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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
2% 31 Jul 2022
Maturity Date
2022-07-31T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
2500000.00
Base Market Value
2511625.00
Base Total Cost
2506542.97
Base Unrealized Gain Loss
5082.03
Base Accrued Interest
20856.35
Local Market Value
2511625.00
Local Total Cost Amount
2506542.97
Local Unrealized Gain Loss
5082.03
Local Accrued Interest
20856.35
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
2% 15 Aug 2025
Maturity Date
2025-08-15T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
2550000.00
Base Market Value
2506675.50
Base Total Cost
2473898.44
Base Unrealized Gain Loss
32777.06
Base Accrued Interest
19160.22
Local Market Value
2506675.50
Local Total Cost Amount
2473898.44
Local Unrealized Gain Loss
32777.06
Local Accrued Interest
19160.22
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
1.875% 31 Aug 2022
Maturity Date
2022-08-31T00:00:00.000
Interest Rate
1.875
Original Face
0
Shares Par Value
5475000.00
Base Market Value
5464323.75
Base Total Cost
5410957.03
Base Unrealized Gain Loss
53366.72
Base Accrued Interest
34311.74
Local Market Value
5464323.75
Local Total Cost Amount
5410957.03
Local Unrealized Gain Loss
53366.72
Local Accrued Interest
34311.74
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% 19 Oct 2018
Maturity Date
2018-10-19T00:00:00.000
Interest Rate
1.125
Original Face
0
Shares Par Value
450000.00
Base Market Value
448600.50
Base Total Cost
449772.30
Base Unrealized Gain Loss
-1171.80
Base Accrued Interest
1012.50
Local Market Value
448600.50
Local Total Cost Amount
449772.30
Local Unrealized Gain Loss
-1171.80
Local Accrued Interest
1012.50
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
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% 15 Sep 2018
Maturity Date
2018-09-15T00:00:00.000
Interest Rate
1
Original Face
0
Shares Par Value
7500000.00
Base Market Value
7471875.00
Base Total Cost
7482421.88
Base Unrealized Gain Loss
-10546.88
Base Accrued Interest
22010.87
Local Market Value
7471875.00
Local Total Cost Amount
7482421.88
Local Unrealized Gain Loss
-10546.88
Local Accrued Interest
22010.87
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 Sep 2020
Maturity Date
2020-09-30T00:00:00.000
Interest Rate
1.375
Original Face
0
Shares Par Value
5725000.00
Base Market Value
5682520.50
Base Total Cost
5665513.67
Base Unrealized Gain Loss
17006.83
Base Accrued Interest
19893.60
Local Market Value
5682520.50
Local Total Cost Amount
5665513.67
Local Unrealized Gain Loss
17006.83
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
0.875% 15 Oct 2018
Maturity Date
2018-10-15T00:00:00.000
Interest Rate
0.875
Original Face
0
Shares Par Value
2000000.00
Base Market Value
1988440.00
Base Total Cost
1990546.87
Base Unrealized Gain Loss
-2106.87
Base Accrued Interest
3681.69
Local Market Value
1988440.00
Local Total Cost Amount
1990546.87
Local Unrealized Gain Loss
-2106.87
Local Accrued Interest
3681.69
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% 26 Feb 2019
Maturity Date
2019-02-26T00:00:00.000
Interest Rate
1
Original Face
0
Shares Par Value
700000.00
Base Market Value
695331.00
Base Total Cost
696040.10
Base Unrealized Gain Loss
-709.10
Base Accrued Interest
2430.56
Local Market Value
695331.00
Local Total Cost Amount
696040.10
Local Unrealized Gain Loss
-709.10
Local Accrued Interest
2430.56
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% 15 Mar 2019
Maturity Date
2019-03-15T00:00:00.000
Interest Rate
1
Original Face
0
Shares Par Value
5350000.00
Base Market Value
5316776.50
Base Total Cost
5323250.00
Base Unrealized Gain Loss
-6473.50
