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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: COUNTRYWIDE HOME LOANS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
COUNTRYWIDE HOME LOANS
Security Description
1% 25 Feb 2035
Maturity Date
2035-02-25T00:00:00.000
Interest Rate
1.89611
Original Face
1600000.00
Shares Par Value
144821.03
Base Market Value
136195.49
Base Total Cost
142309.31
Base Unrealized Gain Loss
-6113.82
Base Accrued Interest
38.14
Local Market Value
136195.49
Local Total Cost Amount
142309.31
Local Unrealized Gain Loss
-6113.82
Local Accrued Interest
38.14
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Moody S Quality Rating
B3
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: WAMU MORTGAGE PASS THROUGH CER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WAMU MORTGAGE PASS THROUGH CER
Security Description
1% 25 Jan 2045
Maturity Date
2045-01-25T00:00:00.000
Interest Rate
1.74611
Original Face
4000000.00
Shares Par Value
2181824.94
Base Market Value
1063404.89
Base Total Cost
1571101.79
Base Unrealized Gain Loss
-507696.90
Base Accrued Interest
634.95
Local Market Value
1063404.89
Local Total Cost Amount
1571101.79
Local Unrealized Gain Loss
-507696.90
Local Accrued Interest
634.95
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
Moody S Quality Rating
NR
S And P Quality Rating
D
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HARBORVIEW MORTGAGE LOAN TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HARBORVIEW MORTGAGE LOAN TRUST
Security Description
1% 19 Jul 2045
Maturity Date
2045-07-19T00:00:00.000
Interest Rate
1.78944
Original Face
3750000.00
Shares Par Value
338689.63
Base Market Value
259044.39
Base Total Cost
337717.90
Base Unrealized Gain Loss
-78673.51
Base Accrued Interest
202.02
Local Market Value
259044.39
Local Total Cost Amount
337717.90
Local Unrealized Gain Loss
-78673.51
Local Accrued Interest
202.02
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Moody S Quality Rating
C
S And P Quality Rating
CCC
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HARBORVIEW MORTGAGE LOAN TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HARBORVIEW MORTGAGE LOAN TRUST
Security Description
1% 19 Nov 2035
Maturity Date
2035-11-19T00:00:00.000
Interest Rate
1.58944
Original Face
6875000.00
Shares Par Value
674159.68
Base Market Value
223693.53
Base Total Cost
839169.74
Base Unrealized Gain Loss
-615476.21
Base Accrued Interest
357.18
Local Market Value
223693.53
Local Total Cost Amount
839169.74
Local Unrealized Gain Loss
-615476.21
Local Accrued Interest
357.18
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Moody S Quality Rating
C
S And P Quality Rating
D
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: BANC OF AMERICA FUNDING CORPOR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BANC OF AMERICA FUNDING CORPOR
Security Description
1% 20 Sep 2035
Maturity Date
2035-09-20T00:00:00.000
Interest Rate
1.56222
Original Face
3650000.00
Shares Par Value
76179.04
Base Market Value
3722.18
Base Total Cost
139292.92
Base Unrealized Gain Loss
-135570.74
Base Accrued Interest
36.36
Local Market Value
3722.18
Local Total Cost Amount
139292.92
Local Unrealized Gain Loss
-135570.74
Local Accrued Interest
36.36
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Moody S Quality Rating
WR
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: HARBORVIEW MORTGAGE LOAN TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HARBORVIEW MORTGAGE LOAN TRUST
Security Description
1% 19 Jan 2036
Maturity Date
2036-01-19T00:00:00.000
Interest Rate
1.5581
Original Face
36000000.00
Shares Par Value
3905417.88
Base Market Value
274773.49
Base Total Cost
142806.38
Base Unrealized Gain Loss
131967.11
Base Accrued Interest
0
Local Market Value
274773.49
Local Total Cost Amount
142806.38
Local Unrealized Gain Loss
131967.11
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Moody S Quality Rating
C
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: WAMU MORTGAGE PASS THROUGH CER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WAMU MORTGAGE PASS THROUGH CER
Security Description
1% 25 Oct 2044
Maturity Date
