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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
1.5% 15 Aug 2026
Maturity Date
2026-08-15T00:00:00.000
Interest Rate
1.5
Original Face
0
Shares Par Value
9750000.00
Base Market Value
9121222.50
Base Total Cost
8973593.74
Base Unrealized Gain Loss
147628.76
Base Accrued Interest
54944.76
Local Market Value
9121222.50
Local Total Cost Amount
8973593.74
Local Unrealized Gain Loss
147628.76
Local Accrued Interest
54944.76
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
1.125% 12 Aug 2021
Maturity Date
2021-08-12T00:00:00.000
Interest Rate
1.125
Original Face
0
Shares Par Value
850000.00
Base Market Value
826786.50
Base Total Cost
817711.90
Base Unrealized Gain Loss
9074.60
Base Accrued Interest
3692.19
Local Market Value
826786.50
Local Total Cost Amount
817711.90
Local Unrealized Gain Loss
9074.60
Local Accrued Interest
3692.19
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
1.125% 31 Aug 2021
Maturity Date
2021-08-31T00:00:00.000
Interest Rate
1.125
Original Face
0
Shares Par Value
5350000.00
Base Market Value
5209776.50
Base Total Cost
5179468.75
Base Unrealized Gain Loss
30307.75
Base Accrued Interest
20117.02
Local Market Value
5209776.50
Local Total Cost Amount
5179468.75
Local Unrealized Gain Loss
30307.75
Local Accrued Interest
20117.02
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% 28 Feb 2021
Maturity Date
2021-02-28T00:00:00.000
Interest Rate
1.125
Original Face
0
Shares Par Value
5425000.00
Base Market Value
5314818.25
Base Total Cost
5288739.26
Base Unrealized Gain Loss
26078.99
Base Accrued Interest
20399.03
Local Market Value
5314818.25
Local Total Cost Amount
5288739.26
Local Unrealized Gain Loss
26078.99
Local Accrued Interest
20399.03
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
3.625% 15 Aug 2019
Maturity Date
2019-08-15T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
3500000.00
Base Market Value
3661455.00
Base Total Cost
3682929.69
Base Unrealized Gain Loss
-21474.69
Base Accrued Interest
47665.75
Local Market Value
3661455.00
Local Total Cost Amount
3682929.69
Local Unrealized Gain Loss
-21474.69
Local Accrued Interest
47665.75
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
3.375% 15 Nov 2019
Maturity Date
2019-11-15T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
4600000.00
Base Market Value
4806126.00
Base Total Cost
4821210.93
Base Unrealized Gain Loss
-15084.93
Base Accrued Interest
19828.13
Local Market Value
4806126.00
Local Total Cost Amount
4821210.93
Local Unrealized Gain Loss
-15084.93
Local Accrued Interest
19828.13
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
3.625% 15 Feb 2020
Maturity Date
2020-02-15T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
3825000.00
Base Market Value
4033118.25
Base Total Cost
4056029.31
Base Unrealized Gain Loss
-22911.06
Base Accrued Interest
52091.85
Local Market Value
4033118.25
Local Total Cost Amount
4056029.31
Local Unrealized Gain Loss
-22911.06
Local Accrued Interest
52091.85
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
3.5% 15 May 2020
Maturity Date
2020-05-15T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
3000000.00
Base Market Value
3164880.00
Base Total Cost
3178007.81
Base Unrealized Gain Loss
-13127.81
Base Accrued Interest
13410.33
Local Market Value
3164880.00
Local Total Cost Amount
3178007.81
Local Unrealized Gain Loss
-13127.81
Local Accrued Interest
13410.33
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
2.625% 15 Aug 2020
Maturity Date
2020-08-15T00:00:00.000
Interest Rate
2.625
Original Face
0
Shares Par Value
5375000.00
Base Market Value
5543613.75
Base Total Cost
5543261.72
Base Unrealized Gain Loss
352.03
Base Accrued Interest
53007.59
Local Market Value
5543613.75
Local Total Cost Amount
5543261.72
Local Unrealized Gain Loss
352.03
Local Accrued Interest
53007.59
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
2.625% 15 Nov 2020
Maturity Date
2020-11-15T00:00:00.000
Interest Rate
2.625
Original Face
0
Shares Par Value
2650000.00
Base Market Value
2735091.50
Base Total Cost
2734261.71
Base Unrealized Gain Loss
829.79
Base Accrued Interest
8884.34
Local Market Value
2735091.50
