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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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
1% 29 Apr 2031
Interest Rate
2.592
Original Face
0
Shares Par Value
2355000.00
Base Market Value
1997369.70
Base Total Cost
2487186.15
Base Unrealized Gain Loss
-489816.45
Base Accrued Interest
10512.72
Local Market Value
1997369.7
Local Total Cost Amount
2487186.15
Local Unrealized Gain Loss
-489816.45
Local Accrued Interest
10512.72
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
1% 19 Jun 2041
Maturity Date
2041-06-19T00:00:00.000
Interest Rate
2.676
Original Face
0
Shares Par Value
2062000.00
Base Market Value
1483650.24
Base Total Cost
1990123.46
Base Unrealized Gain Loss
-506473.22
Base Accrued Interest
1839.31
Local Market Value
1483650.24
Local Total Cost Amount
1990123.46
Local Unrealized Gain Loss
-506473.22
Local Accrued Interest
1839.31
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
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
1% 19 Jun 2041
Maturity Date
2041-06-19T00:00:00.000
Interest Rate
2.676
Original Face
0
Shares Par Value
5395000.00
Base Market Value
3881810.40
Base Total Cost
5395000
Base Unrealized Gain Loss
-1513189.6
Base Accrued Interest
4812.34
Local Market Value
3881810.4
Local Total Cost Amount
5395000
Local Unrealized Gain Loss
-1513189.6
Local Accrued Interest
4812.34
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
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
1% 23 Jul 2031
Maturity Date
2031-07-23T00:00:00.000
Interest Rate
1.898
Original Face
0
Shares Par Value
33565000.00
Base Market Value
26825483.65
Base Total Cost
33871360
Base Unrealized Gain Loss
-7045876.35
Base Accrued Interest
279600.18
Local Market Value
26825483.65
Local Total Cost Amount
33871360
Local Unrealized Gain Loss
-7045876.35
Local Accrued Interest
279600.18
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
1% 24 Oct 2051
Maturity Date
2051-10-24T00:00:00.000
Interest Rate
2.831
Original Face
0
Shares Par Value
1930000.00
Base Market Value
1321625.40
Base Total Cost
1910333.3
Base Unrealized Gain Loss
-588707.9
Base Accrued Interest
10168.79
Local Market Value
1321625.4
Local Total Cost Amount
1910333.3
Local Unrealized Gain Loss
-588707.9
Local Accrued Interest
10168.79
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
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
1% 24 Oct 2051
Maturity Date
2051-10-24T00:00:00.000
Interest Rate
2.831
Original Face
0
Shares Par Value
100000.00
Base Market Value
68478.00
Base Total Cost
96265
Base Unrealized Gain Loss
-27787
Base Accrued Interest
526.88
Local Market Value
68478
Local Total Cost Amount
96265
Local Unrealized Gain Loss
-27787
Local Accrued Interest
526.88
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
1% 24 Oct 2051
Maturity Date
2051-10-24T00:00:00.000
Interest Rate
2.831
Original Face
0
Shares Par Value
6615000.00
Base Market Value
4529819.70
Base Total Cost
6215144.85
Base Unrealized Gain Loss
-1685325.15
Base Accrued Interest
34853.16
Local Market Value
4529819.7
Local Total Cost Amount
6215144.85
Local Unrealized Gain Loss
-1685325.15
Local Accrued Interest
34853.16
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
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
1% 11 Mar 2032
Maturity Date
2032-03-11T00:00:00.000
Interest Rate
2.651
Original Face
0
Shares Par Value
1430000.00
Base Market Value
1201714.80
Base Total Cost
1451164
Base Unrealized Gain Loss
-249449.2
Base Accrued Interest
11583.4
Local Market Value
1201714.8
Local Total Cost Amount
1451164
Local Unrealized Gain Loss
-249449.2
Local Accrued Interest
11583.4
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
1% 11 Mar 2027
Maturity Date
2027-03-11T00:00:00.000
Interest Rate
1.658
Original Face
0
Shares Par Value
1868000.00
Base Market Value
1674157.64
Base Total Cost
1861237.84
Base Unrealized Gain Loss
-187080.2
Base Accrued Interest
9463.49
Local Market Value
1674157.64
Local Total Cost Amount
1861237.84
Local Unrealized Gain Loss
-187080.2
