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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: CALIFORNIA ST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALIFORNIA ST
Security Description
7.5% 01 Apr 2034
Interest Rate
7.5
Original Face
0
Shares Par Value
100000.00
Base Market Value
128349.00
Base Total Cost
158012
Base Unrealized Gain Loss
-29663
Base Accrued Interest
1875
Local Market Value
128349
Local Total Cost Amount
158012
Local Unrealized Gain Loss
-29663
Local Accrued Interest
1875
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
MUNICIPALS
Major Industry Name
MUNICIPAL
Minor Industry Name
MUNICIPAL
Moody S Quality Rating
Aa2
S And P Quality Rating
AA-
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: CALIFORNIA ST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALIFORNIA ST
Security Description
7.55% 01 Apr 2039
Interest Rate
7.55
Original Face
0
Shares Par Value
165000.00
Base Market Value
223820.85
Base Total Cost
278528.25
Base Unrealized Gain Loss
-54707.4
Base Accrued Interest
3114.37
Local Market Value
223820.85
Local Total Cost Amount
278528.25
Local Unrealized Gain Loss
-54707.4
Local Accrued Interest
3114.37
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
MUNICIPALS
Major Industry Name
MUNICIPAL
Minor Industry Name
MUNICIPAL
Moody S Quality Rating
Aa2
S And P Quality Rating
AA-
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: CALIFORNIA ST PUBLIC WKS BRD L
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALIFORNIA ST PUBLIC WKS BRD L
Security Description
8.361% 01 Oct 2034
Interest Rate
8.361
Original Face
45000
Shares Par Value
45000.00
Base Market Value
60503.40
Base Total Cost
70028.55
Base Unrealized Gain Loss
-9525.15
Base Accrued Interest
940.61
Local Market Value
60503.4
Local Total Cost Amount
70028.55
Local Unrealized Gain Loss
-9525.15
Local Accrued Interest
940.61
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
MUNICIPALS
Major Industry Name
MUNICIPAL
Minor Industry Name
MUNICIPAL
Moody S Quality Rating
Aa3
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: CALIFORNIA ST UNIV REVENUE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALIFORNIA ST UNIV REVENUE
Security Description
2.975% 01 Nov 2051
Maturity Date
2051-11-01T00:00:00.000
Interest Rate
2.975
Original Face
75000
Shares Par Value
75000.00
Base Market Value
59074.50
Base Total Cost
75279
Base Unrealized Gain Loss
-16204.5
Base Accrued Interest
371.87
Local Market Value
59074.5
Local Total Cost Amount
75279
Local Unrealized Gain Loss
-16204.5
Local Accrued Interest
371.87
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
MUNICIPALS
Major Industry Name
MUNICIPAL
Minor Industry Name
MUNICIPAL
Moody S Quality Rating
Aa2
S And P Quality Rating
AA-
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: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
4.5% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
305000.00
Base Market Value
276903.40
Base Total Cost
312231.25
Base Unrealized Gain Loss
-35327.85
Base Accrued Interest
5185
Local Market Value
276903.4
Local Total Cost Amount
312231.25
Local Unrealized Gain Loss
-35327.85
Local Accrued Interest
5185
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: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
4.5% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1345000.00
Base Market Value
1221098.60
Base Total Cost
1346364.85
Base Unrealized Gain Loss
-125266.25
Base Accrued Interest
22865
Local Market Value
1221098.6
Local Total Cost Amount
1346364.85
Local Unrealized Gain Loss
-125266.25
Local Accrued Interest
22865
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: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
4.5% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
1782000.00
Base Market Value
1617842.16
Base Total Cost
1782000
Base Unrealized Gain Loss
-164157.84
Base Accrued Interest
30294
Local Market Value
1617842.16
Local Total Cost Amount
1782000
Local Unrealized Gain Loss
-164157.84
Local Accrued Interest
30294
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: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
4.5% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
514000.00
Base Market Value
466650.32
Base Total Cost
514000
Base Unrealized Gain Loss
-47349.68
Base Accrued Interest
8738
Local Market Value
466650.32
Local Total Cost Amount
514000
Local Unrealized Gain Loss
-47349.68
Local Accrued Interest
8738
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: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
4.5% 15 Feb 2028
Maturity Date
2028-02-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
450000.00
Base Market Value
408546.00
