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Office of The Comptroller: Teachers Retirement System Holdings Data

This dataset sets forth the Teachers Retirement System holdings (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 5u2d-n46s 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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
8.125% 15 Aug 2019
Maturity Date
2019-08-15T00:00:00.000
Interest Rate
8.125
Original Face
0
Shares Par Value
8000000.00
Base Market Value
9120960.00
Base Total Cost
9397500.00
Base Unrealized Gain Loss
-276540.00
Base Accrued Interest
244198.89
Local Market Value
9120960.00
Local Total Cost Amount
9397500.00
Local Unrealized Gain Loss
-276540.00
Local Accrued Interest
244198.89
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY BOND
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
3.625% 15 Feb 2020
Maturity Date
2020-02-15T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
38000000.00
Base Market Value
40067580.00
Base Total Cost
40377968.75
Base Unrealized Gain Loss
-310388.75
Base Accrued Interest
517513.81
Local Market Value
40067580.00
Local Total Cost Amount
40377968.75
Local Unrealized Gain Loss
-310388.75
Local Accrued Interest
517513.81
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY BOND
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.25% 31 Jan 2019
Maturity Date
2019-01-31T00:00:00.000
Interest Rate
1.25
Original Face
0
Shares Par Value
25000000.00
Base Market Value
24956000.00
Base Total Cost
25029296.88
Base Unrealized Gain Loss
-73296.88
Base Accrued Interest
130352.21
Local Market Value
24956000.00
Local Total Cost Amount
25029296.88
Local Unrealized Gain Loss
-73296.88
Local Accrued Interest
130352.21
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.25% 30 Apr 2019
Maturity Date
2019-04-30T00:00:00.000
Interest Rate
1.25
Original Face
0
Shares Par Value
17500000.00
Base Market Value
17456950.00
Base Total Cost
17496582.03
Base Unrealized Gain Loss
-39632.03
Base Accrued Interest
36854.62
Local Market Value
17456950.00
Local Total Cost Amount
17496582.03
Local Unrealized Gain Loss
-39632.03
Local Accrued Interest
36854.62
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1% 30 Sep 2019
Maturity Date
2019-09-30T00:00:00.000
Interest Rate
1
Original Face
0
Shares Par Value
16000000.00
Base Market Value
15851200.00
Base Total Cost
15801875.00
Base Unrealized Gain Loss
49325.00
Base Accrued Interest
40434.78
Local Market Value
15851200.00
Local Total Cost Amount
15801875.00
Local Unrealized Gain Loss
49325.00
Local Accrued Interest
40434.78
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.125% 31 Dec 2019
Maturity Date
2019-12-31T00:00:00.000
Interest Rate
1.125
Original Face
0
Shares Par Value
10500000.00
Base Market Value
10413480.00
Base Total Cost
10405664.06
Base Unrealized Gain Loss
7815.94
Base Accrued Interest
320.99
Local Market Value
10413480.00
Local Total Cost Amount
10405664.06
Local Unrealized Gain Loss
7815.94
Local Accrued Interest
320.99
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.375% 31 May 2020
Maturity Date
2020-05-31T00:00:00.000
Interest Rate
1.375
Original Face
0
Shares Par Value
14000000.00
Base Market Value
13932800.00
Base Total Cost
13946406.25
Base Unrealized Gain Loss
-13606.25
Base Accrued Interest
16833.49
Local Market Value
13932800.00
Local Total Cost Amount
13946406.25
Local Unrealized Gain Loss
-13606.25
Local Accrued Interest
16833.49
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.375% 31 Jul 2018
Maturity Date
2018-07-31T00:00:00.000
Interest Rate
1.375
Original Face
0
Shares Par Value
40000000.00
Base Market Value
40034400.00
Base Total Cost
40198437.50
Base Unrealized Gain Loss
-164037.50
Base Accrued Interest
229419.89
Local Market Value