Local Accrued Interest
9463.49
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
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
1% 22 Apr 2025
Maturity Date
2025-04-22T00:00:00.000
Interest Rate
0.976
Original Face
0
Shares Par Value
2484000.00
Base Market Value
2336375.88
Base Total Cost
2466438.12
Base Unrealized Gain Loss
-130062.24
Base Accrued Interest
4646.74
Local Market Value
2336375.88
Local Total Cost Amount
2466438.12
Local Unrealized Gain Loss
-130062.24
Local Accrued Interest
4646.74
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
1% 22 Jul 2027
Maturity Date
2027-07-22T00:00:00.000
Interest Rate
1.734
Original Face
0
Shares Par Value
4790000.00
Base Market Value
4257831.00
Base Total Cost
4833445.3
Base Unrealized Gain Loss
-575614.3
Base Accrued Interest
36684.22
Local Market Value
4257831
Local Total Cost Amount
4833445.3
Local Unrealized Gain Loss
-575614.3
Local Accrued Interest
36684.22
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
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
1% 22 Apr 2032
Maturity Date
2032-04-22T00:00:00.000
Interest Rate
2.687
Original Face
0
Shares Par Value
3062000.00
Base Market Value
2570610.24
Base Total Cost
3108214.28
Base Unrealized Gain Loss
-537604.04
Base Accrued Interest
15769.55
Local Market Value
2570610.24
Local Total Cost Amount
3108214.28
Local Unrealized Gain Loss
-537604.04
Local Accrued Interest
15769.55
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
1% 22 Apr 2042
Maturity Date
2042-04-22T00:00:00.000
Interest Rate
3.311
Original Face
0
Shares Par Value
4705000.00
Base Market Value
3689237.55
Base Total Cost
5044222.15
Base Unrealized Gain Loss
-1354984.6
Base Accrued Interest
29858.32
Local Market Value
3689237.55
Local Total Cost Amount
5044222.15
Local Unrealized Gain Loss
-1354984.6
Local Accrued Interest
29858.32
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
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
1% 22 Apr 2042
Maturity Date
2042-04-22T00:00:00.000
Interest Rate
3.311
Original Face
0
Shares Par Value
1197000.00
Base Market Value
938579.67
Base Total Cost
1267533.88
Base Unrealized Gain Loss
-328954.21
Base Accrued Interest
7596.26
Local Market Value
938579.67
Local Total Cost Amount
1267533.88
Local Unrealized Gain Loss
-328954.21
Local Accrued Interest
7596.26
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
1% 21 Jul 2032
Maturity Date
2032-07-21T00:00:00.000
Interest Rate
2.299
Original Face
0
Shares Par Value
5280000.00
Base Market Value
4266768.00
Base Total Cost
5277624
Base Unrealized Gain Loss
-1010856
Base Accrued Interest
53949.87
Local Market Value
4266768
Local Total Cost Amount
5277624
Local Unrealized Gain Loss
-1010856
Local Accrued Interest
53949.87
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
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
1% 21 Jul 2052
Maturity Date
2052-07-21T00:00:00.000
Interest Rate
2.972
Original Face
0
Shares Par Value
6485000.00
Base Market Value
4604155.45
Base Total Cost
6646541.35
Base Unrealized Gain Loss
-2042385.9
Base Accrued Interest
85659.65
Local Market Value
4604155.45
Local Total Cost Amount
6646541.35
Local Unrealized Gain Loss
-2042385.9
Local Accrued Interest
85659.65
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
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
1% 21 Sep 2036
Maturity Date
2036-09-21T00:00:00.000
Interest Rate
2.482
Original Face
0
Shares Par Value
3214000.00
Base Market Value
2492746.26
Base Total Cost
3215377
Base Unrealized Gain Loss
-722630.74
Base Accrued Interest
22158.75
Local Market Value
2492746.26
Local Total Cost Amount
3215377
Local Unrealized Gain Loss
-722630.74
Local Accrued Interest
22158.75
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
1% 04 Feb 2033
Maturity Date
2033-02-04T00:00:00.000
Interest Rate
2.972
Original Face
0
Shares Par Value
3471000.00
Base Market Value
2957014.32
Base Total Cost
3397726.71
Base Unrealized Gain Loss
-440712.39
Base Accrued Interest
42122.9
Local Market Value
2957014.32
Local Total Cost Amount
3397726.71
Local Unrealized Gain Loss