Base Total Cost
447218.75
Base Unrealized Gain Loss
-38672.75
Base Accrued Interest
7650
Local Market Value
408546
Local Total Cost Amount
447218.75
Local Unrealized Gain Loss
-38672.75
Local Accrued Interest
7650
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: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
5.125% 15 Mar 2028
Maturity Date
2028-03-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
2170000.00
Base Market Value
1910251.00
Base Total Cost
1966504.57
Base Unrealized Gain Loss
-56253.57
Base Accrued Interest
32745.88
Local Market Value
1910251
Local Total Cost Amount
1966504.57
Local Unrealized Gain Loss
-56253.57
Local Accrued Interest
32745.88
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
ELECTRIC/GAS
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: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
5.125% 15 Mar 2028
Maturity Date
2028-03-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
760000.00
Base Market Value
669028.00
Base Total Cost
762527.44
Base Unrealized Gain Loss
-93499.44
Base Accrued Interest
11468.6
Local Market Value
669028
Local Total Cost Amount
762527.44
Local Unrealized Gain Loss
-93499.44
Local Accrued Interest
11468.6
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
ELECTRIC/GAS
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: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
5.125% 15 Mar 2028
Maturity Date
2028-03-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
920000.00
Base Market Value
809876.00
Base Total Cost
932925
Base Unrealized Gain Loss
-123049
Base Accrued Interest
13883.06
Local Market Value
809876
Local Total Cost Amount
932925
Local Unrealized Gain Loss
-123049
Local Accrued Interest
13883.06
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
ELECTRIC/GAS
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: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
5.125% 15 Mar 2028
Maturity Date
2028-03-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
724000.00
Base Market Value
637337.20
Base Total Cost
724000
Base Unrealized Gain Loss
-86662.8
Base Accrued Interest
10925.36
Local Market Value
637337.2
Local Total Cost Amount
724000
Local Unrealized Gain Loss
-86662.8
Local Accrued Interest
10925.36
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
ELECTRIC/GAS
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: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
5.125% 15 Mar 2028
Maturity Date
2028-03-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
475000.00
Base Market Value
418142.50
Base Total Cost
476233.17
Base Unrealized Gain Loss
-58090.67
Base Accrued Interest
7167.88
Local Market Value
418142.5
Local Total Cost Amount
476233.17
Local Unrealized Gain Loss
-58090.67
Local Accrued Interest
7167.88
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
ELECTRIC/GAS
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: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
4.625% 01 Feb 2029
Maturity Date
2029-02-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
3050000.00
Base Market Value
2538423.50
Base Total Cost
3060420.75
Base Unrealized Gain Loss
-521997.25
Base Accrued Interest
58776.01
Local Market Value
2538423.5
Local Total Cost Amount
3060420.75
Local Unrealized Gain Loss
-521997.25
Local Accrued Interest
58776.01
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
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: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
4.625% 01 Feb 2029
Maturity Date
2029-02-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
330000.00
Base Market Value
274649.10
Base Total Cost
330000
Base Unrealized Gain Loss
-55350.9
Base Accrued Interest
6359.37
Local Market Value
274649.1
Local Total Cost Amount
330000
Local Unrealized Gain Loss
-55350.9
Local Accrued Interest
6359.37
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: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
4.625% 01 Feb 2029
Maturity Date
2029-02-01T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
125000.00
Base Market Value
104033.75
Base Total Cost
125156.25
Base Unrealized Gain Loss
-21122.5
Base Accrued Interest
2408.85
Local Market Value
104033.75
Local Total Cost Amount
125156.25
Local Unrealized Gain Loss
-21122.5
Local Accrued Interest
2408.85
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: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
5% 01 Feb 2031
Maturity Date
2031-02-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1460000.00
Base Market Value
1180307.80
Base Total Cost
1388606.25
Base Unrealized Gain Loss
-208298.45
Base Accrued Interest
30416.67
Local Market Value
1180307.8
Local Total Cost Amount