40034400.00
Local Total Cost Amount
40198437.50
Local Unrealized Gain Loss
-164037.50
Local Accrued Interest
229419.89
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.25% 30 Nov 2018
Maturity Date
2018-11-30T00:00:00.000
Interest Rate
1.25
Original Face
0
Shares Par Value
33000000.00
Base Market Value
32956110.00
Base Total Cost
32990976.56
Base Unrealized Gain Loss
-34866.56
Base Accrued Interest
34938.52
Local Market Value
32956110.00
Local Total Cost Amount
32990976.56
Local Unrealized Gain Loss
-34866.56
Local Accrued Interest
34938.52
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.5% 31 Dec 2018
Maturity Date
2018-12-31T00:00:00.000
Interest Rate
1.5
Original Face
0
Shares Par Value
35000000.00
Base Market Value
35076650.00
Base Total Cost
35218749.99
Base Unrealized Gain Loss
-142099.99
Base Accrued Interest
1426.63
Local Market Value
35076650.00
Local Total Cost Amount
35218749.99
Local Unrealized Gain Loss
-142099.99
Local Accrued Interest
1426.63
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.5% 31 Jan 2019
Maturity Date
2019-01-31T00:00:00.000
Interest Rate
1.5
Original Face
0
Shares Par Value
29000000.00
Base Market Value
29058870.00
Base Total Cost
29134804.69
Base Unrealized Gain Loss
-75934.69
Base Accrued Interest
181450.27
Local Market Value
29058870.00
Local Total Cost Amount
29134804.69
Local Unrealized Gain Loss
-75934.69
Local Accrued Interest
181450.27
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.5% 28 Feb 2019
Maturity Date
2019-02-28T00:00:00.000
Interest Rate
1.5
Original Face
0
Shares Par Value
36000000.00
Base Market Value
36074520.00
Base Total Cost
36144843.75
Base Unrealized Gain Loss
-70323.75
Base Accrued Interest
180489.13
Local Market Value
36074520.00
Local Total Cost Amount
36144843.75
Local Unrealized Gain Loss
-70323.75
Local Accrued Interest
180489.13
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LINCOLN NATIONAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LINCOLN NATIONAL CORP
Security Description
COMMON STOCK
Interest Rate
0
Original Face
0
Shares Par Value
71964.00
Base Market Value
4863327.12
Base Total Cost
1200374.42
Base Unrealized Gain Loss
3662952.70
Base Accrued Interest
0
Local Market Value
4863327.12
Local Total Cost Amount
1200374.42
Local Unrealized Gain Loss
3662952.70
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
FINANCIALS
Minor Industry Name
INSURANCE
Moody S Quality Rating
NA
S And P Quality Rating
B-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.5% 31 May 2019
Maturity Date
2019-05-31T00:00:00.000
Interest Rate
1.5
Original Face
0
Shares Par Value
22500000.00
Base Market Value
22550175.00
Base Total Cost
22561523.44
Base Unrealized Gain Loss
-11348.44
Base Accrued Interest
28586.07
Local Market Value
22550175.00
Local Total Cost Amount
22561523.44
Local Unrealized Gain Loss
-11348.44
Local Accrued Interest
28586.07
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.625% 30 Jun 2019
Maturity Date
2019-06-30T00:00:00.000
Interest Rate
1.625
Original Face
0
Shares Par Value
20000000.00
Base Market Value
20089000.00
Base Total Cost
20106250.00
Base Unrealized Gain Loss
-17250.00
Base Accrued Interest
883.15
Local Market Value
20089000.00
Local Total Cost Amount
20106250.00
Local Unrealized Gain Loss
-17250.00
Local Accrued Interest
883.15
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.25% 31 Jan 2020
Maturity Date
2020-01-31T00:00:00.000
Interest Rate
1.25
Original Face
0
Shares Par Value
5000000.00
Base Market Value
4969350.00
Base Total Cost
4969726.56
Base Unrealized Gain Loss
-376.56
Base Accrued Interest
26070.44
Local Market Value
4969350.00
Local Total Cost Amount
4969726.56
Local Unrealized Gain Loss
-376.56
Local Accrued Interest
26070.44