-440712.39
Local Accrued Interest
42122.9
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
1% 08 Mar 2037
Maturity Date
2037-03-08T00:00:00.000
Interest Rate
3.846
Original Face
0
Shares Par Value
185000.00
Base Market Value
159904.75
Base Total Cost
185000
Base Unrealized Gain Loss
-25095.25
Base Accrued Interest
2233.35
Local Market Value
159904.75
Local Total Cost Amount
185000
Local Unrealized Gain Loss
-25095.25
Local Accrued Interest
2233.35
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
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
1% 08 Mar 2037
Maturity Date
2037-03-08T00:00:00.000
Interest Rate
3.846
Original Face
0
Shares Par Value
711000.00
Base Market Value
614552.85
Base Total Cost
679815.54
Base Unrealized Gain Loss
-65262.69
Base Accrued Interest
8583.31
Local Market Value
614552.85
Local Total Cost Amount
679815.54
Local Unrealized Gain Loss
-65262.69
Local Accrued Interest
8583.31
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
1% 08 Mar 2037
Maturity Date
2037-03-08T00:00:00.000
Interest Rate
3.846
Original Face
0
Shares Par Value
2629000.00
Base Market Value
2272376.15
Base Total Cost
2519994.89
Base Unrealized Gain Loss
-247618.74
Base Accrued Interest
31737.73
Local Market Value
2272376.15
Local Total Cost Amount
2519994.89
Local Unrealized Gain Loss
-247618.74
Local Accrued Interest
31737.73
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
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
1% 08 Mar 2037
Maturity Date
2037-03-08T00:00:00.000
Interest Rate
3.846
Original Face
0
Shares Par Value
11710000.00
Base Market Value
10121538.50
Base Total Cost
11710000
Base Unrealized Gain Loss
-1588461.5
Base Accrued Interest
141365.07
Local Market Value
10121538.5
Local Total Cost Amount
11710000
Local Unrealized Gain Loss
-1588461.5
Local Accrued Interest
141365.07
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
1% 02 Apr 2026
Maturity Date
2026-04-02T00:00:00.000
Interest Rate
3.384
Original Face
0
Shares Par Value
1136000.00
Base Market Value
1101124.80
Base Total Cost
1136000
Base Unrealized Gain Loss
-34875.2
Base Accrued Interest
10571.62
Local Market Value
1101124.8
Local Total Cost Amount
1136000
Local Unrealized Gain Loss
-34875.2
Local Accrued Interest
10571.62
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
1% 02 Apr 2026
Maturity Date
2026-04-02T00:00:00.000
Interest Rate
3.384
Original Face
0
Shares Par Value
5740000.00
Base Market Value
5563782.00
Base Total Cost
5740000
Base Unrealized Gain Loss
-176218
Base Accrued Interest
53416.44
Local Market Value
5563782
Local Total Cost Amount
5740000
Local Unrealized Gain Loss
-176218
Local Accrued Interest
53416.44
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
1% 27 Apr 2028
Maturity Date
2028-04-27T00:00:00.000
Interest Rate
4.376
Original Face
0
Shares Par Value
75000.00
Base Market Value
73835.25
Base Total Cost
75000
Base Unrealized Gain Loss
-1164.75
Base Accrued Interest
583.47
Local Market Value
73835.25
Local Total Cost Amount
75000
Local Unrealized Gain Loss
-1164.75
Local Accrued Interest
583.47
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
1% 27 Apr 2033
Maturity Date
2033-04-27T00:00:00.000
Interest Rate
4.571
Original Face
0
Shares Par Value
1342000.00
Base Market Value
1306047.82
Base Total Cost
1342000
Base Unrealized Gain Loss
-35952.18
Base Accrued Interest
10905.39
Local Market Value
1306047.82
Local Total Cost Amount
1342000
Local Unrealized Gain Loss
-35952.18
Local Accrued Interest
10905.39
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
1% 27 Apr 2033
Maturity Date
2033-04-27T00:00:00.000
Interest Rate
4.571
Original Face
0
Shares Par Value
714000.00
Base Market Value
694871.94
Base Total Cost
712869.68
Base Unrealized Gain Loss
-17997.74
Base Accrued Interest
5802.12
Local Market Value
694871.94
Local Total Cost Amount
712869.68
Local Unrealized Gain Loss
-17997.74
Local Accrued Interest
5802.12
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
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
1% 25 Apr 2025
Maturity Date