Local Total Cost Amount
2734261.71
Local Unrealized Gain Loss
829.79
Local Accrued Interest
8884.34
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
3.625% 15 Feb 2021
Maturity Date
2021-02-15T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
3750000.00
Base Market Value
4005337.50
Base Total Cost
4011044.92
Base Unrealized Gain Loss
-5707.42
Base Accrued Interest
51070.44
Local Market Value
4005337.50
Local Total Cost Amount
4011044.92
Local Unrealized Gain Loss
-5707.42
Local Accrued Interest
51070.44
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
3.125% 15 May 2021
Maturity Date
2021-05-15T00:00:00.000
Interest Rate
3.125
Original Face
0
Shares Par Value
3100000.00
Base Market Value
3261541.00
Base Total Cost
3251460.93
Base Unrealized Gain Loss
10080.07
Base Accrued Interest
12372.62
Local Market Value
3261541.00
Local Total Cost Amount
3251460.93
Local Unrealized Gain Loss
10080.07
Local Accrued Interest
12372.62
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: LOEWS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LOEWS CORP
Security Description
COMMON STOCK USD.01
Interest Rate
0
Original Face
0
Shares Par Value
86861.00
Base Market Value
4065963.41
Base Total Cost
1507549.39
Base Unrealized Gain Loss
2558414.02
Base Accrued Interest
0
Local Market Value
4065963.41
Local Total Cost Amount
1507549.39
Local Unrealized Gain Loss
2558414.02
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
2.25% 31 Jul 2018
Maturity Date
2018-07-31T00:00:00.000
Interest Rate
2.25
Original Face
0
Shares Par Value
4875000.00
Base Market Value
4923165.00
Base Total Cost
4954199.22
Base Unrealized Gain Loss
-31034.22
Base Accrued Interest
45753.63
Local Market Value
4923165.00
Local Total Cost Amount
4954199.22
Local Unrealized Gain Loss
-31034.22
Local Accrued Interest
45753.63
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
2% 15 Nov 2021
Maturity Date
2021-11-15T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
7750000.00
Base Market Value
7815410.00
Base Total Cost
7780878.91
Base Unrealized Gain Loss
34531.09
Base Accrued Interest
19796.20
Local Market Value
7815410.00
Local Total Cost Amount
7780878.91
Local Unrealized Gain Loss
34531.09
Local Accrued Interest
19796.20
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
2.375% 13 Jan 2022
Maturity Date
2022-01-13T00:00:00.000
Interest Rate
2.375
Original Face
0
Shares Par Value
1300000.00
Base Market Value
1327287.00
Base Total Cost
1322553.51
Base Unrealized Gain Loss
4733.49
Base Accrued Interest
14408.34
Local Market Value
1327287.00
Local Total Cost Amount
1322553.51
Local Unrealized Gain Loss
4733.49
Local Accrued Interest
14408.34
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
2% 15 Feb 2023
Maturity Date
2023-02-15T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
6750000.00
Base Market Value
6753172.50
Base Total Cost
6707021.49
Base Unrealized Gain Loss
46151.01
Base Accrued Interest
50718.23
Local Market Value
6753172.50
Local Total Cost Amount
6707021.49
Local Unrealized Gain Loss
46151.01
Local Accrued Interest
50718.23
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% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
1.75
Original Face
0
Shares Par Value
2500000.00
Base Market Value
2462900.00
Base Total Cost
2441894.53
Base Unrealized Gain Loss
21005.47
Base Accrued Interest
5587.64
Local Market Value
2462900.00
Local Total Cost Amount
2441894.53
Local Unrealized Gain Loss
21005.47
Local Accrued Interest
5587.64
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% 31 Jul 2020
Maturity Date
2020-07-31T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
7500000.00
Base Market Value
7592850.00
Base Total Cost
7589355.46
Base Unrealized Gain Loss
3494.54
Base Accrued Interest
62569.06
Local Market Value
7592850.00
Local Total Cost Amount
7589355.46
Local Unrealized Gain Loss
3494.54
Local Accrued Interest
62569.06
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
2.5% 15 Aug 2023
Maturity Date
2023-08-15T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
6500000.00
Base Market Value
6670885.00
Base Total Cost
6589882.81
Base Unrealized Gain Loss
81002.19
Base Accrued Interest
61049.72
Local Market Value