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.625% 31 Dec 2019
Maturity Date
2019-12-31T00:00:00.000
Interest Rate
1.625
Original Face
0
Shares Par Value
7750000.00
Base Market Value
7779062.50
Base Total Cost
7798437.50
Base Unrealized Gain Loss
-19375.00
Base Accrued Interest
342.22
Local Market Value
7779062.50
Local Total Cost Amount
7798437.50
Local Unrealized Gain Loss
-19375.00
Local Accrued Interest
342.22
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.5% 31 Oct 2019
Maturity Date
2019-10-31T00:00:00.000
Interest Rate
1.5
Original Face
0
Shares Par Value
18000000.00
Base Market Value
18023940.00
Base Total Cost
17992968.75
Base Unrealized Gain Loss
30971.25
Base Accrued Interest
45489.13
Local Market Value
18023940.00
Local Total Cost Amount
17992968.75
Local Unrealized Gain Loss
30971.25
Local Accrued Interest
45489.13
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.75% 30 Sep 2019
Maturity Date
2019-09-30T00:00:00.000
Interest Rate
1.75
Original Face
0
Shares Par Value
15000000.00
Base Market Value
15107850.00
Base Total Cost
15116601.56
Base Unrealized Gain Loss
-8751.56
Base Accrued Interest
66704.76
Local Market Value
15107850.00
Local Total Cost Amount
15116601.56
Local Unrealized Gain Loss
-8751.56
Local Accrued Interest
66704.76
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.625% 31 Jul 2019
Maturity Date
2019-07-31T00:00:00.000
Interest Rate
1.625
Original Face
0
Shares Par Value
18000000.00
Base Market Value
18082260.00
Base Total Cost
18082968.76
Base Unrealized Gain Loss
-708.76
Base Accrued Interest
122009.67
Local Market Value
18082260.00
Local Total Cost Amount
18082968.76
Local Unrealized Gain Loss
-708.76
Local Accrued Interest
122009.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.625% 31 Aug 2019
Maturity Date
2019-08-31T00:00:00.000
Interest Rate
1.625
Original Face
0
Shares Par Value
16000000.00
Base Market Value
16073120.00
Base Total Cost
16081250.00
Base Unrealized Gain Loss
-8130.00
Base Accrued Interest
86902.17
Local Market Value
16073120.00
Local Total Cost Amount
16081250.00
Local Unrealized Gain Loss
-8130.00
Local Accrued Interest
86902.17
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
1.125% 14 Sep 2018
Maturity Date
2018-09-14T00:00:00.000
Interest Rate
1.125
Original Face
0
Shares Par Value
1000000.00
Base Market Value
996920.00
Base Total Cost
997922.00
Base Unrealized Gain Loss
-1002.00
Base Accrued Interest
3343.75
Local Market Value
996920.00
Local Total Cost Amount
997922.00
Local Unrealized Gain Loss
-1002.00
Local Accrued Interest
3343.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1.125% 14 Dec 2018
Maturity Date
2018-12-14T00:00:00.000
Interest Rate
1.125
Original Face
0
Shares Par Value
650000.00
Base Market Value
647692.50
Base Total Cost
647204.35
Base Unrealized Gain Loss
488.15
Base Accrued Interest
345.31
Local Market Value
647692.50
Local Total Cost Amount
647204.35
Local Unrealized Gain Loss
488.15
Local Accrued Interest
345.31
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.25% 15 Nov 2018
Maturity Date
2018-11-15T00:00:00.000
Interest Rate
1.25
Original Face
0
Shares Par Value
6500000.00
Base Market Value
6491875.00
Base Total Cost
6493652.34
Base Unrealized Gain Loss
-1777.34
Base Accrued Interest
10377.04
Local Market Value
6491875.00
Local Total Cost Amount
6493652.34
Local Unrealized Gain Loss
-1777.34
Local Accrued Interest
10377.04
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2.25% 15 Nov 2025
Maturity Date
2025-11-15T00:00:00.000
Interest Rate
2.25
Original Face
0
Shares Par Value
5250000.00
Base Market Value
5251207.50
Base Total Cost
5187714.83
Base Unrealized Gain Loss
63492.67
Base Accrued Interest
15086.61
Local Market Value
5251207.50
Local Total Cost Amount
5187714.83