2025-04-25T00:00:00.000
Interest Rate
3.841
Original Face
0
Shares Par Value
110000.00
Base Market Value
109441.20
Base Total Cost
110000
Base Unrealized Gain Loss
-558.8
Base Accrued Interest
751.13
Local Market Value
109441.2
Local Total Cost Amount
110000
Local Unrealized Gain Loss
-558.8
Local Accrued Interest
751.13
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
1% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
962000.00
Base Market Value
927733.56
Base Total Cost
962000
Base Unrealized Gain Loss
-34266.44
Base Accrued Interest
11293.47
Local Market Value
927733.56
Local Total Cost Amount
962000
Local Unrealized Gain Loss
-34266.44
Local Accrued Interest
11293.47
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
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: BANK OF AMERICA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF AMERICA CORP
Security Description
1% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
6.125
Original Face
0
Shares Par Value
5415000.00
Base Market Value
5222117.70
Base Total Cost
5415000
Base Unrealized Gain Loss
-192882.3
Base Accrued Interest
63569.84
Local Market Value
5222117.7
Local Total Cost Amount
5415000
Local Unrealized Gain Loss
-192882.3
Local Accrued Interest
63569.84
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
FINANCE
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: BANK OF MONTREAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF MONTREAL
Security Description
3.3% 05 Feb 2024
Interest Rate
3.3
Original Face
0
Shares Par Value
560000.00
Base Market Value
558812.80
Base Total Cost
597637.6
Base Unrealized Gain Loss
-38824.8
Base Accrued Interest
7494.67
Local Market Value
558812.8
Local Total Cost Amount
597637.6
Local Unrealized Gain Loss
-38824.8
Local Accrued Interest
7494.67
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: BANK OF MONTREAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF MONTREAL
Security Description
2.5% 28 Jun 2024
Maturity Date
2024-06-28T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
2640000.00
Base Market Value
2575320.00
Base Total Cost
2776488
Base Unrealized Gain Loss
-201168
Base Accrued Interest
550
Local Market Value
2575320
Local Total Cost Amount
2776488
Local Unrealized Gain Loss
-201168
Local Accrued Interest
550
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: BANK OF MONTREAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF MONTREAL
Security Description
1% 05 Oct 2028
Maturity Date
2028-10-05T00:00:00.000
Interest Rate
4.338
Original Face
0
Shares Par Value
9090000.00
Base Market Value
9079001.10
Base Total Cost
9900950.25
Base Unrealized Gain Loss
-821949.15
Base Accrued Interest
94199.67
Local Market Value
9079001.1
Local Total Cost Amount
9900950.25
Local Unrealized Gain Loss
-821949.15
Local Accrued Interest
94199.67
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
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: BANK OF MONTREAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF MONTREAL
Security Description
3.7% 07 Jun 2025
Maturity Date
2025-06-07T00:00:00.000
Interest Rate
3.7
Original Face
0
Shares Par Value
2002000.00
Base Market Value
1984282.30
Base Total Cost
2001539.54
Base Unrealized Gain Loss
-17257.24
Base Accrued Interest
4938.27
Local Market Value
1984282.3
Local Total Cost Amount
2001539.54
Local Unrealized Gain Loss
-17257.24
Local Accrued Interest
4938.27
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: BANK OF MONTREAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF MONTREAL
Security Description
3.7% 07 Jun 2025
Maturity Date
2025-06-07T00:00:00.000
Interest Rate
3.7
Original Face
0
Shares Par Value
1224000.00
Base Market Value
1213167.60
Base Total Cost
1223718.48
Base Unrealized Gain Loss
-10550.88
Base Accrued Interest
3019.2
Local Market Value
1213167.6
Local Total Cost Amount
1223718.48
Local Unrealized Gain Loss
-10550.88
Local Accrued Interest
3019.2
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: BANK OF MONTREAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF MONTREAL