2044-10-25T00:00:00.000
Interest Rate
1.26867
Original Face
50000000.00
Shares Par Value
2793844.75
Base Market Value
129522.64
Base Total Cost
2790493.29
Base Unrealized Gain Loss
-2660970.65
Base Accrued Interest
0
Local Market Value
129522.64
Local Total Cost Amount
2790493.29
Local Unrealized Gain Loss
-2660970.65
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Moody S Quality Rating
B2
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WAMU MORTGAGE PASS THROUGH CER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WAMU MORTGAGE PASS THROUGH CER
Security Description
1% 25 Jun 2044
Maturity Date
2044-06-25T00:00:00.000
Interest Rate
1.28329
Original Face
22000000.00
Shares Par Value
1335564.05
Base Market Value
68837.51
Base Total Cost
1333082.83
Base Unrealized Gain Loss
-1264245.32
Base Accrued Interest
0
Local Market Value
68837.51
Local Total Cost Amount
1333082.83
Local Unrealized Gain Loss
-1264245.32
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CMO
Major Industry Name
CMO
Minor Industry Name
WHOLE LOAN CMOS
Moody S Quality Rating
B2
S And P Quality Rating
BB
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 Nov 2041
Maturity Date
2041-11-15T00:00:00.000
Interest Rate
3.125
Original Face
0
Shares Par Value
5440000.00
Base Market Value
5760470.40
Base Total Cost
5964534.87
Base Unrealized Gain Loss
-204064.47
Base Accrued Interest
21711.96
Local Market Value
5760470.40
Local Total Cost Amount
5964534.87
Local Unrealized Gain Loss
-204064.47
Local Accrued Interest
21711.96
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: FEDERAL FARM CREDIT BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FEDERAL FARM CREDIT BANK
Security Description
4.8% 20 Sep 2022
Maturity Date
2022-09-20T00:00:00.000
Interest Rate
4.8
Original Face
0
Shares Par Value
945000.00
Base Market Value
1065118.95
Base Total Cost
923435.10
Base Unrealized Gain Loss
141683.85
Base Accrued Interest
12726.00
Local Market Value
1065118.95
Local Total Cost Amount
923435.10
Local Unrealized Gain Loss
141683.85
Local Accrued Interest
12726.00
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
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 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
1.625
Original Face
0
Shares Par Value
4250000.00
Base Market Value
4179280.00
Base Total Cost
4284531.25
Base Unrealized Gain Loss
-105251.25
Base Accrued Interest
8820.48
Local Market Value
4179280.00
Local Total Cost Amount
4284531.25
Local Unrealized Gain Loss
-105251.25
Local Accrued Interest
8820.48
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 2023
Maturity Date
2023-02-15T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
12995000.00
Base Market Value
13001107.65
Base Total Cost
13135782.37
Base Unrealized Gain Loss
-134674.72
Base Accrued Interest
97641.99
Local Market Value
13001107.65
Local Total Cost Amount
13135782.37
Local Unrealized Gain Loss
-134674.72
Local Accrued Interest
97641.99
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: FANNIEMAE STRIPS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIEMAE STRIPS
Security Description
0.01% 15 May 2029
Maturity Date
2029-05-15T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
750000.00
Base Market Value
520957.50
Base Total Cost
448620.00
Base Unrealized Gain Loss
72337.50
Base Accrued Interest
0
Local Market Value
520957.50
Local Total Cost Amount
448620.00
Local Unrealized Gain Loss
72337.50
Local Accrued Interest
0
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
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
2.875% 15 May 2043
Maturity Date
2043-05-15T00:00:00.000
Interest Rate
2.875
Original Face
0
Shares Par Value
21705000.00
Base Market Value
21915321.45
Base Total Cost
21407576.01
Base Unrealized Gain Loss
507745.44
Base Accrued Interest
79698.05
Local Market Value
21915321.45
Local Total Cost Amount
21407576.01
Local Unrealized Gain Loss
507745.44
Local Accrued Interest
79698.05
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: FNMA PRIN STRIP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA PRIN STRIP
Security Description
0.01% 15 May 2029
Maturity Date