6670885.00
Local Total Cost Amount
6589882.81
Local Unrealized Gain Loss
81002.19
Local Accrued Interest
61049.72
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 Aug 2020
Maturity Date
2020-08-31T00:00:00.000
Interest Rate
2.125
Original Face
0
Shares Par Value
4750000.00
Base Market Value
4826427.50
Base Total Cost
4807148.44
Base Unrealized Gain Loss
19279.06
Base Accrued Interest
33737.26
Local Market Value
4826427.50
Local Total Cost Amount
4807148.44
Local Unrealized Gain Loss
19279.06
Local Accrued Interest
33737.26
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 Sep 2020
Maturity Date
2020-09-30T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
3000000.00
Base Market Value
3036570.00
Base Total Cost
3039843.72
Base Unrealized Gain Loss
-3273.72
Base Accrued Interest
15246.81
Local Market Value
3036570.00
Local Total Cost Amount
3039843.72
Local Unrealized Gain Loss
-3273.72
Local Accrued Interest
15246.81
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
2.75% 15 Nov 2023
Maturity Date
2023-11-15T00:00:00.000
Interest Rate
2.75
Original Face
0
Shares Par Value
2000000.00
Base Market Value
2081880.00
Base Total Cost
2068359.37
Base Unrealized Gain Loss
13520.63
Base Accrued Interest
7024.46
Local Market Value
2081880.00
Local Total Cost Amount
2068359.37
Local Unrealized Gain Loss
13520.63
Local Accrued Interest
7024.46
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
7750000.00
Base Market Value
7766972.50
Base Total Cost
7788750.00
Base Unrealized Gain Loss
-21777.50
Base Accrued Interest
315.90
Local Market Value
7766972.50
Local Total Cost Amount
7788750.00
Local Unrealized Gain Loss
-21777.50
Local Accrued Interest
315.90
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
2.375% 31 Dec 2020
Maturity Date
2020-12-31T00:00:00.000
Interest Rate
2.375
Original Face
0
Shares Par Value
4875000.00
Base Market Value
4993072.50
Base Total Cost
4983056.65
Base Unrealized Gain Loss
10015.85
Base Accrued Interest
314.63
Local Market Value
4993072.50
Local Total Cost Amount
4983056.65
Local Unrealized Gain Loss
10015.85
Local Accrued Interest
314.63
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
2.75% 15 Feb 2024
Maturity Date
2024-02-15T00:00:00.000
Interest Rate
2.75
Original Face
0
Shares Par Value
5325000.00
Base Market Value
5540502.75
Base Total Cost
5439404.30
Base Unrealized Gain Loss
101098.45
Base Accrued Interest
55015.19
Local Market Value
5540502.75
Local Total Cost Amount
5439404.30
Local Unrealized Gain Loss
101098.45
Local Accrued Interest
55015.19
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% 28 Feb 2021
Maturity Date
2021-02-28T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1011170.00
Base Total Cost
1008828.13
Base Unrealized Gain Loss
2341.87
Base Accrued Interest
6684.78
Local Market Value
1011170.00
Local Total Cost Amount
1008828.13
Local Unrealized Gain Loss
2341.87
Local Accrued Interest
6684.78
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
2.25% 30 Apr 2021
Maturity Date
2021-04-30T00:00:00.000
Interest Rate
2.25
Original Face
0
Shares Par Value
5000000.00
Base Market Value
5097050.00
Base Total Cost
5048828.13
Base Unrealized Gain Loss
48221.87
Base Accrued Interest
18953.80
Local Market Value
5097050.00
Local Total Cost Amount
5048828.13
Local Unrealized Gain Loss
48221.87
Local Accrued Interest
18953.80
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 Apr 2019
Maturity Date
2019-04-30T00:00:00.000
Interest Rate
1.625
Original Face
0
Shares Par Value
7750000.00
Base Market Value
7783635.00
Base Total Cost
7789960.94
Base Unrealized Gain Loss
-6325.94
Base Accrued Interest
21217.73
Local Market Value
7783635.00
Local Total Cost Amount
7789960.94
Local Unrealized Gain Loss
-6325.94
Local Accrued Interest
21217.73
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2.5% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
2500000.00
Base Market Value
2561425.00
Base Total Cost
2541699.21
Base Unrealized Gain Loss
19725.79
Base Accrued Interest
7982.34
Local Market Value
2561425.00
Local Total Cost Amount
2541699.21
Local Unrealized Gain Loss
19725.79
Local Accrued Interest
7982.34
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 May 2019