Security Description
1.5% 10 Jan 2025
Maturity Date
2025-01-10T00:00:00.000
Interest Rate
1.5
Original Face
0
Shares Par Value
1968000.00
Base Market Value
1857240.96
Base Total Cost
1966956.96
Base Unrealized Gain Loss
-109716
Base Accrued Interest
14022
Local Market Value
1857240.96
Local Total Cost Amount
1966956.96
Local Unrealized Gain Loss
-109716
Local Accrued Interest
14022
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: BANK OF NY MELLON CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF NY MELLON CORP
Security Description
1% 29 Dec 2049
Interest Rate
4.625
Original Face
0
Shares Par Value
1285000.00
Base Market Value
1117950.00
Base Total Cost
1410287.5
Base Unrealized Gain Loss
-292337.5
Base Accrued Interest
16673.77
Local Market Value
1117950
Local Total Cost Amount
1410287.5
Local Unrealized Gain Loss
-292337.5
Local Accrued Interest
16673.77
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
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: BANK OF NY MELLON CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF NY MELLON CORP
Security Description
1% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
6545000.00
Base Market Value
5342879.85
Base Total Cost
6545000
Base Unrealized Gain Loss
-1202120.15
Base Accrued Interest
7499.47
Local Market Value
5342879.85
Local Total Cost Amount
6545000
Local Unrealized Gain Loss
-1202120.15
Local Accrued Interest
7499.47
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: BANK OF NY MELLON CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF NY MELLON CORP
Security Description
1% 13 Jun 2033
Maturity Date
2033-06-13T00:00:00.000
Interest Rate
4.289
Original Face
0
Shares Par Value
2416000.00
Base Market Value
2363403.68
Base Total Cost
2416000
Base Unrealized Gain Loss
-52596.32
Base Accrued Interest
5181.12
Local Market Value
2363403.68
Local Total Cost Amount
2416000
Local Unrealized Gain Loss
-52596.32
Local Accrued Interest
5181.12
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
A1
S And P Quality Rating
A
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BANK OF NOVA SCOTIA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF NOVA SCOTIA
Security Description
1% 27 Oct 2081
Maturity Date
2081-10-27T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
1013000.00
Base Market Value
766040.73
Base Total Cost
997592.27
Base Unrealized Gain Loss
-231551.54
Base Accrued Interest
6528.22
Local Market Value
766040.73
Local Total Cost Amount
997592.27
Local Unrealized Gain Loss
-231551.54
Local Accrued Interest
6528.22
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
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: BANK OF NOVA SCOTIA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF NOVA SCOTIA
Security Description
1% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
4.9
Original Face
0
Shares Par Value
1547000.00
Base Market Value
1434393.87
Base Total Cost
1655488.95
Base Unrealized Gain Loss
-221095.08
Base Accrued Interest
5685.22
Local Market Value
1434393.87
Local Total Cost Amount
1655488.95
Local Unrealized Gain Loss
-221095.08
Local Accrued Interest
5685.22
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
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: BANK OF NOVA SCOTIA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF NOVA SCOTIA
Security Description
0.2% 23 Sep 2022
Maturity Date
2022-09-23T00:00:00.000
Interest Rate
0.2
Original Face
0
Shares Par Value
80600000.00
Base Market Value
80237300.00
Base Total Cost
80600000
Base Unrealized Gain Loss
-362700
Base Accrued Interest
124034.45
Local Market Value
80237300
Local Total Cost Amount
80600000
Local Unrealized Gain Loss
-362700
Local Accrued Interest
124034.45
Period End Date
2022-06-30T00:00:00.000
Asset Class
CASH EQUIVALENT
Investment Type Name
SHORT TERMS
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
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: BANK OF NOVA SCOTIA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF NOVA SCOTIA
Security Description
1% 04 May 2037
Maturity Date
2037-05-04T00:00:00.000