Base Accrued Interest
15701.09
Local Market Value
5316776.50
Local Total Cost Amount
5323250.00
Local Unrealized Gain Loss
-6473.50
Local Accrued Interest
15701.09
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
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% 15 Apr 2019
Maturity Date
2019-04-15T00:00:00.000
Interest Rate
1.125
Original Face
0
Shares Par Value
650000.00
Base Market Value
647081.50
Base Total Cost
645375.90
Base Unrealized Gain Loss
1705.60
Base Accrued Interest
1543.75
Local Market Value
647081.50
Local Total Cost Amount
645375.90
Local Unrealized Gain Loss
1705.60
Local Accrued Interest
1543.75
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
1.25% 31 Mar 2021
Maturity Date
2021-03-31T00:00:00.000
Interest Rate
1.25
Original Face
0
Shares Par Value
3000000.00
Base Market Value
2950320.00
Base Total Cost
2945859.38
Base Unrealized Gain Loss
4460.62
Base Accrued Interest
9529.25
Local Market Value
2950320.00
Local Total Cost Amount
2945859.38
Local Unrealized Gain Loss
4460.62
Local Accrued Interest
9529.25
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 2023
Maturity Date
2023-04-30T00:00:00.000
Interest Rate
1.625
Original Face
0
Shares Par Value
5350000.00
Base Market Value
5235884.50
Base Total Cost
5186365.23
Base Unrealized Gain Loss
49519.27
Base Accrued Interest
14647.08
Local Market Value
5235884.50
Local Total Cost Amount
5186365.23
Local Unrealized Gain Loss
49519.27
Local Accrued Interest
14647.08
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 Apr 2021
Maturity Date
2021-04-30T00:00:00.000
Interest Rate
1.375
Original Face
0
Shares Par Value
5725000.00
Base Market Value
5651891.75
Base Total Cost
5625036.13
Base Unrealized Gain Loss
26855.62
Base Accrued Interest
13262.40
Local Market Value
5651891.75
Local Total Cost Amount
5625036.13
Local Unrealized Gain Loss
26855.62
Local Accrued Interest
13262.40
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 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
2.125% 24 Apr 2026
Maturity Date
2026-04-24T00:00:00.000
Interest Rate
2.125
Original Face
0
Shares Par Value
325000.00
Base Market Value
316774.25
Base Total Cost
308758.60
Base Unrealized Gain Loss
8015.65
Base Accrued Interest
1285.33
Local Market Value
316774.25
Local Total Cost Amount
308758.60
Local Unrealized Gain Loss
8015.65
Local Accrued Interest
1285.33
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
0.875% 15 May 2019
Maturity Date
2019-05-15T00:00:00.000
Interest Rate
0.875
Original Face
0
Shares Par Value
5350000.00
Base Market Value
5300459.00
Base Total Cost
5299843.75
Base Unrealized Gain Loss
615.25
Base Accrued Interest
5978.77
Local Market Value
5300459.00
Local Total Cost Amount
5299843.75
Local Unrealized Gain Loss
615.25
Local Accrued Interest
5978.77
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
0.875% 01 Oct 2018
Maturity Date
2018-10-01T00:00:00.000
Interest Rate
0.875
Original Face
0
Shares Par Value
475000.00
Base Market Value
472131.00
Base Total Cost
472463.60
Base Unrealized Gain Loss
-332.60
Base Accrued Interest
1039.06
Local Market Value
472131.00
Local Total Cost Amount
472463.60
Local Unrealized Gain Loss
-332.60
Local Accrued Interest
1039.06
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% 28 Aug 2019
Maturity Date
2019-08-28T00:00:00.000
Interest Rate
1
Original Face
0
Shares Par Value
750000.00
Base Market Value
742672.50
Base Total Cost
739609.49
Base Unrealized Gain Loss
3063.01
Base Accrued Interest
2562.50
Local Market Value
742672.50
Local Total Cost Amount
739609.49
Local Unrealized Gain Loss
3063.01
Local Accrued Interest
2562.50
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: 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% 26 Sep 2019