1388606.25
Local Unrealized Gain Loss
-208298.45
Local Accrued Interest
30416.67
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
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: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
5% 01 Feb 2031
Maturity Date
2031-02-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
2062000.00
Base Market Value
1666982.66
Base Total Cost
2067350
Base Unrealized Gain Loss
-400367.34
Base Accrued Interest
42958.33
Local Market Value
1666982.66
Local Total Cost Amount
2067350
Local Unrealized Gain Loss
-400367.34
Local Accrued Interest
42958.33
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
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: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
5% 01 Feb 2031
Maturity Date
2031-02-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
440000.00
Base Market Value
355709.20
Base Total Cost
440000
Base Unrealized Gain Loss
-84290.8
Base Accrued Interest
9166.67
Local Market Value
355709.2
Local Total Cost Amount
440000
Local Unrealized Gain Loss
-84290.8
Local Accrued Interest
9166.67
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
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: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
5% 01 Feb 2031
Maturity Date
2031-02-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
100000.00
Base Market Value
80843.00
Base Total Cost
100000
Base Unrealized Gain Loss
-19157
Base Accrued Interest
2083.33
Local Market Value
80843
Local Total Cost Amount
100000
Local Unrealized Gain Loss
-19157
Local Accrued Interest
2083.33
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
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: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
5% 01 Feb 2031
Maturity Date
2031-02-01T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
1624000.00
Base Market Value
1312890.32
Base Total Cost
1500217.5
Base Unrealized Gain Loss
-187327.18
Base Accrued Interest
33833.34
Local Market Value
1312890.32
Local Total Cost Amount
1500217.5
Local Unrealized Gain Loss
-187327.18
Local Accrued Interest
33833.34
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: CALPINE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALPINE CORP
Security Description
3.75% 01 Mar 2031
Maturity Date
2031-03-01T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
1715000.00
Base Market Value
1394981.00
Base Total Cost
1616388.14
Base Unrealized Gain Loss
-221407.14
Base Accrued Interest
21437.5
Local Market Value
1394981
Local Total Cost Amount
1616388.14
Local Unrealized Gain Loss
-221407.14
Local Accrued Interest
21437.5
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
BB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CAMDEN PROPERTY TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAMDEN PROPERTY TRUST
Security Description
2.8% 15 May 2030
Maturity Date
2030-05-15T00:00:00.000
Interest Rate
2.8
Original Face
0
Shares Par Value
1419000.00
Base Market Value
1252579.68
Base Total Cost
1280306.94
Base Unrealized Gain Loss
-27727.26
Base Accrued Interest
5076.87
Local Market Value
1252579.68
Local Total Cost Amount
1280306.94
Local Unrealized Gain Loss
-27727.26
Local Accrued Interest
5076.87
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CAMELOT FINANCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAMELOT FINANCE SA
Security Description
4.5% 01 Nov 2026
Maturity Date
2026-11-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
350000.00
Base Market Value
319235.00
Base Total Cost
352912.5
Base Unrealized Gain Loss
-33677.5
Base Accrued Interest
2625
Local Market Value
319235
Local Total Cost Amount
352912.5
Local Unrealized Gain Loss
-33677.5
Local Accrued Interest
2625
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
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: CAMELOT FINANCE SA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAMELOT FINANCE SA
Security Description
4.5% 01 Nov 2026
Maturity Date
2026-11-01T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
400000.00
Base Market Value
364840.00
Base Total Cost
411315.79
Base Unrealized Gain Loss
-46475.79
Base Accrued Interest
3000
Local Market Value
364840
Local Total Cost Amount
411315.79
Local Unrealized Gain Loss
-46475.79
Local Accrued Interest
3000
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
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: CAMERON LNG LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAMERON LNG LLC
Security Description
2.902% 15 Jul 2031
Maturity Date
2031-07-15T00:00:00.000
Interest Rate
2.902
Original Face
0
Shares Par Value
889000.00
Base Market Value
782888.96
Base Total Cost