2029-05-15T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
1575000.00
Base Market Value
1095081.75
Base Total Cost
1078733.25
Base Unrealized Gain Loss
16348.50
Base Accrued Interest
0
Local Market Value
1095081.75
Local Total Cost Amount
1078733.25
Local Unrealized Gain Loss
16348.50
Local Accrued Interest
0
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
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
4% 01 Sep 2028
Maturity Date
2028-09-01T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
1310000.00
Base Market Value
1445532.60
Base Total Cost
1307118.00
Base Unrealized Gain Loss
138414.60
Base Accrued Interest
17466.67
Local Market Value
1445532.60
Local Total Cost Amount
1307118.00
Local Unrealized Gain Loss
138414.60
Local Accrued Interest
17466.67
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
3.75% 15 Nov 2043
Maturity Date
2043-11-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
11700000.00
Base Market Value
13753467.00
Base Total Cost
13895467.23
Base Unrealized Gain Loss
-142000.23
Base Accrued Interest
56036.01
Local Market Value
13753467.00
Local Total Cost Amount
13895467.23
Local Unrealized Gain Loss
-142000.23
Local Accrued Interest
56036.01
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 2044
Maturity Date
2044-02-15T00:00:00.000
Interest Rate
3.625
Original Face
0
Shares Par Value
3555000.00
Base Market Value
4096462.05
Base Total Cost
4301550.00
Base Unrealized Gain Loss
-205087.95
Base Accrued Interest
48414.78
Local Market Value
4096462.05
Local Total Cost Amount
4301550.00
Local Unrealized Gain Loss
-205087.95
Local Accrued Interest
48414.78
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 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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
0.01% 15 Sep 2026
Maturity Date
2026-09-15T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
2490000.00
Base Market Value
1916901.60
Base Total Cost
1577813.40
Base Unrealized Gain Loss
339088.20
Base Accrued Interest
0
Local Market Value
1916901.60
Local Total Cost Amount
1577813.40
Local Unrealized Gain Loss
339088.20
Local Accrued Interest
0
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
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 Aug 2044
Maturity Date
2044-08-15T00:00:00.000
Interest Rate
3.125
Original Face
0
Shares Par Value
1934700.00
Base Market Value
2044049.24
Base Total Cost
1967560.84
Base Unrealized Gain Loss
76488.40
Base Accrued Interest
22714.03
Local Market Value
2044049.24
Local Total Cost Amount
1967560.84
Local Unrealized Gain Loss
76488.40
Local Accrued Interest
22714.03
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 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
2.25% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
2.25
Original Face
0
Shares Par Value
7685000.00
Base Market Value
7727344.35
Base Total Cost
7675393.75
Base Unrealized Gain Loss
51950.60
Base Accrued Interest
22083.93
Local Market Value
7727344.35
Local Total Cost Amount
7675393.75
Local Unrealized Gain Loss
51950.60
Local Accrued Interest
22083.93
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% 15 Nov 2044
Maturity Date
2044-11-15T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
12045000.00
Base Market Value
12428994.60
Base Total Cost
12253092.34
Base Unrealized Gain Loss
175902.26
Base Accrued Interest
46150.67
Local Market Value
12428994.60
Local Total Cost Amount
12253092.34
Local Unrealized Gain Loss
175902.26
Local Accrued Interest
46150.67
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 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: SPIRE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPIRE INC
Security Description
COMMON STOCK USD1.0
Interest Rate
0
Original Face
0
Shares Par Value
15949.00
Base Market Value
1112442.75
Base Total Cost
836071.28
Base Unrealized Gain Loss
276371.47
Base Accrued Interest
0
Local Market Value
1112442.75
Local Total Cost Amount
836071.28
Local Unrealized Gain Loss
276371.47
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
UTILITIES
Minor Industry Name
GAS UTILITIES
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 Feb 2045
Maturity Date