Local Unrealized Gain Loss
63492.67
Local Accrued Interest
15086.61
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2% 30 Nov 2022
Maturity Date
2022-11-30T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
5350000.00
Base Market Value
5361288.50
Base Total Cost
5324503.90
Base Unrealized Gain Loss
36784.60
Base Accrued Interest
9304.35
Local Market Value
5361288.50
Local Total Cost Amount
5324503.90
Local Unrealized Gain Loss
36784.60
Local Accrued Interest
9304.35
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.75% 31 Dec 2020
Maturity Date
2020-12-31T00:00:00.000
Interest Rate
1.75
Original Face
0
Shares Par Value
7500000.00
Base Market Value
7521375.00
Base Total Cost
7476269.53
Base Unrealized Gain Loss
45105.47
Base Accrued Interest
356.66
Local Market Value
7521375.00
Local Total Cost Amount
7476269.53
Local Unrealized Gain Loss
45105.47
Local Accrued Interest
356.66
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2.125% 31 Dec 2022
Maturity Date
2022-12-31T00:00:00.000
Interest Rate
2.125
Original Face
0
Shares Par Value
3350000.00
Base Market Value
3376699.50
Base Total Cost
3345378.91
Base Unrealized Gain Loss
31320.59
Base Accrued Interest
193.44
Local Market Value
3376699.50
Local Total Cost Amount
3345378.91
Local Unrealized Gain Loss
31320.59
Local Accrued Interest
193.44
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.375% 31 Jan 2021
Maturity Date
2021-01-31T00:00:00.000
Interest Rate
1.375
Original Face
0
Shares Par Value
6500000.00
Base Market Value
6431945.00
Base Total Cost
6359589.84
Base Unrealized Gain Loss
72355.16
Base Accrued Interest
37280.73
Local Market Value
6431945.00
Local Total Cost Amount
6359589.84
Local Unrealized Gain Loss
72355.16
Local Accrued Interest
37280.73
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1.375% 26 Feb 2021
Maturity Date
2021-02-26T00:00:00.000
Interest Rate
1.375
Original Face
0
Shares Par Value
1000000.00
Base Market Value
987730.00
Base Total Cost
984426.99
Base Unrealized Gain Loss
3303.01
Base Accrued Interest
4774.31
Local Market Value
987730.00
Local Total Cost Amount
984426.99
Local Unrealized Gain Loss
3303.01
Local Accrued Interest
4774.31
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.625% 15 Feb 2026
Maturity Date
2026-02-15T00:00:00.000
Interest Rate
1.625
Original Face
0
Shares Par Value
5350000.00
Base Market Value
5084586.50
Base Total Cost
5002667.97
Base Unrealized Gain Loss
81918.53
Base Accrued Interest
32661.60
Local Market Value
5084586.50
Local Total Cost Amount
5002667.97
Local Unrealized Gain Loss
81918.53
Local Accrued Interest
32661.60
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
1.375% 18 Feb 2021
Maturity Date
2021-02-18T00:00:00.000
Interest Rate
1.375
Original Face
0
Shares Par Value
650000.00
Base Market Value
642999.50
Base Total Cost
635772.80
Base Unrealized Gain Loss
7226.70
Base Accrued Interest
3301.91
Local Market Value
642999.50
Local Total Cost Amount
635772.80
Local Unrealized Gain Loss
7226.70
Local Accrued Interest
3301.91
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: STATE STREET BANK + TRUST CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STATE STREET BANK + TRUST CO
Security Description
SHORT TERM INVESTMENT FUND
Maturity Date
2030-12-31T00:00:00.000
Interest Rate
1.12176
Original Face
0
Shares Par Value
8868327.96
Base Market Value
8868327.96
Base Total Cost
8868327.96
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
8868327.96
Local Total Cost Amount
8868327.96
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH EQUIVALENT
Investment Type Name
STIF-TYPE INSTRUMENT
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
8.75% 15 Aug 2020
Maturity Date
2020-08-15T00:00:00.000
Interest Rate
8.75
Original Face
0