938970.69
Base Unrealized Gain Loss
-156081.73
Base Accrued Interest
11896.1
Local Market Value
782888.96
Local Total Cost Amount
938970.69
Local Unrealized Gain Loss
-156081.73
Local Accrued Interest
11896.1
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
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: CAMERON LNG LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAMERON LNG LLC
Security Description
3.302% 15 Jan 2035
Maturity Date
2035-01-15T00:00:00.000
Interest Rate
3.302
Original Face
0
Shares Par Value
485000.00
Base Market Value
415024.20
Base Total Cost
517334.95
Base Unrealized Gain Loss
-102310.75
Base Accrued Interest
7384.55
Local Market Value
415024.2
Local Total Cost Amount
517334.95
Local Unrealized Gain Loss
-102310.75
Local Accrued Interest
7384.55
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
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: CANADIAN IMPERIAL BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CANADIAN IMPERIAL BANK
Security Description
2.25% 28 Jan 2025
Maturity Date
2025-01-28T00:00:00.000
Interest Rate
2.25
Original Face
0
Shares Par Value
932000.00
Base Market Value
893405.88
Base Total Cost
974374.56
Base Unrealized Gain Loss
-80968.68
Base Accrued Interest
8912.25
Local Market Value
893405.88
Local Total Cost Amount
974374.56
Local Unrealized Gain Loss
-80968.68
Local Accrued Interest
8912.25
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
CANADIAN
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: CANADIAN IMPERIAL BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CANADIAN IMPERIAL BANK
Security Description
0.95% 23 Oct 2025
Maturity Date
2025-10-23T00:00:00.000
Interest Rate
0.95
Original Face
0
Shares Par Value
1223000.00
Base Market Value
1103146.00
Base Total Cost
1221507.94
Base Unrealized Gain Loss
-118361.94
Base Accrued Interest
2194.61
Local Market Value
1103146
Local Total Cost Amount
1221507.94
Local Unrealized Gain Loss
-118361.94
Local Accrued Interest
2194.61
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
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: CANADIAN IMPERIAL BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CANADIAN IMPERIAL BANK
Security Description
3.3% 07 Apr 2025
Maturity Date
2025-04-07T00:00:00.000
Interest Rate
3.3
Original Face
0
Shares Par Value
3706000.00
Base Market Value
3634548.32
Base Total Cost
3696697.51
Base Unrealized Gain Loss
-62149.19
Base Accrued Interest
28536.2
Local Market Value
3634548.32
Local Total Cost Amount
3696697.51
Local Unrealized Gain Loss
-62149.19
Local Accrued Interest
28536.2
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
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: CANADIAN IMPERIAL BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CANADIAN IMPERIAL BANK
Security Description
3.6% 07 Apr 2032
Maturity Date
2032-04-07T00:00:00.000
Interest Rate
3.6
Original Face
0
Shares Par Value
403000.00
Base Market Value
365823.25
Base Total Cost
400690.25
Base Unrealized Gain Loss
-34867
Base Accrued Interest
3385.19
Local Market Value
365823.25
Local Total Cost Amount
400690.25
Local Unrealized Gain Loss
-34867
Local Accrued Interest
3385.19
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
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: CANADIAN NATL RAILWAY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CANADIAN NATL RAILWAY
Security Description
2.95% 21 Nov 2024
Maturity Date
2024-11-21T00:00:00.000
Interest Rate
2.95
Original Face
0
Shares Par Value
2215000.00
Base Market Value
2169725.40
Base Total Cost
2353393.2
Base Unrealized Gain Loss
-183667.8
Base Accrued Interest
7260.28
Local Market Value
2169725.4
Local Total Cost Amount
2353393.2
Local Unrealized Gain Loss
-183667.8
Local Accrued Interest
7260.28
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
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: CANADIAN PACIFIC RAILWAY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CANADIAN PACIFIC RAILWAY
Security Description
1.35% 02 Dec 2024
Maturity Date
2024-12-02T00:00:00.000
Interest Rate
1.35
Original Face
0
Shares Par Value
2221000.00
Base Market Value
2089294.70
Base Total Cost
2218068.28
Base Unrealized Gain Loss
-128773.58
Base Accrued Interest
2415.34
Local Market Value
2089294.7
Local Total Cost Amount
2218068.28
Local Unrealized Gain Loss
-128773.58
Local Accrued Interest
2415.34
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
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: CANADIAN PACIFIC RAILWAY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CANADIAN PACIFIC RAILWAY
Security Description
3% 02 Dec 2041
Maturity Date
