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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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
7.125% 15 Jan 2030
Maturity Date
2030-01-15T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
2230000.00
Base Market Value
3255153.30
Base Total Cost
3206438.79
Base Unrealized Gain Loss
48714.51
Base Accrued Interest
73264.80
Local Market Value
3255153.30
Local Total Cost Amount
3206438.79
Local Unrealized Gain Loss
48714.51
Local Accrued Interest
73264.80
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
0.01% 15 Mar 2031
Maturity Date
2031-03-15T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
860000.00
Base Market Value
556480.20
Base Total Cost
393561.80
Base Unrealized Gain Loss
162918.40
Base Accrued Interest
0
Local Market Value
556480.20
Local Total Cost Amount
393561.80
Local Unrealized Gain Loss
162918.40
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
MORTGAGE PASS-THROUGH
Minor Industry Name
FHLMC
Moody S Quality Rating
WR
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
5.5% 15 Jul 2036
Maturity Date
2036-07-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
2290000.00
Base Market Value
3099515.00
Base Total Cost
3043953.99
Base Unrealized Gain Loss
55561.01
Base Accrued Interest
58076.95
Local Market Value
3099515.00
Local Total Cost Amount
3043953.99
Local Unrealized Gain Loss
55561.01
Local Accrued Interest
58076.95
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
5.75% 12 Jun 2026
Maturity Date
2026-06-12T00:00:00.000
Interest Rate
5.75
Original Face
0
Shares Par Value
2080000.00
Base Market Value
2585835.20
Base Total Cost
2677937.60
Base Unrealized Gain Loss
-92102.40
Base Accrued Interest
6312.22
Local Market Value
2585835.20
Local Total Cost Amount
2677937.60
Local Unrealized Gain Loss
-92102.40
Local Accrued Interest
6312.22
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
4.75% 15 Feb 2037
Maturity Date
2037-02-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
1850000.00
Base Market Value
2464699.50
Base Total Cost
2653614.92
Base Unrealized Gain Loss
-188915.42
Base Accrued Interest
33013.82
Local Market Value
2464699.50
Local Total Cost Amount
2653614.92
Local Unrealized Gain Loss
-188915.42
Local Accrued Interest
33013.82
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
5% 15 May 2037
Maturity Date
2037-05-15T00:00:00.000
Interest Rate
5
Original Face
0
Shares Par Value
12405000.00
Base Market Value
17020528.35
Base Total Cost
16762948.63
Base Unrealized Gain Loss
257579.72
Base Accrued Interest
79216.70
Local Market Value
17020528.35
Local Total Cost Amount
16762948.63
Local Unrealized Gain Loss
257579.72
Local Accrued Interest
79216.70
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY 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 Mar 2031
Maturity Date
2031-03-15T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
72000.00
Base Market Value
46561.68
Base Total Cost
40313.52
Base Unrealized Gain Loss
6248.16
Base Accrued Interest
0
Local Market Value
46561.68
Local Total Cost Amount
40313.52
Local Unrealized Gain Loss
6248.16
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
4.625% 15 Feb 2040
Maturity Date
2040-02-15T00:00:00.000
Interest Rate
4.625
Original Face
0
Shares Par Value
1695000.00
Base Market Value
2235010.05
Base Total Cost
2155298.44
Base Unrealized Gain Loss
79711.61
Base Accrued Interest
29451.80
Local Market Value
2235010.05
Local Total Cost Amount
2155298.44
Local Unrealized Gain Loss
79711.61
Local Accrued Interest
29451.80
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 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 2029
Maturity Date
2029-09-15T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
217000.00
Base Market Value
148690.57
Base Total Cost
129499.09
Base Unrealized Gain Loss
19191.48
Base Accrued Interest
0
Local Market Value
148690.57
Local Total Cost Amount
129499.09
Local Unrealized Gain Loss
19191.48
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