Interest Rate
4.588
Original Face
0
Shares Par Value
2418000.00
Base Market Value
2223012.48
Base Total Cost
2417927.46
Base Unrealized Gain Loss
-194914.98
Base Accrued Interest
24344.69
Local Market Value
2223012.48
Local Total Cost Amount
2417927.46
Local Unrealized Gain Loss
-194914.98
Local Accrued Interest
24344.69
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
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: BANK OF NOVA SCOTIA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF NOVA SCOTIA
Security Description
1% 04 May 2037
Maturity Date
2037-05-04T00:00:00.000
Interest Rate
4.588
Original Face
0
Shares Par Value
3529000.00
Base Market Value
3244421.44
Base Total Cost
3513684.53
Base Unrealized Gain Loss
-269263.09
Base Accrued Interest
35530.36
Local Market Value
3244421.44
Local Total Cost Amount
3513684.53
Local Unrealized Gain Loss
-269263.09
Local Accrued Interest
35530.36
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
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: BANK OF NOVA SCOTIA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK OF NOVA SCOTIA
Security Description
2.951% 11 Mar 2027
Maturity Date
2027-03-11T00:00:00.000
Interest Rate
2.951
Original Face
0
Shares Par Value
1340000.00
Base Market Value
1260538.00
Base Total Cost
1288611
Base Unrealized Gain Loss
-28073
Base Accrued Interest
12082.7
Local Market Value
1260538
Local Total Cost Amount
1288611
Local Unrealized Gain Loss
-28073
Local Accrued Interest
12082.7
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: BANC OF AMERICA COMMERCIAL MOR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANC OF AMERICA COMMERCIAL MOR
Security Description
3.574% 15 Feb 2050
Maturity Date
2050-02-15T00:00:00.000
Interest Rate
3.574
Original Face
1085000
Shares Par Value
1085000.00
Base Market Value
1055669.63
Base Total Cost
1225369.15
Base Unrealized Gain Loss
-169699.52
Base Accrued Interest
0
Local Market Value
1055669.63
Local Total Cost Amount
1225369.15
Local Unrealized Gain Loss
-169699.52
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: BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK
Security Description
1% 15 Feb 2061
Maturity Date
2061-02-15T00:00:00.000
Interest Rate
3.898
Original Face
75000
Shares Par Value
75000.00
Base Market Value
72034.37
Base Total Cost
77281.28
Base Unrealized Gain Loss
-5246.91
Base Accrued Interest
0
Local Market Value
72034.37
Local Total Cost Amount
77281.28
Local Unrealized Gain Loss
-5246.91
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: BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK
Security Description
1% 15 Feb 2061
Maturity Date
2061-02-15T00:00:00.000
Interest Rate
4.078
Original Face
1043000
Shares Par Value
1043000.00
Base Market Value
984738.02
Base Total Cost
1171419.38
Base Unrealized Gain Loss
-186681.36
Base Accrued Interest
0
Local Market Value
984738.02
Local Total Cost Amount
1171419.38
Local Unrealized Gain Loss
-186681.36
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: BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK
Security Description
1% 15 Nov 2064
Maturity Date
2064-11-15T00:00:00.000
Interest Rate
2.618
Original Face
1570000
Shares Par Value
1570000.00
Base Market Value
1369581.96
Base Total Cost
1398955.86
Base Unrealized Gain Loss
-29373.9
Base Accrued Interest
0
Local Market Value
1369581.96
Local Total Cost Amount
1398955.86
Local Unrealized Gain Loss
-29373.9
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: BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANK
Security Description
1% 15 Nov 2054
Maturity Date
2054-11-15T00:00:00.000
Interest Rate
0.908357
Original Face
15510000
Shares Par Value
14696500.96
Base Market Value
480757.82
Base Total Cost
937901.31
Base Unrealized Gain Loss
-457143.49
Base Accrued Interest
0
Local Market Value
480757.82
Local Total Cost Amount
937901.31
Local Unrealized Gain Loss
-457143.49
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
Aaa
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
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