Maturity Date
2019-09-26T00:00:00.000
Interest Rate
1
Original Face
0
Shares Par Value
1050000.00
Base Market Value
1039332.00
Base Total Cost
1036191.89
Base Unrealized Gain Loss
3140.11
Base Accrued Interest
2770.83
Local Market Value
1039332.00
Local Total Cost Amount
1036191.89
Local Unrealized Gain Loss
3140.11
Local Accrued Interest
2770.83
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
0.875% 15 Sep 2019
Maturity Date
2019-09-15T00:00:00.000
Interest Rate
0.875
Original Face
0
Shares Par Value
5350000.00
Base Market Value
5287084.00
Base Total Cost
5281035.15
Base Unrealized Gain Loss
6048.85
Base Accrued Interest
13738.45
Local Market Value
5287084.00
Local Total Cost Amount
5281035.15
Local Unrealized Gain Loss
6048.85
Local Accrued Interest
13738.45
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
0.875% 12 Oct 2018
Maturity Date
2018-10-12T00:00:00.000
Interest Rate
0.875
Original Face
0
Shares Par Value
525000.00
Base Market Value
521797.50
Base Total Cost
522503.10
Base Unrealized Gain Loss
-705.60
Base Accrued Interest
1008.07
Local Market Value
521797.50
Local Total Cost Amount
522503.10
Local Unrealized Gain Loss
-705.60
Local Accrued Interest
1008.07
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% 30 Sep 2021
Maturity Date
2021-09-30T00:00:00.000
Interest Rate
1.125
Original Face
0
Shares Par Value
2000000.00
Base Market Value
1945460.00
Base Total Cost
1933203.13
Base Unrealized Gain Loss
12256.87
Base Accrued Interest
5655.74
Local Market Value
1945460.00
Local Total Cost Amount
1933203.13
Local Unrealized Gain Loss
12256.87
Local Accrued Interest
5655.74
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 Sep 2023
Maturity Date
2023-09-30T00:00:00.000
Interest Rate
1.375
Original Face
0
Shares Par Value
5000000.00
Base Market Value
4798650.00
Base Total Cost
4722851.56
Base Unrealized Gain Loss
75798.44
Base Accrued Interest
17281.42
Local Market Value
4798650.00
Local Total Cost Amount
4722851.56
Local Unrealized Gain Loss
75798.44
Local Accrued Interest
17281.42
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
1.875% 24 Sep 2026
Maturity Date
2026-09-24T00:00:00.000
Interest Rate
1.875
Original Face
0
Shares Par Value
400000.00
Base Market Value
379256.00
Base Total Cost
369265.51
Base Unrealized Gain Loss
9990.49
Base Accrued Interest
2020.83
Local Market Value
379256.00
Local Total Cost Amount
369265.51
Local Unrealized Gain Loss
9990.49
Local Accrued Interest
2020.83
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
0.75% 31 Oct 2018
Maturity Date
2018-10-31T00:00:00.000
Interest Rate
0.75
Original Face
0
Shares Par Value
5175000.00
Base Market Value
5134997.25
Base Total Cost
5141443.36
Base Unrealized Gain Loss
-6446.11
Base Accrued Interest
6539.06
Local Market Value
5134997.25
Local Total Cost Amount
5141443.36
Local Unrealized Gain Loss
-6446.11
Local Accrued Interest
6539.06
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
1.25% 31 Oct 2021
Maturity Date
2021-10-31T00:00:00.000
Interest Rate
1.25
Original Face
0
Shares Par Value
5100000.00
Base Market Value
4981680.00
Base Total Cost
4953972.65
Base Unrealized Gain Loss
27707.35
Base Accrued Interest
10740.49
Local Market Value
4981680.00
Local Total Cost Amount
4953972.65
Local Unrealized Gain Loss
27707.35
Local Accrued Interest
10740.49
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
2% 15 Nov 2026
Maturity Date
2026-11-15T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
5650000.00
Base Market Value
5509202.00
Base Total Cost
5426446.29
Base Unrealized Gain Loss
82755.71
Base Accrued Interest
14432.07
Local Market Value
5509202.00
Local Total Cost Amount