Shares Par Value
1075000.00
Base Market Value
1308855.50
Base Total Cost
1329005.87
Base Unrealized Gain Loss
-20150.37
Base Accrued Interest
35338.40
Local Market Value
1308855.50
Local Total Cost Amount
1329005.87
Local Unrealized Gain Loss
-20150.37
Local Accrued Interest
35338.40
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY BOND
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
6.5% 15 Nov 2026
Maturity Date
2026-11-15T00:00:00.000
Interest Rate
6.5
Original Face
0
Shares Par Value
750000.00
Base Market Value
1018275.00
Base Total Cost
1014345.70
Base Unrealized Gain Loss
3929.30
Base Accrued Interest
6226.22
Local Market Value
1018275.00
Local Total Cost Amount
1014345.70
Local Unrealized Gain Loss
3929.30
Local Accrued Interest
6226.22
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY BOND
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
6% 15 Feb 2026
Maturity Date
2026-02-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
325000.00
Base Market Value
421346.25
Base Total Cost
419973.64
Base Unrealized Gain Loss
1372.61
Base Accrued Interest
7325.97
Local Market Value
421346.25
Local Total Cost Amount
419973.64
Local Unrealized Gain Loss
1372.61
Local Accrued Interest
7325.97
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY BOND
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
6.25% 15 Aug 2023
Maturity Date
2023-08-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
325000.00
Base Market Value
404459.25
Base Total Cost
406097.66
Base Unrealized Gain Loss
-1638.41
Base Accrued Interest
7631.21
Local Market Value
404459.25
Local Total Cost Amount
406097.66
Local Unrealized Gain Loss
-1638.41
Local Accrued Interest
7631.21
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY BOND
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
8% 15 Nov 2021
Maturity Date
2021-11-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
325000.00
Base Market Value
409565.00
Base Total Cost
414755.86
Base Unrealized Gain Loss
-5190.86
Base Accrued Interest
3320.65
Local Market Value
409565.00
Local Total Cost Amount
414755.86
Local Unrealized Gain Loss
-5190.86
Local Accrued Interest
3320.65
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY BOND
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
3.75% 15 Nov 2018
Maturity Date
2018-11-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
2375000.00
Base Market Value
2452187.50
Base Total Cost
2481782.23
Base Unrealized Gain Loss
-29594.73
Base Accrued Interest
11374.83
Local Market Value
2452187.50
Local Total Cost Amount
2481782.23
Local Unrealized Gain Loss
-29594.73
Local Accrued Interest
11374.83
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2.75% 15 Feb 2019
Maturity Date
2019-02-15T00:00:00.000
Interest Rate
2.75
Original Face
0
Shares Par Value
3800000.00
Base Market Value
3884626.00
Base Total Cost
3909843.75
Base Unrealized Gain Loss
-25217.75
Base Accrued Interest
39259.67
Local Market Value
3884626.00
Local Total Cost Amount
3909843.75
Local Unrealized Gain Loss
-25217.75
Local Accrued Interest
39259.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
3.75% 27 Mar 2019
Maturity Date
2019-03-27T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
750000.00
Base Market Value
780255.00
Base Total Cost
785652.00
Base Unrealized Gain Loss
-5397.00
Base Accrued Interest
7343.75
Local Market Value
780255.00
Local Total Cost Amount
785652.00
Local Unrealized Gain Loss
-5397.00
Local Accrued Interest
7343.75
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
3.125% 15 May 2019
Maturity Date
2019-05-15T00:00:00.000
Interest Rate
3.125
Original Face
0
Shares Par Value
2750000.00
Base Market Value
2838742.50
Base Total Cost
2854736.33
Base Unrealized Gain Loss
-15993.83
Base Accrued Interest
