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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: IRON MOUNTAIN INFO MGMT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IRON MOUNTAIN INFO MGMT
Security Description
5% 15 Jul 2032
Maturity Date
2032-07-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
775000.00
Base Market Value
625510.25
Base Total Cost
772406.26
Base Unrealized Gain Loss
-146896.01
Base Accrued Interest
4951.38
Local Market Value
625510.25
Local Total Cost Amount
772406.26
Local Unrealized Gain Loss
-146896.01
Local Accrued Interest
4951.38
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
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: ISRAEL ST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ISRAEL ST
Security Description
0.62% 01 Feb 2023
Maturity Date
2023-02-01T00:00:00.000
Interest Rate
0.62
Original Face
0
Shares Par Value
11000000.00
Base Market Value
10838410.00
Base Total Cost
11000000
Base Unrealized Gain Loss
-161590
Base Accrued Interest
11366.67
Local Market Value
10838410
Local Total Cost Amount
11000000
Local Unrealized Gain Loss
-161590
Local Accrued Interest
11366.67
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
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: ITALY GOV T INT BOND
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ITALY GOV T INT BOND
Security Description
2.875% 17 Oct 2029
Maturity Date
2029-10-17T00:00:00.000
Interest Rate
2.875
Original Face
0
Shares Par Value
1900000.00
Base Market Value
1667459.00
Base Total Cost
2015064
Base Unrealized Gain Loss
-347605
Base Accrued Interest
11228.47
Local Market Value
1667459
Local Total Cost Amount
2015064
Local Unrealized Gain Loss
-347605
Local Accrued Interest
11228.47
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Baa3u
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: ITRON INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ITRON INC
Security Description
0.01% 15 Mar 2026
Maturity Date
2026-03-15T00:00:00.000
Interest Rate
0.01
Original Face
0
Shares Par Value
8821000.00
Base Market Value
6990642.50
Base Total Cost
8304640.9
Base Unrealized Gain Loss
-1313998.4
Base Accrued Interest
0
Local Market Value
6990642.5
Local Total Cost Amount
8304640.9
Local Unrealized Gain Loss
-1313998.4
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: JBS USA/FOOD/FINANCE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JBS USA/FOOD/FINANCE
Security Description
5.5% 15 Jan 2030
Maturity Date
2030-01-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1076000.00
Base Market Value
1018218.80
Base Total Cost
1141186.33
Base Unrealized Gain Loss
-122967.53
Base Accrued Interest
27288.56
Local Market Value
1018218.8
Local Total Cost Amount
1141186.33
Local Unrealized Gain Loss
-122967.53
Local Accrued Interest
27288.56
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
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: JP MORGAN MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JP MORGAN MORTGAGE TRUST
Security Description
1% 25 Aug 2050
Maturity Date
2050-08-25T00:00:00.000
Interest Rate
1.83571
Original Face
2700000
Shares Par Value
649985.29
Base Market Value
621355.39
Base Total Cost
650594.65
Base Unrealized Gain Loss
-29239.26
Base Accrued Interest
198.86
Local Market Value
621355.39
Local Total Cost Amount
650594.65
Local Unrealized Gain Loss
-29239.26
Local Accrued Interest
198.86
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: JP MORGAN CHASE COMMERCIAL MOR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JP MORGAN CHASE COMMERCIAL MOR
Security Description
1.973% 05 Jan 2040
Maturity Date
2040-01-05T00:00:00.000
Interest Rate
1.97387
Original Face
2470000
Shares Par Value
2470000.00
Base Market Value
2116199.92
Base Total Cost
2544098.39
Base Unrealized Gain Loss
-427898.47
Base Accrued Interest
0
Local Market Value
2116199.92
Local Total Cost Amount
2544098.39
Local Unrealized Gain Loss
-427898.47
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: JP MORGAN MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JP MORGAN MORTGAGE TRUST
Security Description
1% 25 Nov 2051
Maturity Date
2051-11-25T00:00:00.000
Interest Rate
1.23446
Original Face
5600000
Shares Par Value
4927586.48
Base Market Value
4515754.08
Base Total Cost
4927477.47
Base Unrealized Gain Loss
-411723.39
Base Accrued Interest