4.75% 15 Feb 2041
Maturity Date
2041-02-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
2900000.00
Base Market Value
3904792.00
Base Total Cost
3799113.28
Base Unrealized Gain Loss
105678.72
Base Accrued Interest
51751.38
Local Market Value
3904792.00
Local Total Cost Amount
3799113.28
Local Unrealized Gain Loss
105678.72
Local Accrued Interest
51751.38
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
4.375% 15 May 2041
Maturity Date
2041-05-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
8725000.00
Base Market Value
11184054.00
Base Total Cost
12005918.16
Base Unrealized Gain Loss
-821864.16
Base Accrued Interest
48752.12
Local Market Value
11184054.00
Local Total Cost Amount
12005918.16
Local Unrealized Gain Loss
-821864.16
Local Accrued Interest
48752.12
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY BOND
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
3.75% 15 Aug 2041
Maturity Date
2041-08-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
15575000.00
Base Market Value
18235521.50
Base Total Cost
18737589.25
Base Unrealized Gain Loss
-502067.75
Base Accrued Interest
219426.79
Local Market Value
18235521.50
Local Total Cost Amount
18737589.25
Local Unrealized Gain Loss
-502067.75
Local Accrued Interest
219426.79
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 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 Mar 2024
Maturity Date
2024-03-31T00:00:00.000
Interest Rate
2.125
Original Face
0
Shares Par Value
13755000.00
Base Market Value
13765178.70
Base Total Cost
13807795.80
Base Unrealized Gain Loss
-42617.10
Base Accrued Interest
73472.75
Local Market Value
13765178.70
Local Total Cost Amount
13807795.80
Local Unrealized Gain Loss
-42617.10
Local Accrued Interest
73472.75
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
1.875% 30 Apr 2022
Maturity Date
2022-04-30T00:00:00.000
Interest Rate
1.875
Original Face
0
Shares Par Value
31730000.00
Base Market Value
31723971.30
Base Total Cost
31845733.06
Base Unrealized Gain Loss
-121761.76
Base Accrued Interest
100188.69
Local Market Value
31723971.30
Local Total Cost Amount
31845733.06
Local Unrealized Gain Loss
-121761.76
Local Accrued Interest
100188.69
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: 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 Apr 2024
Maturity Date
2024-04-30T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
58910000.00
Base Market Value
58470531.40
Base Total Cost
58504580.35
Base Unrealized Gain Loss
-34048.95
Base Accrued Interest
198501.09
Local Market Value
58470531.40
Local Total Cost Amount
58504580.35
Local Unrealized Gain Loss
-34048.95
Local Accrued Interest
198501.09
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: 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 2047
Maturity Date
2047-05-15T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
13125000.00
Base Market Value
13545393.75
Base Total Cost
13701287.90
Base Unrealized Gain Loss
-155894.15
Base Accrued Interest
50553.67
Local Market Value
13545393.75
Local Total Cost Amount
13701287.90
Local Unrealized Gain Loss
-155894.15
Local Accrued Interest
50553.67
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
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 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
2.375
Original Face
0
Shares Par Value
11010000.00
Base Market Value
11079693.30
Base Total Cost
11154166.06
Base Unrealized Gain Loss
-74472.76
Base Accrued Interest
33890.22
Local Market Value
11079693.30
Local Total Cost Amount
11154166.06
Local Unrealized Gain Loss
-74472.76
Local Accrued Interest
33890.22
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
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 May 2024
Maturity Date
2024-05-31T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
28720000.00
Base Market Value
28488804.00
Base Total Cost
28668025.23
Base Unrealized Gain Loss
-179221.23
Base Accrued Interest
48651.37
Local Market Value
28488804.00
Local Total Cost Amount
28668025.23