10975.71
Local Market Value
2838742.50
Local Total Cost Amount
2854736.33
Local Unrealized Gain Loss
-15993.83
Local Accrued Interest
10975.71
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
0.875% 15 Jun 2019
Maturity Date
2019-06-15T00:00:00.000
Interest Rate
0.875
Original Face
0
Shares Par Value
5350000.00
Base Market Value
5297730.50
Base Total Cost
5295664.06
Base Unrealized Gain Loss
2066.44
Base Accrued Interest
2046.45
Local Market Value
5297730.50
Local Total Cost Amount
5295664.06
Local Unrealized Gain Loss
2066.44
Local Accrued Interest
2046.45
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.375% 30 Jun 2023
Maturity Date
2023-06-30T00:00:00.000
Interest Rate
1.375
Original Face
0
Shares Par Value
5350000.00
Base Market Value
5150819.50
Base Total Cost
5095457.03
Base Unrealized Gain Loss
55362.47
Base Accrued Interest
199.90
Local Market Value
5150819.50
Local Total Cost Amount
5095457.03
Local Unrealized Gain Loss
55362.47
Local Accrued Interest
199.90
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.125% 30 Jun 2021
Maturity Date
2021-06-30T00:00:00.000
Interest Rate
1.125
Original Face
0
Shares Par Value
5350000.00
Base Market Value
5221493.00
Base Total Cost
5190335.94
Base Unrealized Gain Loss
31157.06
Base Accrued Interest
163.55
Local Market Value
5221493.00
Local Total Cost Amount
5190335.94
Local Unrealized Gain Loss
31157.06
Local Accrued Interest
163.55
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
0.625% 30 Jun 2018
Maturity Date
2018-06-30T00:00:00.000
Interest Rate
0.625
Original Face
0
Shares Par Value
4250000.00
Base Market Value
4222927.50
Base Total Cost
4227587.88
Base Unrealized Gain Loss
-4660.38
Base Accrued Interest
34.81
Local Market Value
4222927.50
Local Total Cost Amount
4227587.88
Local Unrealized Gain Loss
-4660.38
Local Accrued Interest
34.81
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
0.75% 15 Jul 2019
Maturity Date
2019-07-15T00:00:00.000
Interest Rate
0.75
Original Face
0
Shares Par Value
5350000.00
Base Market Value
5280824.50
Base Total Cost
5275183.59
Base Unrealized Gain Loss
5640.91
Base Accrued Interest
18510.70
Local Market Value
5280824.50
Local Total Cost Amount
5275183.59
Local Unrealized Gain Loss
5640.91
Local Accrued Interest
18510.70
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
0.875% 19 Jul 2019
Maturity Date
2019-07-19T00:00:00.000
Interest Rate
0.875
Original Face
0
Shares Par Value
1525000.00
Base Market Value
1506822.00
Base Total Cost
1504353.61
Base Unrealized Gain Loss
2468.39
Base Accrued Interest
6004.68
Local Market Value
1506822.00
Local Total Cost Amount
1504353.61
Local Unrealized Gain Loss
2468.39
Local Accrued Interest
6004.68
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Moody S Quality Rating
Aaa
S And P Quality Rating
AA+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.25% 31 Jul 2023
Maturity Date
2023-07-31T00:00:00.000
Interest Rate
1.25
Original Face
0
Shares Par Value
3100000.00
Base Market Value
2959787.00
Base Total Cost
2919726.56
Base Unrealized Gain Loss
40060.44
Base Accrued Interest
16163.67
Local Market Value
2959787.00
Local Total Cost Amount
2919726.56
Local Unrealized Gain Loss
40060.44
Local Accrued Interest
16163.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
0.75% 31 Jul 2018
Maturity Date
2018-07-31T00:00:00.000
Interest Rate
0.75
Original Face
0
Shares Par Value
2850000.00
Base Market Value
2833299.00
Base Total Cost
2838199.22
Base Unrealized Gain Loss
-4900.22
Base Accrued Interest
8916.09
Local Market Value
2833299.00
Local Total Cost Amount
2838199.22
Local Unrealized Gain Loss
-4900.22
Local Accrued Interest
8916.09
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
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