1013.82
Local Market Value
4515754.08
Local Total Cost Amount
4927477.47
Local Unrealized Gain Loss
-411723.39
Local Accrued Interest
1013.82
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: JP MORGAN MORTGAGE TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JP MORGAN MORTGAGE TRUST
Security Description
1% 25 Feb 2052
Maturity Date
2052-02-25T00:00:00.000
Interest Rate
1.77566
Original Face
700000
Shares Par Value
613638.19
Base Market Value
570147.69
Base Total Cost
613638.13
Base Unrealized Gain Loss
-43490.44
Base Accrued Interest
181.6
Local Market Value
570147.69
Local Total Cost Amount
613638.13
Local Unrealized Gain Loss
-43490.44
Local Accrued Interest
181.6
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: JP MORGAN CHASE COMMERCIAL MOR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JP MORGAN CHASE COMMERCIAL MOR
Security Description
1% 15 Mar 2039
Interest Rate
2.17924
Original Face
4520000
Shares Par Value
4520000.00
Base Market Value
4440556.48
Base Total Cost
4508700
Base Unrealized Gain Loss
-68143.52
Base Accrued Interest
4377.85
Local Market Value
4440556.48
Local Total Cost Amount
4508700
Local Unrealized Gain Loss
-68143.52
Local Accrued Interest
4377.85
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 29 Dec 2049
Interest Rate
4.70886
Original Face
0
Shares Par Value
794000.00
Base Market Value
752712.00
Base Total Cost
797279.22
Base Unrealized Gain Loss
-44567.22
Base Accrued Interest
6542.96
Local Market Value
752712
Local Total Cost Amount
797279.22
Local Unrealized Gain Loss
-44567.22
Local Accrued Interest
6542.96
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
4.70886
Original Face
0
Shares Par Value
730000.00
Base Market Value
692040.00
Base Total Cost
717410
Base Unrealized Gain Loss
-25370
Base Accrued Interest
6015.56
Local Market Value
692040
Local Total Cost Amount
717410
Local Unrealized Gain Loss
-25370
Local Accrued Interest
6015.56
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
FINANCE
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
6.4% 15 May 2038
Interest Rate
6.4
Original Face
0
Shares Par Value
3200000.00
Base Market Value
3622272.00
Base Total Cost
4539956.5
Base Unrealized Gain Loss
-917684.5
Base Accrued Interest
26168.89
Local Market Value
3622272
Local Total Cost Amount
4539956.5
Local Unrealized Gain Loss
-917684.5
Local Accrued Interest
26168.89
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
A2
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
5.625% 16 Aug 2043
Maturity Date
2043-08-16T00:00:00.000
Interest Rate
5.625
Original Face
0
Shares Par Value
350000.00
Base Market Value
363300.00
Base Total Cost
481036.5
Base Unrealized Gain Loss
-117736.5
Base Accrued Interest
7382.81
Local Market Value
363300
Local Total Cost Amount
481036.5
Local Unrealized Gain Loss
-117736.5
Local Accrued Interest
7382.81
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
A3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 29 Jan 2049
Maturity Date
2049-01-29T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1006680.00
Base Total Cost
1092100
Base Unrealized Gain Loss
-85420
Base Accrued Interest
28125
Local Market Value
1006680
Local Total Cost Amount
1092100
Local Unrealized Gain Loss
-85420
Local Accrued Interest
28125
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
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
4.85% 01 Feb 2044
Maturity Date
2044-02-01T00:00:00.000
Interest Rate
4.85
Original Face
0
Shares Par Value
585000.00
Base Market Value
560435.85
Base Total Cost
759388.5
Base Unrealized Gain Loss
-198952.65
Base Accrued Interest
11821.88
Local Market Value
560435.85
Local Total Cost Amount
759388.5
Local Unrealized Gain Loss
-198952.65
Local Accrued Interest
11821.88
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
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
3.875% 10 Sep 2024
Interest Rate
3.875
Original Face
0
Shares Par Value
2150000.00
Base Market Value
2145786.00
Base Total Cost
2327439.5
Base Unrealized Gain Loss
-181653.5
Base Accrued Interest
25688.02
Local Market Value
2145786
Local Total Cost Amount
2327439.5
Local Unrealized Gain Loss
-181653.5
Local Accrued Interest
25688.02
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
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
2.95% 01 Oct 2026
Maturity Date
