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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: 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
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
5420000.00
Base Market Value
4796483.20
Base Total Cost
5420000
Base Unrealized Gain Loss
-623516.8
Base Accrued Interest
58146.66
Local Market Value
4796483.2
Local Total Cost Amount
5420000
Local Unrealized Gain Loss
-623516.8
Local Accrued Interest
58146.66
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
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
650000.00
Base Market Value
575224.00
Base Total Cost
650000
Base Unrealized Gain Loss
-74776
Base Accrued Interest
6973.31
Local Market Value
575224
Local Total Cost Amount
650000
Local Unrealized Gain Loss
-74776
Local Accrued Interest
6973.31
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: 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% 09 May 2025
Maturity Date
2025-05-09T00:00:00.000
Interest Rate
4.166
Original Face
0
Shares Par Value
105000.00
Base Market Value
103462.80
Base Total Cost
105000
Base Unrealized Gain Loss
-1537.2
Base Accrued Interest
631.84
Local Market Value
103462.8
Local Total Cost Amount
105000
Local Unrealized Gain Loss
-1537.2
Local Accrued Interest
631.84
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
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% 10 May 2028
Maturity Date
2028-05-10T00:00:00.000
Interest Rate
4.927
Original Face
0
Shares Par Value
70000.00
Base Market Value
69326.60
Base Total Cost
70000
Base Unrealized Gain Loss
-673.4
Base Accrued Interest
498.17
Local Market Value
69326.6
Local Total Cost Amount
70000
Local Unrealized Gain Loss
-673.4
Local Accrued Interest
498.17
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
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% 10 May 2033
Maturity Date
2033-05-10T00:00:00.000
Interest Rate
5.268
Original Face
0
Shares Par Value
3126000.00
Base Market Value
3069606.96
Base Total Cost
3152523.17
Base Unrealized Gain Loss
-82916.21
Base Accrued Interest
23786.77
Local Market Value
3069606.96
Local Total Cost Amount
3152523.17
Local Unrealized Gain Loss
-82916.21
Local Accrued Interest
23786.77
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: 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% 10 May 2033
Maturity Date
2033-05-10T00:00:00.000
Interest Rate
5.268
Original Face
0
Shares Par Value
60000.00
Base Market Value
58917.60
Base Total Cost
60000
Base Unrealized Gain Loss
-1082.4
Base Accrued Interest
456.56
Local Market Value
58917.6
Local Total Cost Amount
60000
Local Unrealized Gain Loss
-1082.4
Local Accrued Interest
456.56
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
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 MULTI ASSET EXECUT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CAPITAL ONE MULTI ASSET EXECUT
Security Description
1% 16 Mar 2026
Maturity Date
2026-03-16T00:00:00.000
Interest Rate
1.674
Original Face
2855000
Shares Par Value
2855000.00
Base Market Value
2854718.21
Base Total Cost
2861022.27
Base Unrealized Gain Loss
-6304.06
Base Accrued Interest
2124.13
Local Market Value
2854718.21
Local Total Cost Amount
2861022.27
Local Unrealized Gain Loss
-6304.06
Local Accrued Interest
2124.13
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CREDIT CARD RCVEABLE
Major Industry Name
ASSET BACKED
Minor Industry Name
CREDIT CARD
Moody S Quality Rating
NR
S And P 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: CARDINAL HEALTH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARDINAL HEALTH INC
Security Description
4.5% 15 Nov 2044
Maturity Date
2044-11-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
365000.00
Base Market Value
312531.25
Base Total Cost
351907.45
Base Unrealized Gain Loss
-39376.2
Base Accrued Interest
2098.75
Local Market Value
312531.25
Local Total Cost Amount
351907.45
Local Unrealized Gain Loss
-39376.2
Local Accrued Interest
2098.75
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CARDINAL HEALTH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARDINAL HEALTH INC
Security Description
4.9% 15 Sep 2045
Maturity Date
2045-09-15T00:00:00.000
Interest Rate
4.9
Original Face
0
Shares Par Value
2813000.00
Base Market Value
2548662.39
Base Total Cost
3184869.67
Base Unrealized Gain Loss
-636207.28
Base Accrued Interest
40585.34
Local Market Value
2548662.39
Local Total Cost Amount
3184869.67
Local Unrealized Gain Loss
-636207.28
Local Accrued Interest
40585.34
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
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: CARDINAL HEALTH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARDINAL HEALTH INC
Security Description
3.75% 15 Sep 2025
Maturity Date
2025-09-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
750000.00
Base Market Value
741045.00
Base Total Cost
780322.5
Base Unrealized Gain Loss
-39277.5
Base Accrued Interest
8281.25
Local Market Value
741045
Local Total Cost Amount
780322.5
Local Unrealized Gain Loss
-39277.5
Local Accrued Interest
8281.25
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
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: CARDINAL HEALTH INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARDINAL HEALTH INC
Security Description
3.75% 15 Sep 2025
Interest Rate
3.75
Original Face
0
Shares Par Value
130000.00
Base Market Value
128447.80
Base Total Cost
138793.2
Base Unrealized Gain Loss
-10345.4
Base Accrued Interest
1435.42
Local Market Value
128447.8
Local Total Cost Amount
138793.2
Local Unrealized Gain Loss
-10345.4
Local Accrued Interest
1435.42
Period End Date
2022-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
Data As Of
2023-01-25T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SABRA HEALTH CARE LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SABRA HEALTH CARE LP
Security Description
5.125% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
5.125
Original Face
0
Shares Par Value
254000.00
Base Market Value
247139.46
Base Total Cost
252412.5
Base Unrealized Gain Loss
-5273.04
Base Accrued Interest
4917.72
Local Market Value
247139.46
Local Total Cost Amount
252412.5
Local Unrealized Gain Loss
-5273.04
Local Accrued Interest
4917.72
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
Ba1
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: CARGILL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARGILL INC
Security Description
2.125% 23 Apr 2030
Maturity Date
2030-04-23T00:00:00.000
Interest Rate
2.125
Original Face
0
Shares Par Value
611000.00
Base Market Value
523541.46
Base Total Cost
510203.33
Base Unrealized Gain Loss
13338.13
Base Accrued Interest
2452.48
Local Market Value
523541.46
Local Total Cost Amount
510203.33
Local Unrealized Gain Loss
13338.13
Local Accrued Interest
2452.48
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
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
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