5426446.29
Local Unrealized Gain Loss
82755.71
Local Accrued Interest
14432.07
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% 15 Nov 2019
Maturity Date
2019-11-15T00:00:00.000
Interest Rate
1
Original Face
0
Shares Par Value
5350000.00
Base Market Value
5293771.50
Base Total Cost
5289185.55
Base Unrealized Gain Loss
4585.95
Base Accrued Interest
6832.88
Local Market Value
5293771.50
Local Total Cost Amount
5289185.55
Local Unrealized Gain Loss
4585.95
Local Accrued Interest
6832.88
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
EUR
Local Currency Code: EUR • Trade Country Name: AUSTRIA • Security Name: WIENERBERGER AG
Local Currency Code
EUR
Trade Country Name
AUSTRIA
Security Name
WIENERBERGER AG
Security Description
COMMON STOCK
Maturity Date
1899-12-31T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
0
Base Market Value
0
Base Total Cost
0
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
0
Local Total Cost Amount
0
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
MATERIALS
Minor Industry Name
CONSTRUCTION MATERIALS
Moody S Quality Rating
NA
S And P Quality Rating
NA
Direct Group Trust Holding
Group Trust
Data As Of
2020-01-30T00:00:00.000
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% 15 Nov 2019
Maturity Date
2019-11-15T00:00:00.000
Interest Rate
1.375
Original Face
0
Shares Par Value
900000.00
Base Market Value
897237.00
Base Total Cost
897160.50
Base Unrealized Gain Loss
76.50
Base Accrued Interest
1581.25
Local Market Value
897237.00
Local Total Cost Amount
897160.50
Local Unrealized Gain Loss
76.50
Local Accrued Interest
1581.25
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% 30 Nov 2023
Maturity Date
2023-11-30T00:00:00.000
Interest Rate
2.125
Original Face
0
Shares Par Value
5775000.00
Base Market Value
5794635.00
Base Total Cost
5742966.79
Base Unrealized Gain Loss
51668.21
Base Accrued Interest
10394.21
Local Market Value
5794635.00
Local Total Cost Amount
5742966.79
Local Unrealized Gain Loss
51668.21
Local Accrued Interest
10394.21
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
1.875% 29 Nov 2021
Maturity Date
2021-11-29T00:00:00.000
Interest Rate
1.875
Original Face
0
Shares Par Value
350000.00
Base Market Value
350735.00
Base Total Cost
348473.65
Base Unrealized Gain Loss
2261.35
Base Accrued Interest
583.33
Local Market Value
350735.00
Local Total Cost Amount
348473.65
Local Unrealized Gain Loss
2261.35
Local Accrued Interest
583.33
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: FEDERAL HOME LOAN BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL HOME LOAN BANK
Security Description
1.25% 16 Jan 2019
Maturity Date
2019-01-16T00:00:00.000
Interest Rate
1.25
Original Face
0
Shares Par Value
525000.00
Base Market Value
523934.25
Base Total Cost
524922.30
Base Unrealized Gain Loss
-988.05
Base Accrued Interest
3007.81
Local Market Value
523934.25
Local Total Cost Amount
524922.30
Local Unrealized Gain Loss
-988.05
Local Accrued Interest
3007.81
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
1.375% 15 Dec 2019
Maturity Date
2019-12-15T00:00:00.000
Interest Rate
1.375
Original Face
0
Shares Par Value
5000000.00
Base Market Value
4989450.00
Base Total Cost
4987500.00
Base Unrealized Gain Loss
1950.00
Base Accrued Interest
3005.46
Local Market Value
4989450.00
Local Total Cost Amount
4987500.00
Local Unrealized Gain Loss
1950.00
Local Accrued Interest
3005.46
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
2.25% 31 Dec 2023
Maturity Date
2023-12-31T00:00:00.000
Interest Rate
2.25
Original Face
0
Shares Par Value
5725000.00
Base Market Value
5782021.00
Base Total Cost
5733498.05
Base Unrealized Gain Loss
48522.95
Base Accrued Interest