2026-10-01T00:00:00.000
Interest Rate
2.95
Original Face
0
Shares Par Value
1935000.00
Base Market Value
1841229.90
Base Total Cost
2081286
Base Unrealized Gain Loss
-240056.1
Base Accrued Interest
14270.63
Local Market Value
1841229.9
Local Total Cost Amount
2081286
Local Unrealized Gain Loss
-240056.1
Local Accrued Interest
14270.63
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
FINANCE
Moody S Quality Rating
A2
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
3.625% 01 Dec 2027
Maturity Date
2027-12-01T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
4850000.00
Base Market Value
4656048.50
Base Total Cost
5390665.92
Base Unrealized Gain Loss
-734617.42
Base Accrued Interest
14651.04
Local Market Value
4656048.5
Local Total Cost Amount
5390665.92
Local Unrealized Gain Loss
-734617.42
Local Accrued Interest
14651.04
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
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 01 Feb 2028
Maturity Date
2028-02-01T00:00:00.000
Interest Rate
3.782
Original Face
0
Shares Par Value
3380000.00
Base Market Value
3245712.60
Base Total Cost
3705460.2
Base Unrealized Gain Loss
-459747.6
Base Accrued Interest
53263.17
Local Market Value
3245712.6
Local Total Cost Amount
3705460.2
Local Unrealized Gain Loss
-459747.6
Local Accrued Interest
53263.17
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
FINANCE
Moody S Quality Rating
A2
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JABIL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JABIL INC
Security Description
4.25% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
389000.00
Base Market Value
377454.48
Base Total Cost
387373.98
Base Unrealized Gain Loss
-9919.5
Base Accrued Interest
2617.65
Local Market Value
377454.48
Local Total Cost Amount
387373.98
Local Unrealized Gain Loss
-9919.5
Local Accrued Interest
2617.65
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
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: JACK IN THE BOX FUNDING, LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JACK IN THE BOX FUNDING, LLC
Security Description
4.476% 25 Aug 2049
Maturity Date
2049-08-25T00:00:00.000
Interest Rate
4.476
Original Face
3980000
Shares Par Value
3930250.00
Base Market Value
3767376.51
Base Total Cost
3930250
Base Unrealized Gain Loss
-162873.49
Base Accrued Interest
17591.8
Local Market Value
3767376.51
Local Total Cost Amount
3930250
Local Unrealized Gain Loss
-162873.49
Local Accrued Interest
17591.8
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
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: JACK IN THE BOX FUNDING, LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JACK IN THE BOX FUNDING, LLC
Security Description
3.445% 26 Feb 2052
Maturity Date
2052-02-26T00:00:00.000
Interest Rate
3.445
Original Face
3040000
Shares Par Value
3024800.00
Base Market Value
2759047.12
Base Total Cost
3024800
Base Unrealized Gain Loss
-265752.88
Base Accrued Interest
10420.44
Local Market Value
2759047.12
Local Total Cost Amount
3024800
Local Unrealized Gain Loss
-265752.88
Local Accrued Interest
10420.44
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
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: JP MORGAN CHASE COMMERCIAL MOR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JP MORGAN CHASE COMMERCIAL MOR
Security Description
1% 15 Dec 2047
Maturity Date
2047-12-15T00:00:00.000
Interest Rate
3.8119
Original Face
90000
Shares Par Value
90000.00
Base Market Value
89424.08
Base Total Cost
88507.6
Base Unrealized Gain Loss
916.48
Base Accrued Interest
0
Local Market Value
89424.08
Local Total Cost Amount
88507.6
Local Unrealized Gain Loss
916.48
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
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: JP MORGAN CHASE COMMERCIAL MOR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JP MORGAN CHASE COMMERCIAL MOR
Security Description
1% 15 Dec 2047
Maturity Date
2047-12-15T00:00:00.000
Interest Rate
3.6742
Original Face
235000
Shares Par Value
235000.00
Base Market Value
232604.10
Base Total Cost
232045.37
Base Unrealized Gain Loss
558.73
Base Accrued Interest
0
Local Market Value
232604.1
Local Total Cost Amount
232045.37
Local Unrealized Gain Loss
558.73
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