Maturity Date
2019-05-31T00:00:00.000
Interest Rate
1.5
Original Face
0
Shares Par Value
6500000.00
Base Market Value
6514495.00
Base Total Cost
6506601.57
Base Unrealized Gain Loss
7893.43
Base Accrued Interest
8478.26
Local Market Value
6514495.00
Local Total Cost Amount
6506601.57
Local Unrealized Gain Loss
7893.43
Local Accrued Interest
8478.26
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
2.375% 15 Aug 2024
Maturity Date
2024-08-15T00:00:00.000
Interest Rate
2.375
Original Face
0
Shares Par Value
1500000.00
Base Market Value
1522845.00
Base Total Cost
1517578.12
Base Unrealized Gain Loss
5266.88
Base Accrued Interest
13383.98
Local Market Value
1522845.00
Local Total Cost Amount
1517578.12
Local Unrealized Gain Loss
5266.88
Local Accrued Interest
13383.98
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
2.625% 06 Sep 2024
Maturity Date
2024-09-06T00:00:00.000
Interest Rate
2.625
Original Face
0
Shares Par Value
775000.00
Base Market Value
795126.75
Base Total Cost
784951.23
Base Unrealized Gain Loss
10175.52
Base Accrued Interest
6498.69
Local Market Value
795126.75
Local Total Cost Amount
784951.23
Local Unrealized Gain Loss
10175.52
Local Accrued Interest
6498.69
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
1.5% 31 Oct 2019
Maturity Date
2019-10-31T00:00:00.000
Interest Rate
1.5
Original Face
0
Shares Par Value
4075000.00
Base Market Value
4080419.75
Base Total Cost
4077146.48
Base Unrealized Gain Loss
3273.27
Base Accrued Interest
10298.23
Local Market Value
4080419.75
Local Total Cost Amount
4077146.48
Local Unrealized Gain Loss
3273.27
Local Accrued Interest
10298.23
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
7500000.00
Base Market Value
7528125.00
Base Total Cost
7515527.34
Base Unrealized Gain Loss
12597.66
Base Accrued Interest
331.18
Local Market Value
7528125.00
Local Total Cost Amount
7515527.34
Local Unrealized Gain Loss
12597.66
Local Accrued Interest
331.18
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 2021
Maturity Date
2021-12-31T00:00:00.000
Interest Rate
2.125
Original Face
0
Shares Par Value
6500000.00
Base Market Value
6583525.00
Base Total Cost
6553828.13
Base Unrealized Gain Loss
29696.87
Base Accrued Interest
375.34
Local Market Value
6583525.00
Local Total Cost Amount
6553828.13
Local Unrealized Gain Loss
29696.87
Local Accrued Interest
375.34
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
1.625% 21 Jan 2020
Maturity Date
2020-01-21T00:00:00.000
Interest Rate
1.625
Original Face
0
Shares Par Value
1000000.00
Base Market Value
1002650.00
Base Total Cost
998842.00
Base Unrealized Gain Loss
3808.00
Base Accrued Interest
7222.22
Local Market Value
1002650.00
Local Total Cost Amount
998842.00
Local Unrealized Gain Loss
3808.00
Local Accrued Interest
7222.22
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 Jan 2020
Maturity Date
2020-01-31T00:00:00.000
Interest Rate
1.25
Original Face
0
Shares Par Value
2500000.00
Base Market Value
2484675.00
Base Total Cost
2483203.13
Base Unrealized Gain Loss
1471.87
Base Accrued Interest
13035.22
Local Market Value
2484675.00
Local Total Cost Amount
2483203.13
Local Unrealized Gain Loss
1471.87
Local Accrued Interest
13035.22
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 Jan 2022
Maturity Date
2022-01-31T00:00:00.000
Interest Rate
1.5
Original Face
0
Shares Par Value
7500000.00
Base Market Value
7386300.00
Base Total Cost
7344140.62
Base Unrealized Gain Loss
42159.38
Base Accrued Interest
46926.80
Local Market Value
7386300.00
Local Total Cost Amount
7344140.62
Local Unrealized Gain Loss
42159.38
Local Accrued Interest
46926.80
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% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
6800000.00
Base Market Value
6706772.00
Base Total Cost
6610062.50
Base Unrealized Gain Loss
96709.50
Base Accrued Interest
51093.92
Local Market Value
6706772.00
Local Total Cost Amount
6610062.50
Local Unrealized Gain Loss
96709.50
Local Accrued Interest
51093.92
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% 28 Feb 2022
Maturity Date
2022-02-28T00:00:00.000
Interest Rate
1.75
Original Face
0
Shares Par Value
7750000.00
Base Market Value