2045-02-15T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
21835000.00
Base Market Value
20377295.40
Base Total Cost
20620816.68
Base Unrealized Gain Loss
-243521.28
Base Accrued Interest
205080.08
Local Market Value
20377295.40
Local Total Cost Amount
20620816.68
Local Unrealized Gain Loss
-243521.28
Local Accrued Interest
205080.08
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 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% 15 May 2045
Maturity Date
2045-05-15T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
10665000.00
Base Market Value
10989535.95
Base Total Cost
10744980.68
Base Unrealized Gain Loss
244555.27
Base Accrued Interest
40863.20
Local Market Value
10989535.95
Local Total Cost Amount
10744980.68
Local Unrealized Gain Loss
244555.27
Local Accrued Interest
40863.20
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 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
2% 15 Aug 2025
Maturity Date
2025-08-15T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
47815000.00
Base Market Value
47002623.15
Base Total Cost
46526577.59
Base Unrealized Gain Loss
476045.56
Base Accrued Interest
359272.93
Local Market Value
47002623.15
Local Total Cost Amount
46526577.59
Local Unrealized Gain Loss
476045.56
Local Accrued Interest
359272.93
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
JPY
Local Currency Code: JPY • Trade Country Name: JAPAN • Security Name: AICHI BANK LTD/THE
Local Currency Code
JPY
Trade Country Name
JAPAN
Security Name
AICHI BANK LTD/THE
Security Description
COMMON STOCK
Maturity Date
1899-12-31T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
1300.00
Base Market Value
73237.81
Base Total Cost
70734.38
Base Unrealized Gain Loss
2503.43
Base Accrued Interest
0
Local Market Value
8229000.00
Local Total Cost Amount
8222060.00
Local Unrealized Gain Loss
6940.00
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
BANKS
Moody S Quality Rating
NA
S And P Quality Rating
NA
Direct Group Trust Holding
Group Trust
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
2.875% 15 Aug 2045
Maturity Date
2045-08-15T00:00:00.000
Interest Rate
2.875
Original Face
0
Shares Par Value
9370000.00
Base Market Value
9422378.30
Base Total Cost
9660891.41
Base Unrealized Gain Loss
-238513.11
Base Accrued Interest
101206.36
Local Market Value
9422378.30
Local Total Cost Amount
9660891.41
Local Unrealized Gain Loss
-238513.11
Local Accrued Interest
101206.36
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 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
1.875% 31 Oct 2022
Maturity Date
2022-10-31T00:00:00.000
Interest Rate
1.875
Original Face
0
Shares Par Value
21900000.00
Base Market Value
21822912.00
Base Total Cost
21936176.61
Base Unrealized Gain Loss
-113264.61
Base Accrued Interest
69181.39
Local Market Value
21822912.00
Local Total Cost Amount
21936176.61
Local Unrealized Gain Loss
-113264.61
Local Accrued Interest
69181.39
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: 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
35540000.00
Base Market Value
35548174.20
Base Total Cost
35127447.35
Base Unrealized Gain Loss
420726.85
Base Accrued Interest
102129.22
Local Market Value
35548174.20
Local Total Cost Amount
35127447.35
Local Unrealized Gain Loss
420726.85
Local Accrued Interest
102129.22
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
3% 15 Nov 2045
Maturity Date
2045-11-15T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
10000000.00
Base Market Value
10299600.00
Base Total Cost
9855098.13
Base Unrealized Gain Loss
444501.87
Base Accrued Interest
38315.22
Local Market Value
10299600.00
Local Total Cost Amount
9855098.13
Local Unrealized Gain Loss
444501.87
Local Accrued Interest
38315.22
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
2.125% 31 Dec 2022
Maturity Date
2022-12-31T00:00:00.000
Interest Rate
2.125
Original Face
0
Shares Par Value
4290000.00
Base Market Value
4324191.30
Base Total Cost
4295362.50
Base Unrealized Gain Loss
28828.80
Base Accrued Interest
247.72
Local Market Value
4324191.30
Local Total Cost Amount
4295362.50
Local Unrealized Gain Loss
28828.80
Local Accrued Interest
247.72