350.03
Local Market Value
5782021.00
Local Total Cost Amount
5733498.05
Local Unrealized Gain Loss
48522.95
Local Accrued Interest
350.03
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
2% 31 Dec 2021
Maturity Date
2021-12-31T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
5350000.00
Base Market Value
5388680.50
Base Total Cost
5374242.19
Base Unrealized Gain Loss
14438.31
Base Accrued Interest
290.76
Local Market Value
5388680.50
Local Total Cost Amount
5374242.19
Local Unrealized Gain Loss
14438.31
Local Accrued Interest
290.76
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
1.25% 31 Dec 2018
Maturity Date
2018-12-31T00:00:00.000
Interest Rate
1.25
Original Face
0
Shares Par Value
6750000.00
Base Market Value
6739200.00
Base Total Cost
6755976.56
Base Unrealized Gain Loss
-16776.56
Base Accrued Interest
229.28
Local Market Value
6739200.00
Local Total Cost Amount
6755976.56
Local Unrealized Gain Loss
-16776.56
Local Accrued Interest
229.28
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% 05 Jan 2022
Maturity Date
2022-01-05T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
500000.00
Base Market Value
501665.00
Base Total Cost
497635.00
Base Unrealized Gain Loss
4030.00
Base Accrued Interest
4777.78
Local Market Value
501665.00
Local Total Cost Amount
497635.00
Local Unrealized Gain Loss
4030.00
Local Accrued Interest
4777.78
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: EXTRA SPACE STORAGE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EXTRA SPACE STORAGE INC
Security Description
REIT USD.01
Interest Rate
0
Original Face
0
Shares Par Value
156930.00
Base Market Value
12240540.00
Base Total Cost
10838106.30
Base Unrealized Gain Loss
1402433.70
Base Accrued Interest
0
Local Market Value
12240540.00
Local Total Cost Amount
10838106.30
Local Unrealized Gain Loss
1402433.70
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
REAL ESTATE INV TRST
Major Industry Name
REAL ESTATE
Minor Industry Name
EQUITY RE INVESTMENT TRUSTS (R
Moody S Quality Rating
NA
S And P Quality Rating
NR
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% 15 Jan 2020
Maturity Date
2020-01-15T00:00:00.000
Interest Rate
1.375
Original Face
0
Shares Par Value
5525000.00
Base Market Value
5511187.50
Base Total Cost
5511403.32
Base Unrealized Gain Loss
-215.82
Base Accrued Interest
35046.36
Local Market Value
5511187.50
Local Total Cost Amount
5511403.32
Local Unrealized Gain Loss
-215.82
Local Accrued Interest
35046.36
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
1.5% 17 Jan 2020
Maturity Date
2020-01-17T00:00:00.000
Interest Rate
1.5
Original Face
0
Shares Par Value
675000.00
Base Market Value
674433.00
Base Total Cost
673835.38
Base Unrealized Gain Loss
597.62
Base Accrued Interest
4612.50
Local Market Value
674433.00
Local Total Cost Amount
673835.38
Local Unrealized Gain Loss
597.62
Local Accrued Interest
4612.50
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
2.25% 31 Jan 2024
Maturity Date
2024-01-31T00:00:00.000
Interest Rate
2.25
Original Face
0
Shares Par Value
4500000.00
Base Market Value
4542345.00
Base Total Cost
4488048.83
Base Unrealized Gain Loss
54296.17
Base Accrued Interest
42234.11
Local Market Value
4542345.00
Local Total Cost Amount
4488048.83
Local Unrealized Gain Loss
54296.17
Local Accrued Interest
42234.11
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
1.875% 31 Jan 2022
Maturity Date
2022-01-31T00:00:00.000
Interest Rate
1.875
Original Face
0
Shares Par Value
4600000.00
Base Market Value
4605750.00
Base Total Cost
4578679.69
Base Unrealized Gain Loss
27070.31
Base Accrued Interest
35977.21
Local Market Value
4605750.00
Local Total Cost Amount
4578679.69
