPERTIES TRUST
Security Description
7.5% 15 Sep 2025
Maturity Date
2025-09-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
1130000.00
Base Market Value
1035362.50
Base Total Cost
1185788.75
Base Unrealized Gain Loss
-150426.25
Base Accrued Interest
24954.17
Local Market Value
1035362.5
Local Total Cost Amount
1185788.75
Local Unrealized Gain Loss
-150426.25
Local Accrued Interest
24954.17
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
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: SERVICE PROPERTIES TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SERVICE PROPERTIES TRUST
Security Description
7.5% 15 Sep 2025
Maturity Date
2025-09-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
351000.00
Base Market Value
321603.75
Base Total Cost
358136.04
Base Unrealized Gain Loss
-36532.29
Base Accrued Interest
7751.25
Local Market Value
321603.75
Local Total Cost Amount
358136.04
Local Unrealized Gain Loss
-36532.29
Local Accrued Interest
7751.25
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
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: SERVICE PROPERTIES TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SERVICE PROPERTIES TRUST
Security Description
7.5% 15 Sep 2025
Maturity Date
2025-09-15T00:00:00.000
Interest Rate
7.5
Original Face
0
Shares Par Value
125000.00
Base Market Value
114531.25
Base Total Cost
125397.73
Base Unrealized Gain Loss
-10866.48
Base Accrued Interest
2760.41
Local Market Value
114531.25
Local Total Cost Amount
125397.73
Local Unrealized Gain Loss
-10866.48
Local Accrued Interest
2760.41
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: SERVICE PROPERTIES TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SERVICE PROPERTIES TRUST
Security Description
5.5% 15 Dec 2027
Maturity Date
2027-12-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1393000.00
Base Market Value
1128330.00
Base Total Cost
1457935
Base Unrealized Gain Loss
-329605
Base Accrued Interest
3405.11
Local Market Value
1128330
Local Total Cost Amount
1457935
Local Unrealized Gain Loss
-329605
Local Accrued Interest
3405.11
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
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: SERVICE PROPERTIES TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SERVICE PROPERTIES TRUST
Security Description
5.5% 15 Dec 2027
Maturity Date
2027-12-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
175000.00
Base Market Value
141750.00
Base Total Cost
176421.87
Base Unrealized Gain Loss
-34671.87
Base Accrued Interest
427.77
Local Market Value
141750
Local Total Cost Amount
176421.87
Local Unrealized Gain Loss
-34671.87
Local Accrued Interest
427.77
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
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: SERVICE PROPERTIES TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SERVICE PROPERTIES TRUST
Security Description
5.5% 15 Dec 2027
Maturity Date
2027-12-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
167000.00
Base Market Value
135270.00
Base Total Cost
167000
Base Unrealized Gain Loss
-31730
Base Accrued Interest
408.22
Local Market Value
135270
Local Total Cost Amount
167000
Local Unrealized Gain Loss
-31730
Local Accrued Interest
408.22
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
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: SHEA HOMES LP/FNDG CP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SHEA HOMES LP/FNDG CP
Security Description
4.75% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
650000.00
Base Market Value
522190.50
Base Total Cost
624262.5
Base Unrealized Gain Loss
-102072
Base Accrued Interest
11663.88
Local Market Value
522190.5
Local Total Cost Amount
624262.5
Local Unrealized Gain Loss
-102072
Local Accrued Interest
11663.88
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: SHEA HOMES LP/FNDG CP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SHEA HOMES LP/FNDG CP
Security Description
4.75% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
745000.00
Base Market Value
598510.65
Base Total Cost
774293.75
Base Unrealized Gain Loss
-175783.1
Base Accrued Interest
13368.6
Local Market Value
598510.65
Local Total Cost Amount
774293.75
Local Unrealized Gain Loss
-175783.1
Local Accrued Interest
13368.6
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: SHEA HOMES LP/FNDG CP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SHEA HOMES LP/FNDG CP
Security Description
4.75% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
800000.00
Base Market Value
642696.00
Base Total Cost
788388.75
Base Unrealized Gain Loss
-145692.75
Base Accrued Interest
14355.55
Local Market Value
642696
Local Total Cost Amount
788388.75
Local Unrealized Gain Loss
-145692.75
Local Accrued Interest
14355.55
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
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: SHEA HOMES LP/FNDG CP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SHEA HOMES LP/FNDG CP
Security Description
4.75% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
225000.00
Base Market Value
180758.25
Base Total Cost
225656.25
Base Unrealized Gain Loss
-44898
Base Accrued Interest
4037.5
Local Market Value
180758.25
Local Total Cost Amount
225656.25
Local Unrealized Gain Loss
-44898
Local Accrued Interest
4037.5
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: SHEA HOMES LP/FNDG CP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SHEA HOMES LP/FNDG CP
Security Description