2041-12-02T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
439000.00
Base Market Value
343385.80
Base Total Cost
436708.42
Base Unrealized Gain Loss
-93322.62
Base Accrued Interest
1060.92
Local Market Value
343385.8
Local Total Cost Amount
436708.42
Local Unrealized Gain Loss
-93322.62
Local Accrued Interest
1060.92
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
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: CANADIAN PACIFIC RAILWAY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CANADIAN PACIFIC RAILWAY
Security Description
3.1% 02 Dec 2051
Maturity Date
2051-12-02T00:00:00.000
Interest Rate
3.1
Original Face
0
Shares Par Value
175000.00
Base Market Value
128899.75
Base Total Cost
175526.3
Base Unrealized Gain Loss
-46626.55
Base Accrued Interest
437.01
Local Market Value
128899.75
Local Total Cost Amount
175526.3
Local Unrealized Gain Loss
-46626.55
Local Accrued Interest
437.01
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
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: CANADIAN PACIFIC RAILWAY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CANADIAN PACIFIC RAILWAY
Security Description
3.1% 02 Dec 2051
Maturity Date
2051-12-02T00:00:00.000
Interest Rate
3.1
Original Face
0
Shares Par Value
7440000.00
Base Market Value
5480080.80
Base Total Cost
7386729.6
Base Unrealized Gain Loss
-1906648.8
Base Accrued Interest
18579.33
Local Market Value
5480080.8
Local Total Cost Amount
7386729.6
Local Unrealized Gain Loss
-1906648.8
Local Accrued Interest
18579.33
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
CANADIAN
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: CANO HEALTH LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CANO HEALTH LLC
Security Description
6.25% 01 Oct 2028
Maturity Date
2028-10-01T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
1260000.00
Base Market Value
1030428.00
Base Total Cost
1256085
Base Unrealized Gain Loss
-225657
Base Accrued Interest
19687.49
Local Market Value
1030428
Local Total Cost Amount
1256085
Local Unrealized Gain Loss
-225657
Local Accrued Interest
19687.49
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
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: CANPACK SA/CANPACK US
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CANPACK SA/CANPACK US
Security Description
3.875% 15 Nov 2029
Maturity Date
2029-11-15T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
1125000.00
Base Market Value
877702.50
Base Total Cost
982602.5
Base Unrealized Gain Loss
-104900
Base Accrued Interest
5570.32
Local Market Value
877702.5
Local Total Cost Amount
982602.5
Local Unrealized Gain Loss
-104900
Local Accrued Interest
5570.32
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
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: CAPITAL ONE FINANCIAL CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAPITAL ONE FINANCIAL CO
Security Description
4.2% 29 Oct 2025
Maturity Date
2025-10-29T00:00:00.000
Interest Rate
4.2
Original Face
0
Shares Par Value
150000.00
Base Market Value
147996.00
Base Total Cost
157800.55
Base Unrealized Gain Loss
-9804.55
Base Accrued Interest
1084.99
Local Market Value
147996
Local Total Cost Amount
157800.55
Local Unrealized Gain Loss
-9804.55
Local Accrued Interest
1084.99
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
FINANCE
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: CAPITAL ONE FINANCIAL CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAPITAL ONE FINANCIAL CO
Security Description
4.2% 29 Oct 2025
Interest Rate
4.2
Original Face
0
Shares Par Value
9035000.00
Base Market Value
8914292.40
Base Total Cost
10240352.75
Base Unrealized Gain Loss
-1326060.35
Base Accrued Interest
65353.16
Local Market Value
8914292.4
Local Total Cost Amount
10240352.75
Local Unrealized Gain Loss
-1326060.35
Local Accrued Interest
65353.16
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
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: CAPITAL ONE FINANCIAL CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAPITAL ONE FINANCIAL CO
Security Description
3.75% 28 Jul 2026
Maturity Date
2026-07-28T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
419000.00
Base Market Value
400375.45
Base Total Cost
455604.79
Base Unrealized Gain Loss
-55229.34
Base Accrued Interest
6677.81
Local Market Value
400375.45
Local Total Cost Amount
455604.79
Local Unrealized Gain Loss
-55229.34
Local Accrued Interest
6677.81
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
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: CAPITAL ONE FINANCIAL CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAPITAL ONE FINANCIAL CO
Security Description
3.75% 09 Mar 2027
Maturity Date