Local Unrealized Gain Loss
27070.31
Local Accrued Interest
35977.21
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
1.125% 31 Jan 2019
Maturity Date
2019-01-31T00:00:00.000
Interest Rate
1.125
Original Face
0
Shares Par Value
2550000.00
Base Market Value
2540743.50
Base Total Cost
2546414.06
Base Unrealized Gain Loss
-5670.56
Base Accrued Interest
11966.33
Local Market Value
2540743.50
Local Total Cost Amount
2546414.06
Local Unrealized Gain Loss
-5670.56
Local Accrued Interest
11966.33
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
2.25% 15 Feb 2027
Maturity Date
2027-02-15T00:00:00.000
Interest Rate
2.25
Original Face
0
Shares Par Value
6665000.00
Base Market Value
6634007.75
Base Total Cost
6564145.13
Base Unrealized Gain Loss
69862.62
Base Accrued Interest
56339.50
Local Market Value
6634007.75
Local Total Cost Amount
6564145.13
Local Unrealized Gain Loss
69862.62
Local Accrued Interest
56339.50
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% 15 Feb 2020
Maturity Date
2020-02-15T00:00:00.000
Interest Rate
1.375
Original Face
0
Shares Par Value
5000000.00
Base Market Value
4984200.00
Base Total Cost
4967773.44
Base Unrealized Gain Loss
16426.56
Base Accrued Interest
25828.73
Local Market Value
4984200.00
Local Total Cost Amount
4967773.44
Local Unrealized Gain Loss
16426.56
Local Accrued Interest
25828.73
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: TENN VALLEY AUTHORITY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENN VALLEY AUTHORITY
Security Description
2.875% 01 Feb 2027
Maturity Date
2027-02-01T00:00:00.000
Interest Rate
2.875
Original Face
0
Shares Par Value
150000.00
Base Market Value
153516.00
Base Total Cost
147742.50
Base Unrealized Gain Loss
5773.50
Base Accrued Interest
1689.06
Local Market Value
153516.00
Local Total Cost Amount
147742.50
Local Unrealized Gain Loss
5773.50
Local Accrued Interest
1689.06
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
1.125% 28 Feb 2019
Maturity Date
2019-02-28T00:00:00.000
Interest Rate
1.125
Original Face
0
Shares Par Value
5000000.00
Base Market Value
4981050.00
Base Total Cost
4980859.37
Base Unrealized Gain Loss
190.63
Base Accrued Interest
18800.95
Local Market Value
4981050.00
Local Total Cost Amount
4980859.37
Local Unrealized Gain Loss
190.63
Local Accrued Interest
18800.95
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% 29 Feb 2024
Maturity Date
2024-02-29T00:00:00.000
Interest Rate
2.125
Original Face
0
Shares Par Value
11250000.00
Base Market Value
11263612.50
Base Total Cost
11174531.26
Base Unrealized Gain Loss
89081.24
Base Accrued Interest
79904.04
Local Market Value
11263612.50
Local Total Cost Amount
11174531.26
Local Unrealized Gain Loss
89081.24
Local Accrued Interest
79904.04
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
1.875% 28 Feb 2022
Maturity Date
2022-02-28T00:00:00.000
Interest Rate
1.875
Original Face
0
Shares Par Value
5000000.00
Base Market Value
5006050.00
Base Total Cost
4963281.25
Base Unrealized Gain Loss
42768.75
Base Accrued Interest
31334.92
Local Market Value
5006050.00
Local Total Cost Amount
4963281.25
Local Unrealized Gain Loss
42768.75
Local Accrued Interest
31334.92
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
1.5% 28 Feb 2020
Maturity Date
2020-02-28T00:00:00.000
Interest Rate
1.5
Original Face
0
Shares Par Value
1000000.00
Base Market Value
997380.00
Base Total Cost
997568.00
Base Unrealized Gain Loss
-188.00
Base Accrued Interest
5125.00
Local Market Value
997380.00
Local Total Cost Amount
997568.00
Local Unrealized Gain Loss
-188.00
Local Accrued Interest
5125.00
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
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