4.75% 01 Apr 2029
Maturity Date
2029-04-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
570000.00
Base Market Value
446840.10
Base Total Cost
570000
Base Unrealized Gain Loss
-123159.9
Base Accrued Interest
6768.75
Local Market Value
446840.1
Local Total Cost Amount
570000
Local Unrealized Gain Loss
-123159.9
Local Accrued Interest
6768.75
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
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: SHEA HOMES LP/FNDG CP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SHEA HOMES LP/FNDG CP
Security Description
4.75% 01 Apr 2029
Maturity Date
2029-04-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
500000.00
Base Market Value
391965.00
Base Total Cost
504887.5
Base Unrealized Gain Loss
-112922.5
Base Accrued Interest
5937.49
Local Market Value
391965
Local Total Cost Amount
504887.5
Local Unrealized Gain Loss
-112922.5
Local Accrued Interest
5937.49
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
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: SHEA HOMES LP/FNDG CP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SHEA HOMES LP/FNDG CP
Security Description
4.75% 01 Apr 2029
Maturity Date
2029-04-01T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
200000.00
Base Market Value
156786.00
Base Total Cost
200437.5
Base Unrealized Gain Loss
-43651.5
Base Accrued Interest
2374.99
Local Market Value
156786
Local Total Cost Amount
200437.5
Local Unrealized Gain Loss
-43651.5
Local Accrued Interest
2374.99
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: SHELF DRILL HOLD LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SHELF DRILL HOLD LTD
Security Description
8.25% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
770000.00
Base Market Value
600600.00
Base Total Cost
779625
Base Unrealized Gain Loss
-179025
Base Accrued Interest
23998.33
Local Market Value
600600
Local Total Cost Amount
779625
Local Unrealized Gain Loss
-179025
Local Accrued Interest
23998.33
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
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: SHELF DRILL HOLD LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SHELF DRILL HOLD LTD
Security Description
8.25% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
8.25
Original Face
0
Shares Par Value
400000.00
Base Market Value
312000.00
Base Total Cost
382550
Base Unrealized Gain Loss
-70550
Base Accrued Interest
12466.67
Local Market Value
312000
Local Total Cost Amount
382550
Local Unrealized Gain Loss
-70550
Local Accrued Interest
12466.67
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
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: SHELF DRILL HOLD LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SHELF DRILL HOLD LTD
Security Description
8.875% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
8.875
Original Face
0
Shares Par Value
221000.00
Base Market Value
215475.00
Base Total Cost
216761.22
Base Unrealized Gain Loss
-1286.22
Base Accrued Interest
2506.2
Local Market Value
215475
Local Total Cost Amount
216761.22
Local Unrealized Gain Loss
-1286.22
Local Accrued Interest
2506.2
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
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: SHELF DRILL HOLD LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SHELF DRILL HOLD LTD
Security Description
8.875% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
8.875
Original Face
0
Shares Par Value
225000.00
Base Market Value
219375.00
Base Total Cost
220684.5
Base Unrealized Gain Loss
-1309.5
Base Accrued Interest
2551.56
Local Market Value
219375
Local Total Cost Amount
220684.5
Local Unrealized Gain Loss
-1309.5
Local Accrued Interest
2551.56
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
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: SHERWIN WILLIAMS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SHERWIN WILLIAMS CO
Security Description
3.45% 01 Aug 2025
Maturity Date
2025-08-01T00:00:00.000
Interest Rate
3.45
Original Face
0
Shares Par Value
35000.00
Base Market Value
34238.05
Base Total Cost
37718.8
Base Unrealized Gain Loss
-3480.75
Base Accrued Interest
503.12
Local Market Value
34238.05
Local Total Cost Amount
37718.8
Local Unrealized Gain Loss
-3480.75
Local Accrued Interest
503.12
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
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: SHERWIN WILLIAMS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SHERWIN WILLIAMS CO
Security Description
2.95% 15 Aug 2029
Maturity Date
2029-08-15T00:00:00.000
Interest Rate
2.95
Original Face
0
Shares Par Value
8625000.00
Base Market Value
7716442.50
Base Total Cost
7948301.65
Base Unrealized Gain Loss
-231859.15
Base Accrued Interest
96120.83
Local Market Value
7716442.5
Local Total Cost Amount
7948301.65
Local Unrealized Gain Loss
-231859.15
Local Accrued Interest
96120.83
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: SHERWIN WILLIAMS CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SHERWIN WILLIAMS CO
Security Description
2.3% 15 May 2030
Maturity Date
2030-05-15T00:00:00.000
Interest Rate
2.3
Original Face
0
Shares Par Value
305000.00
Base Market Value
257389.50
Base Total Cost
263459
Base Unrealized Gain Loss
-6069.5
Base Accrued Interest
896.36
Local Market Value
257389.5
Local Total Cost Amount
263459
Local Unrealized Gain Loss
-6069.5
Local Accrued Interest
896.36
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: SHIFT4 PAYMENTS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SHIFT4 PAYMENTS INC