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
1.75% 31 Jan 2023
Maturity Date
2023-01-31T00:00:00.000
Interest Rate
1.75
Original Face
0
Shares Par Value
13865000.00
Base Market Value
13693351.30
Base Total Cost
13852323.26
Base Unrealized Gain Loss
-158971.96
Base Accrued Interest
101210.67
Local Market Value
13693351.30
Local Total Cost Amount
13852323.26
Local Unrealized Gain Loss
-158971.96
Local Accrued Interest
101210.67
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
2.5% 15 Feb 2046
Maturity Date
2046-02-15T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
4316300.00
Base Market Value
4017525.71
Base Total Cost
4226251.03
Base Unrealized Gain Loss
-208725.32
Base Accrued Interest
40539.84
Local Market Value
4017525.71
Local Total Cost Amount
4226251.03
Local Unrealized Gain Loss
-208725.32
Local Accrued Interest
40539.84
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
1.5% 28 Feb 2023
Maturity Date
2023-02-28T00:00:00.000
Interest Rate
1.5
Original Face
0
Shares Par Value
28725000.00
Base Market Value
27964362.00
Base Total Cost
28237974.59
Base Unrealized Gain Loss
-273612.59
Base Accrued Interest
144015.28
Local Market Value
27964362.00
Local Total Cost Amount
28237974.59
Local Unrealized Gain Loss
-273612.59
Local Accrued Interest
144015.28
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: 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 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
1.625
Original Face
0
Shares Par Value
15725000.00
Base Market Value
14908086.25
Base Total Cost
15719598.91
Base Unrealized Gain Loss
-811512.66
Base Accrued Interest
32635.79
Local Market Value
14908086.25
Local Total Cost Amount
15719598.91
Local Unrealized Gain Loss
-811512.66
Local Accrued Interest
32635.79
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 2046
Maturity Date
2046-05-15T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
18925000.00
Base Market Value
17606873.75
Base Total Cost
16634365.00
Base Unrealized Gain Loss
972508.75
Base Accrued Interest
60426.29
Local Market Value
17606873.75
Local Total Cost Amount
16634365.00
Local Unrealized Gain Loss
972508.75
Local Accrued Interest
60426.29
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
1.625% 31 May 2023
Maturity Date
2023-05-31T00:00:00.000
Interest Rate
1.625
Original Face
0
Shares Par Value
4080000.00
Base Market Value
3990117.60
Base Total Cost
4117630.86
Base Unrealized Gain Loss
-127513.26
Base Accrued Interest
5615.57
Local Market Value
3990117.60
Local Total Cost Amount
4117630.86
Local Unrealized Gain Loss
-127513.26
Local Accrued Interest
5615.57
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 2021
Maturity Date
2021-05-31T00:00:00.000
Interest Rate
1.375
Original Face
0
Shares Par Value
8750000.00
Base Market Value
8628637.50
Base Total Cost
8660896.68
Base Unrealized Gain Loss
-32259.18
Base Accrued Interest
10190.40
Local Market Value
8628637.50
Local Total Cost Amount
8660896.68
Local Unrealized Gain Loss
-32259.18
Local Accrued Interest
10190.40
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: 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
30450000.00
Base Market Value
29691186.00
Base Total Cost
29398248.47
Base Unrealized Gain Loss
292937.53
Base Accrued Interest
77779.89
Local Market Value
29691186.00
Local Total Cost Amount
29398248.47
Local Unrealized Gain Loss
292937.53
Local Accrued Interest
77779.89
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
2.875% 15 Nov 2046
Maturity Date
2046-11-15T00:00:00.000
Interest Rate
2.875
Original Face
0
Shares Par Value
16214400.00
Base Market Value
16303741.34
Base Total Cost
15636205.83
Base Unrealized Gain Loss
667535.51
Base Accrued Interest
59537.27
Local Market Value
16303741.34
Local Total Cost Amount
15636205.83
Local Unrealized Gain Loss
667535.51
Local Accrued Interest
59537.27
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 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
2.25% 31 Dec 2023
Maturity Date
2023-12-31T00:00:00.000
Interest Rate
2.25
Original Face
0
Shares Par Value
985000.00
Base Market Value
994810.60
Base Total Cost
983958.56
Base Unrealized Gain Loss