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: JPMBB COMMERCIAL MORTGAGE SECU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMBB COMMERCIAL MORTGAGE SECU
Security Description
1% 15 Jul 2045
Maturity Date
2045-07-15T00:00:00.000
Interest Rate
4.231675
Original Face
250000
Shares Par Value
250000.00
Base Market Value
245618.83
Base Total Cost
225638.2
Base Unrealized Gain Loss
19980.63
Base Accrued Interest
0
Local Market Value
245618.83
Local Total Cost Amount
225638.2
Local Unrealized Gain Loss
19980.63
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
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: JPMBB COMMERCIAL MORTGAGE SECU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMBB COMMERCIAL MORTGAGE SECU
Security Description
1% 15 Aug 2046
Maturity Date
2046-08-15T00:00:00.000
Interest Rate
4.699266
Original Face
80000
Shares Par Value
80000.00
Base Market Value
77972.70
Base Total Cost
79834.19
Base Unrealized Gain Loss
-1861.49
Base Accrued Interest
0
Local Market Value
77972.7
Local Total Cost Amount
79834.19
Local Unrealized Gain Loss
-1861.49
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
A1
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: JPMBB COMMERCIAL MORTGAGE SECU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMBB COMMERCIAL MORTGAGE SECU
Security Description
1% 15 Jan 2047
Maturity Date
2047-01-15T00:00:00.000
Interest Rate
5.048896
Original Face
190000
Shares Par Value
190000.00
Base Market Value
188231.10
Base Total Cost
195042.71
Base Unrealized Gain Loss
-6811.61
Base Accrued Interest
0
Local Market Value
188231.1
Local Total Cost Amount
195042.71
Local Unrealized Gain Loss
-6811.61
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
Aa3
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: JP MORGAN CHASE COMMERCIAL MOR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JP MORGAN CHASE COMMERCIAL MOR
Security Description
4.043% 15 Jul 2047
Maturity Date
2047-07-15T00:00:00.000
Interest Rate
4.0432
Original Face
2269000
Shares Par Value
2269000.00
Base Market Value
2234681.15
Base Total Cost
2454153.95
Base Unrealized Gain Loss
-219472.8
Base Accrued Interest
0
Local Market Value
2234681.15
Local Total Cost Amount
2454153.95
Local Unrealized Gain Loss
-219472.8
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: JPMBB COMMERCIAL MORTGAGE SECU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMBB COMMERCIAL MORTGAGE SECU
Security Description
3.996% 15 Aug 2047
Maturity Date
2047-08-15T00:00:00.000
Interest Rate
3.9965
Original Face
110000
Shares Par Value
110000.00
Base Market Value
108606.05
Base Total Cost
113861.48
Base Unrealized Gain Loss
-5255.43
Base Accrued Interest
0
Local Market Value
108606.05
Local Total Cost Amount
113861.48
Local Unrealized Gain Loss
-5255.43
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: JPMBB COMMERCIAL MORTGAGE SECU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMBB COMMERCIAL MORTGAGE SECU
Security Description
1% 15 Sep 2047
Maturity Date
2047-09-15T00:00:00.000
Interest Rate
0.964995
Original Face
4674000
Shares Par Value
3712746.87
Base Market Value
49904.89
Base Total Cost
174615.13
Base Unrealized Gain Loss
-124710.24
Base Accrued Interest
0
Local Market Value
49904.89
Local Total Cost Amount
174615.13
Local Unrealized Gain Loss
-124710.24
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
NR
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: JPMBB COMMERCIAL MORTGAGE SECU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMBB COMMERCIAL MORTGAGE SECU
Security Description
1% 15 Nov 2047
Maturity Date
2047-11-15T00:00:00.000
Interest Rate
4.1157
Original Face
50000
Shares Par Value
50000.00
Base Market Value
47491.15
Base Total Cost
44490.52
Base Unrealized Gain Loss
3000.63
Base Accrued Interest
0
Local Market Value
47491.15
Local Total Cost Amount
44490.52
Local Unrealized Gain Loss
3000.63
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
A3
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: JPMBB COMMERCIAL MORTGAGE SECU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMBB COMMERCIAL MORTGAGE SECU
Security Description
1% 15 Jul 2048
Maturity Date
2048-07-15T00:00:00.000
Interest Rate
4.2263
Original Face
146000
Shares Par Value
146000.00
Base Market Value
143318.52
Base Total Cost
153290.69
Base Unrealized Gain Loss
-9972.17
Base Accrued Interest
0
Local Market Value