Security Description
0.01% 15 Dec 2025
Maturity Date
2025-12-15T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
4562000.00
Base Market Value
3656443.00
Base Total Cost
4483127.58
Base Unrealized Gain Loss
-826684.58
Base Accrued Interest
0
Local Market Value
3656443
Local Total Cost Amount
4483127.58
Local Unrealized Gain Loss
-826684.58
Local Accrued Interest
0
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: SHIFT4 PAYMENTS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SHIFT4 PAYMENTS INC
Security Description
0.5% 01 Aug 2027
Maturity Date
2027-08-01T00:00:00.000
Interest Rate
0.5
Original Face
0
Shares Par Value
11539000.00
Base Market Value
8048452.50
Base Total Cost
11029464.18
Base Unrealized Gain Loss
-2981011.68
Base Accrued Interest
24039.58
Local Market Value
8048452.5
Local Total Cost Amount
11029464.18
Local Unrealized Gain Loss
-2981011.68
Local Accrued Interest
24039.58
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: SHIFT4 PAYMENTS LLC/FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SHIFT4 PAYMENTS LLC/FIN
Security Description
4.625% 01 Nov 2026
Maturity Date
2026-11-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
707000.00
Base Market Value
625687.93
Base Total Cost
737355.49
Base Unrealized Gain Loss
-111667.56
Base Accrued Interest
5449.79
Local Market Value
625687.93
Local Total Cost Amount
737355.49
Local Unrealized Gain Loss
-111667.56
Local Accrued Interest
5449.79
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
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: SHIRE ACQ INV IRELAND DA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SHIRE ACQ INV IRELAND DA
Security Description
3.2% 23 Sep 2026
Maturity Date
2026-09-23T00:00:00.000
Interest Rate
3.2
Original Face
0
Shares Par Value
3735000.00
Base Market Value
3587355.45
Base Total Cost
4047208.65
Base Unrealized Gain Loss
-459853.2
Base Accrued Interest
32536
Local Market Value
3587355.45
Local Total Cost Amount
4047208.65
Local Unrealized Gain Loss
-459853.2
Local Accrued Interest
32536
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
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: SHOPIFY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SHOPIFY INC
Security Description
0.125% 01 Nov 2025
Maturity Date
2025-11-01T00:00:00.000
Interest Rate
0.125
Original Face
0
Shares Par Value
235000.00
Base Market Value
195637.50
Base Total Cost
200547.82
Base Unrealized Gain Loss
-4910.32
Base Accrued Interest
48.96
Local Market Value
195637.5
Local Total Cost Amount
200547.82
Local Unrealized Gain Loss
-4910.32
Local Accrued Interest
48.96
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: SHOPIFY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SHOPIFY INC
Security Description
0.125% 01 Nov 2025
Maturity Date
2025-11-01T00:00:00.000
Interest Rate
0.125
Original Face
0
Shares Par Value
9890000.00
Base Market Value
8233425.00
Base Total Cost
9457555.67
Base Unrealized Gain Loss
-1224130.67
Base Accrued Interest
2060.4
Local Market Value
8233425
Local Total Cost Amount
9457555.67
Local Unrealized Gain Loss
-1224130.67
Local Accrued Interest
2060.4
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: SIGNAL PARENT INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SIGNAL PARENT INC
Security Description
1% 03 Apr 2028
Maturity Date
2028-04-03T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
826650.00
Base Market Value
650296.62
Base Total Cost
810117
Base Unrealized Gain Loss
-159820.38
Base Accrued Interest
0
Local Market Value
650296.62
Local Total Cost Amount
810117
Local Unrealized Gain Loss
-159820.38
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: SIGNATURE BANK NEW YORK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SIGNATURE BANK NEW YORK
Security Description
1% 15 Oct 2030
Maturity Date
2030-10-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
3838000.00
Base Market Value
3704322.46
Base Total Cost
4135445
Base Unrealized Gain Loss
-431122.54
Base Accrued Interest
32409.78
Local Market Value
3704322.46
Local Total Cost Amount
4135445
Local Unrealized Gain Loss
-431122.54
Local Accrued Interest
32409.78
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
Baa2
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: SIMMONS FOOD INC/SIMMONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SIMMONS FOOD INC/SIMMONS
Security Description
4.625% 01 Mar 2029
Maturity Date
2029-03-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
750000.00
Base Market Value
634050.00
Base Total Cost
749712.5
Base Unrealized Gain Loss
-115662.5
Base Accrued Interest
11562.49
Local Market Value
634050
Local Total Cost Amount
749712.5
Local Unrealized Gain Loss
-115662.5
Local Accrued Interest
11562.49
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
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: SIMMONS FOOD INC/SIMMONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SIMMONS FOOD INC/SIMMONS
Security Description
4.625% 01 Mar 2029
Maturity Date
2029-03-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
400000.00
Base Market Value
338160.00
Base Total Cost
401500
Base Unrealized Gain Loss
-63340
Base Accrued Interest
6166.66
Local Market Value
338160
Local Total Cost Amount
401500
Local Unrealized Gain Loss
-63340
Local Accrued Interest
6166.66
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
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