10852.04
Base Accrued Interest
60.22
Local Market Value
994810.60
Local Total Cost Amount
983958.56
Local Unrealized Gain Loss
10852.04
Local Accrued Interest
60.22
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: TSY INFL IX N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TSY INFL IX N/B
Security Description
0.375% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
0.375
Original Face
5417000.00
Shares Par Value
5482924.89
Base Market Value
5384999.85
Base Total Cost
5460870.53
Base Unrealized Gain Loss
-75870.68
Base Accrued Interest
9485.30
Local Market Value
5384999.85
Local Total Cost Amount
5460870.53
Local Unrealized Gain Loss
-75870.68
Local Accrued Interest
9485.30
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% 15 Feb 2047
Maturity Date
2047-02-15T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
15430000.00
Base Market Value
15916970.80
Base Total Cost
15451823.45
Base Unrealized Gain Loss
465147.35
Base Accrued Interest
173907.18
Local Market Value
15916970.80
Local Total Cost Amount
15451823.45
Local Unrealized Gain Loss
465147.35
Local Accrued Interest
173907.18
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 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: STRIPS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STRIPS
Security Description
0.01% 15 Nov 2024
Maturity Date
2024-11-15T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
6000000.00
Base Market Value
5090460.00
Base Total Cost
4545660.00
Base Unrealized Gain Loss
544800.00
Base Accrued Interest
0
Local Market Value
5090460.00
Local Total Cost Amount
4545660.00
Local Unrealized Gain Loss
544800.00
Local Accrued Interest
0
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 STRIPS
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
0.01% 15 Jan 2030
Maturity Date
2030-01-15T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
1860000.00
Base Market Value
1259833.80
Base Total Cost
917091.60
Base Unrealized Gain Loss
342742.20
Base Accrued Interest
0
Local Market Value
1259833.80
Local Total Cost Amount
917091.60
Local Unrealized Gain Loss
342742.20
Local Accrued Interest
0
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: RESOLUTION FUNDING STRIP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RESOLUTION FUNDING STRIP
Security Description
0.01% 15 Oct 2028
Maturity Date
2028-10-15T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
2365000.00
Base Market Value
1703698.70
Base Total Cost
1626885.87
Base Unrealized Gain Loss
76812.83
Base Accrued Interest
0
Local Market Value
1703698.70
Local Total Cost Amount
1626885.87
Local Unrealized Gain Loss
76812.83
Local Accrued Interest
0
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: RFCSP STRIP PRINCIPAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RFCSP STRIP PRINCIPAL
Security Description
0.01% 15 Jan 2030
Maturity Date
2030-01-15T00:00:00.000
Interest Rate
0.01
Original Face
0
Shares Par Value
3415000.00
Base Market Value
2350203.00
Base Total Cost
1972372.04
Base Unrealized Gain Loss
377830.96
Base Accrued Interest
0
Local Market Value
2350203.00
Local Total Cost Amount
1972372.04
Local Unrealized Gain Loss
377830.96
Local Accrued Interest
0
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
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
5.5% 15 Aug 2028
Maturity Date
2028-08-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
1550000.00
Base Market Value
2026687.00
Base Total Cost
2072761.72
Base Unrealized Gain Loss
-46074.72
Base Accrued Interest
32027.62
Local Market Value
2026687.00
Local Total Cost Amount
2072761.72
Local Unrealized Gain Loss
-46074.72
Local Accrued Interest
32027.62
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 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 DOLLAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DOLLAR
Interest Rate
0
Original Face
0
Shares Par Value
-4731001.34
Base Market Value
-4731001.34
Base Total Cost
-4731001.34
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
-4731001.34
Local Total Cost Amount
-4731001.34
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
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