143318.52
Local Total Cost Amount
153290.69
Local Unrealized Gain Loss
-9972.17
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
Aa2
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: JP MORGAN CHASE COMMERCIAL MOR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JP MORGAN CHASE COMMERCIAL MOR
Security Description
1% 15 Dec 2049
Maturity Date
2049-12-15T00:00:00.000
Interest Rate
4.0526
Original Face
175000
Shares Par Value
175000.00
Base Market Value
165097.31
Base Total Cost
169074.4
Base Unrealized Gain Loss
-3977.09
Base Accrued Interest
0
Local Market Value
165097.31
Local Total Cost Amount
169074.4
Local Unrealized Gain Loss
-3977.09
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
Aa3
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: JPMDB COMMERCIAL MORTGAGE SECU
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMDB COMMERCIAL MORTGAGE SECU
Security Description
3.384% 15 Dec 2049
Maturity Date
2049-12-15T00:00:00.000
Interest Rate
3.3845
Original Face
2640000
Shares Par Value
2640000.00
Base Market Value
2483882.81
Base Total Cost
2861100
Base Unrealized Gain Loss
-377217.19
Base Accrued Interest
0
Local Market Value
2483882.81
Local Total Cost Amount
2861100
Local Unrealized Gain Loss
-377217.19
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
Aa2
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 01 Mar 2025
Maturity Date
2025-03-01T00:00:00.000
Interest Rate
3.22
Original Face
0
Shares Par Value
2575000.00
Base Market Value
2528675.75
Base Total Cost
2711114.5
Base Unrealized Gain Loss
-182438.75
Base Accrued Interest
27638.34
Local Market Value
2528675.75
Local Total Cost Amount
2711114.5
Local Unrealized Gain Loss
-182438.75
Local Accrued Interest
27638.34
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
FINANCE
Moody S Quality Rating
A2
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 24 Jul 2038
Maturity Date
2038-07-24T00:00:00.000
Interest Rate
3.882
Original Face
0
Shares Par Value
1344000.00
Base Market Value
1184588.16
Base Total Cost
1539298.25
Base Unrealized Gain Loss
-354710.09
Base Accrued Interest
22753.69
Local Market Value
1184588.16
Local Total Cost Amount
1539298.25
Local Unrealized Gain Loss
-354710.09
Local Accrued Interest
22753.69
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
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 23 Apr 2029
Maturity Date
2029-04-23T00:00:00.000
Interest Rate
4.005
Original Face
0
Shares Par Value
2815000.00
Base Market Value
2698093.05
Base Total Cost
3266300.8
Base Unrealized Gain Loss
-568207.75
Base Accrued Interest
21295.48
Local Market Value
2698093.05
Local Total Cost Amount
3266300.8
Local Unrealized Gain Loss
-568207.75
Local Accrued Interest
21295.48
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
A2
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 23 Apr 2029
Interest Rate
4.005
Original Face
0
Shares Par Value
1685000.00
Base Market Value
1615021.95
Base Total Cost
1913283.8
Base Unrealized Gain Loss
-298261.85
Base Accrued Interest
12747.03
Local Market Value
1615021.95
Local Total Cost Amount
1913283.8
Local Unrealized Gain Loss
-298261.85
Local Accrued Interest
12747.03
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
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 23 Apr 2029
Maturity Date
2029-04-23T00:00:00.000
Interest Rate
4.005
Original Face
0
Shares Par Value
135000.00
Base Market Value
129393.45
Base Total Cost
150219.9
Base Unrealized Gain Loss
-20826.45
Base Accrued Interest
1021.28
Local Market Value
129393.45
Local Total Cost Amount
150219.9
Local Unrealized Gain Loss
-20826.45
Local Accrued Interest
1021.28
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
A2
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 23 Apr 2029
Interest Rate
4.005
Original Face
0
Shares Par Value
6650000.00
Base Market Value
6373825.50
Base Total Cost
7333946
Base Unrealized Gain Loss
-960120.5
Base Accrued Interest
50307.25
Local Market Value
6373825.5
Local Total Cost Amount
7333946
Local Unrealized Gain Loss
-960120.5
Local Accrued Interest
50307.25
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
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: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 23 Jul 2029
Maturity Date
2029-07-23T00:00:00.000
Interest Rate
4.203
Original Face
0
Shares Par Value