2027-03-09T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
3615000.00
Base Market Value
3460205.70
Base Total Cost
3749956.61
Base Unrealized Gain Loss
-289750.91
Base Accrued Interest
42175
Local Market Value
3460205.7
Local Total Cost Amount
3749956.61
Local Unrealized Gain Loss
-289750.91
Local Accrued Interest
42175
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
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: CAPITAL ONE FINANCIAL CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAPITAL ONE FINANCIAL CO
Security Description
3.8% 31 Jan 2028
Maturity Date
2028-01-31T00:00:00.000
Interest Rate
3.8
Original Face
0
Shares Par Value
691000.00
Base Market Value
649940.78
Base Total Cost
764056.27
Base Unrealized Gain Loss
-114115.49
Base Accrued Interest
10940.83
Local Market Value
649940.78
Local Total Cost Amount
764056.27
Local Unrealized Gain Loss
-114115.49
Local Accrued Interest
10940.83
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
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: CAPITAL ONE FINANCIAL CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAPITAL ONE FINANCIAL CO
Security Description
3.8% 31 Jan 2028
Maturity Date
2028-01-31T00:00:00.000
Interest Rate
3.8
Original Face
0
Shares Par Value
6000000.00
Base Market Value
5643480.00
Base Total Cost
6700860
Base Unrealized Gain Loss
-1057380
Base Accrued Interest
95000
Local Market Value
5643480
Local Total Cost Amount
6700860
Local Unrealized Gain Loss
-1057380
Local Accrued Interest
95000
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
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: CAPITAL ONE FINANCIAL CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAPITAL ONE FINANCIAL CO
Security Description
3.9% 29 Jan 2024
Maturity Date
2024-01-29T00:00:00.000
Interest Rate
3.9
Original Face
0
Shares Par Value
479000.00
Base Market Value
478214.44
Base Total Cost
510930.14
Base Unrealized Gain Loss
-32715.7
Base Accrued Interest
7887.53
Local Market Value
478214.44
Local Total Cost Amount
510930.14
Local Unrealized Gain Loss
-32715.7
Local Accrued Interest
7887.53
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
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: CAPITAL ONE FINANCIAL CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAPITAL ONE FINANCIAL CO
Security Description
1% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
3.95
Original Face
0
Shares Par Value
5495000.00
Base Market Value
4409737.50
Base Total Cost
5478212.08
Base Unrealized Gain Loss
-1068474.58
Base Accrued Interest
18087.7
Local Market Value
4409737.5
Local Total Cost Amount
5478212.08
Local Unrealized Gain Loss
-1068474.58
Local Accrued Interest
18087.7
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
Baa3
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: CAPITAL ONE FINANCIAL CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAPITAL ONE FINANCIAL CO
Security Description
1% 29 Jul 2032
Maturity Date
2032-07-29T00:00:00.000
Interest Rate
2.359
Original Face
0
Shares Par Value
13510000.00
Base Market Value
10304482.30
Base Total Cost
13510000
Base Unrealized Gain Loss
-3205517.7
Base Accrued Interest
134562.6
Local Market Value
10304482.3
Local Total Cost Amount
13510000
Local Unrealized Gain Loss
-3205517.7
Local Accrued Interest
134562.6
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
FINANCE
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: CAPITAL ONE FINANCIAL CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAPITAL ONE FINANCIAL CO
Security Description
1% 03 Mar 2026
Maturity Date
2026-03-03T00:00:00.000
Interest Rate
2.636
Original Face
0
Shares Par Value
882000.00
Base Market Value
832757.94
Base Total Cost
882000
Base Unrealized Gain Loss
-49242.06
Base Accrued Interest
7620.67
Local Market Value
832757.94
Local Total Cost Amount
882000
Local Unrealized Gain Loss
-49242.06
Local Accrued Interest
7620.67
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
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: CAPITAL ONE FINANCIAL CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAPITAL ONE FINANCIAL CO
Security Description
1% 01 Mar 2030
Maturity Date
2030-03-01T00:00:00.000
Interest Rate
3.273
Original Face
0
Shares Par Value
945000.00
Base Market Value
836287.20
Base Total Cost
945000
Base Unrealized Gain Loss
-108712.8
Base Accrued Interest
10138.12
Local Market Value
836287.2
Local Total Cost Amount
945000
Local Unrealized Gain Loss
-108712.8
Local Accrued Interest
10138.12
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
Baa1
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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