7716985.00
Base Total Cost
7639804.69
Base Unrealized Gain Loss
77180.31
Base Accrued Interest
45331.18
Local Market Value
7716985.00
Local Total Cost Amount
7639804.69
Local Unrealized Gain Loss
77180.31
Local Accrued Interest
45331.18
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 Mar 2020
Maturity Date
2020-03-31T00:00:00.000
Interest Rate
1.375
Original Face
0
Shares Par Value
5725000.00
Base Market Value
5703760.25
Base Total Cost
5699058.60
Base Unrealized Gain Loss
4701.65
Base Accrued Interest
19893.60
Local Market Value
5703760.25
Local Total Cost Amount
5699058.60
Local Unrealized Gain Loss
4701.65
Local Accrued Interest
19893.60
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: 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 Mar 2022
Maturity Date
2022-03-31T00:00:00.000
Interest Rate
1.75
Original Face
0
Shares Par Value
5300000.00
Base Market Value
5272652.00
Base Total Cost
5194207.03
Base Unrealized Gain Loss
78444.97
Base Accrued Interest
23439.54
Local Market Value
5272652.00
Local Total Cost Amount
5194207.03
Local Unrealized Gain Loss
78444.97
Local Accrued Interest
23439.54
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
1.5% 22 Jun 2020
Maturity Date
2020-06-22T00:00:00.000
Interest Rate
1.5
Original Face
0
Shares Par Value
900000.00
Base Market Value
897804.00
Base Total Cost
896638.51
Base Unrealized Gain Loss
1165.49
Base Accrued Interest
337.50
Local Market Value
897804.00
Local Total Cost Amount
896638.51
Local Unrealized Gain Loss
1165.49
Local Accrued Interest
337.50
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
2.125% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
2.125
Original Face
0
Shares Par Value
7375000.00
Base Market Value
7328611.25
Base Total Cost
7235960.94
Base Unrealized Gain Loss
92650.31
Base Accrued Interest
20015.71
Local Market Value
7328611.25
Local Total Cost Amount
7235960.94
Local Unrealized Gain Loss
92650.31
Local Accrued Interest
20015.71
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
1.5% 31 May 2020
Maturity Date
2020-05-31T00:00:00.000
Interest Rate
1.5
Original Face
0
Shares Par Value
5725000.00
Base Market Value
5716527.00
Base Total Cost
5710463.86
Base Unrealized Gain Loss
6063.14
Base Accrued Interest
7467.39
Local Market Value
5716527.00
Local Total Cost Amount
5710463.86
Local Unrealized Gain Loss
6063.14
Local Accrued Interest
7467.39
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
1.125% 20 Jul 2018
Maturity Date
2018-07-20T00:00:00.000
Interest Rate
1.125
Original Face
0
Shares Par Value
1075000.00
Base Market Value
1072828.50
Base Total Cost
1076114.78
Base Unrealized Gain Loss
-3286.28
Base Accrued Interest
5408.60
Local Market Value
1072828.50
Local Total Cost Amount
1076114.78
Local Unrealized Gain Loss
-3286.28
Local Accrued Interest
5408.60
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% 30 Jun 2020
Maturity Date
2020-06-30T00:00:00.000
Interest Rate
1.625
Original Face
0
Shares Par Value
6500000.00
Base Market Value
6511440.00
Base Total Cost
6467500.00
Base Unrealized Gain Loss
43940.00
Base Accrued Interest
287.02
Local Market Value
6511440.00
Local Total Cost Amount
6467500.00
Local Unrealized Gain Loss
43940.00
Local Accrued Interest
287.02
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% 30 Jun 2022
Maturity Date
2022-06-30T00:00:00.000
Interest Rate
2.125
Original Face
0
Shares Par Value
5250000.00
Base Market Value
5307015.00
Base Total Cost
5281992.18
Base Unrealized Gain Loss
25022.82
Base Accrued Interest
303.16
Local Market Value
5307015.00
Local Total Cost Amount
5281992.18
Local Unrealized Gain Loss
25022.82
Local Accrued Interest
303.16
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 Jul 2018
Maturity Date
2018-07-15T00:00:00.000
Interest Rate
0.875
Original Face
0
Shares Par Value
10500000.00
Base Market Value
10454115.00
Base Total Cost
10464726.57
Base Unrealized Gain Loss
-10611.57
Base Accrued Interest
42384.32
Local Market Value
10454115.00
Local Total Cost Amount
10464726.57
Local Unrealized Gain Loss
-10611.57
Local Accrued Interest
42384.32
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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