494000.00
Base Market Value
476458.06
Base Total Cost
557409.84
Base Unrealized Gain Loss
-80951.78
Base Accrued Interest
9112.57
Local Market Value
476458.06
Local Total Cost Amount
557409.84
Local Unrealized Gain Loss
-80951.78
Local Accrued Interest
9112.57
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
A2
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 23 Jul 2029
Maturity Date
2029-07-23T00:00:00.000
Interest Rate
4.203
Original Face
0
Shares Par Value
3540000.00
Base Market Value
3414294.60
Base Total Cost
3704185.2
Base Unrealized Gain Loss
-289890.6
Base Accrued Interest
65300.61
Local Market Value
3414294.6
Local Total Cost Amount
3704185.2
Local Unrealized Gain Loss
-289890.6
Local Accrued Interest
65300.61
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
A2
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 05 Dec 2029
Maturity Date
2029-12-05T00:00:00.000
Interest Rate
4.452
Original Face
0
Shares Par Value
2365000.00
Base Market Value
2303297.15
Base Total Cost
2687420.45
Base Unrealized Gain Loss
-384123.3
Base Accrued Interest
7604.26
Local Market Value
2303297.15
Local Total Cost Amount
2687420.45
Local Unrealized Gain Loss
-384123.3
Local Accrued Interest
7604.26
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
A2
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 06 May 2030
Maturity Date
2030-05-06T00:00:00.000
Interest Rate
3.702
Original Face
0
Shares Par Value
8605000.00
Base Market Value
8004543.10
Base Total Cost
7943533.65
Base Unrealized Gain Loss
61009.45
Base Accrued Interest
48668.44
Local Market Value
8004543.1
Local Total Cost Amount
7943533.65
Local Unrealized Gain Loss
61009.45
Local Accrued Interest
48668.44
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
FINANCE
Moody S Quality Rating
A2
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 15 Oct 2030
Maturity Date
2030-10-15T00:00:00.000
Interest Rate
2.739
Original Face
0
Shares Par Value
7370000.00
Base Market Value
6430325.00
Base Total Cost
7506971
Base Unrealized Gain Loss
-1076646
Base Accrued Interest
42615.8
Local Market Value
6430325
Local Total Cost Amount
7506971
Local Unrealized Gain Loss
-1076646
Local Accrued Interest
42615.8
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
A2
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 15 Oct 2025
Maturity Date
2025-10-15T00:00:00.000
Interest Rate
2.301
Original Face
0
Shares Par Value
4660000.00
Base Market Value
4437252.00
Base Total Cost
4931834.83
Base Unrealized Gain Loss
-494582.83
Base Accrued Interest
22636.73
Local Market Value
4437252
Local Total Cost Amount
4931834.83
Local Unrealized Gain Loss
-494582.83
Local Accrued Interest
22636.73
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
A2
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 15 Oct 2025
Maturity Date
2025-10-15T00:00:00.000
Interest Rate
2.301
Original Face
0
Shares Par Value
4400000.00
Base Market Value
4189680.00
Base Total Cost
4549336
Base Unrealized Gain Loss
-359656
Base Accrued Interest
21373.73
Local Market Value
4189680
Local Total Cost Amount
4549336
Local Unrealized Gain Loss
-359656
Local Accrued Interest
21373.73
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
A2
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 13 Mar 2026
Interest Rate
2.005
Original Face
0
Shares Par Value
4560000.00
Base Market Value
4270166.40
Base Total Cost
4696800
Base Unrealized Gain Loss
-426633.6
Base Accrued Interest
27428.4
Local Market Value
4270166.4
Local Total Cost Amount
4696800
Local Unrealized Gain Loss
-426633.6
Local Accrued Interest
27428.4
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
A2
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JPMORGAN CHASE + CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JPMORGAN CHASE + CO
Security Description
1% 22 Apr 2026
Maturity Date
2026-04-22T00:00:00.000
Interest Rate
2.083
Original Face
0
Shares Par Value
1010000.00
Base Market Value
944420.70
Base Total Cost
1034886.4
Base Unrealized Gain Loss
-90465.7
Base Accrued Interest
4032.35
Local Market Value
944420.7
Local Total Cost Amount
1034886.4
Local Unrealized Gain Loss
-90465.7
Local Accrued Interest
4032.35
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
A2
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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