Local Unrealized Gain Loss
-179221.23
Local Accrued Interest
48651.37
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 Jun 2024
Maturity Date
2024-06-30T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
11025000.00
Base Market Value
10927649.25
Base Total Cost
10938317.36
Base Unrealized Gain Loss
-10668.11
Base Accrued Interest
1456.24
Local Market Value
10927649.25
Local Total Cost Amount
10938317.36
Local Unrealized Gain Loss
-10668.11
Local Accrued Interest
1456.24
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.75% 30 Jun 2022
Maturity Date
2022-06-30T00:00:00.000
Interest Rate
1.75
Original Face
0
Shares Par Value
2850000.00
Base Market Value
2831532.00
Base Total Cost
2832192.29
Base Unrealized Gain Loss
-660.29
Base Accrued Interest
406.59
Local Market Value
2831532.00
Local Total Cost Amount
2832192.29
Local Unrealized Gain Loss
-660.29
Local Accrued Interest
406.59
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.25% 30 Jun 2019
Maturity Date
2019-06-30T00:00:00.000
Interest Rate
1.25
Original Face
0
Shares Par Value
9805000.00
Base Market Value
9778232.35
Base Total Cost
9781855.98
Base Unrealized Gain Loss
-3623.63
Base Accrued Interest
-133.66
Local Market Value
9778232.35
Local Total Cost Amount
9781855.98
Local Unrealized Gain Loss
-3623.63
Local Accrued Interest
-133.66
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
COP
Local Currency Code: COP • Trade Country Name: COLOMBIA • Security Name: COLOMBIAN PESO
Local Currency Code
COP
Trade Country Name
COLOMBIA
Security Name
COLOMBIAN PESO
Interest Rate
0
Original Face
0
Shares Par Value
7949091.3
Base Market Value
2478.67
Base Total Cost
2420.4
Base Unrealized Gain Loss
58.27
Base Accrued Interest
0
Local Market Value
7949091.3
Local Total Cost Amount
7949091.3
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
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 Aug 2022
Maturity Date
2022-08-15T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
9980000.00
Base Market Value
9012139.60
Base Total Cost
8305855.00
Base Unrealized Gain Loss
706284.60
Base Accrued Interest
0
Local Market Value
9012139.60
Local Total Cost Amount
8305855.00
Local Unrealized Gain Loss
706284.60
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: INTL BK RECON + DEVELOP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTL BK RECON + DEVELOP
Security Description
7.625% 19 Jan 2023
Maturity Date
2023-01-19T00:00:00.000
Interest Rate
7.625
Original Face
0
Shares Par Value
900000.00
Base Market Value
1153458.00
Base Total Cost
1146937.50
Base Unrealized Gain Loss
6520.50
Base Accrued Interest
30881.25
Local Market Value
1153458.00
Local Total Cost Amount
1146937.50
Local Unrealized Gain Loss
6520.50
Local Accrued Interest
30881.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
SUPRANATIONAL
Moody S Quality Rating
Aaa
S And P Quality Rating
AAA
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
Original Face
0
Shares Par Value
1300000.00
Base Market Value
894660.00
Base Total Cost
748744.00
Base Unrealized Gain Loss
145916.00
Base Accrued Interest
0
Local Market Value
894660.00
Local Total Cost Amount
748744.00
Local Unrealized Gain Loss
145916.00
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
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: TENN VALLEY AUTHORITY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENN VALLEY AUTHORITY
Security Description
7.125% 01 May 2030
Maturity Date
2030-05-01T00:00:00.000
Interest Rate
7.125
Original Face
0
Shares Par Value
3210000.00
Base Market Value
4650327.00
Base Total Cost
4593043.20
Base Unrealized Gain Loss
57283.80
Base Accrued Interest
38118.75
Local Market Value
4650327.00
Local Total Cost Amount
4593043.20
Local Unrealized Gain Loss
57283.80
Local Accrued Interest
38118.75
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: TENN VALLEY AUTHORITY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENN VALLEY AUTHORITY
Security Description
5.88% 01 Apr 2036
Maturity Date
2036-04-01T00:00:00.000
Interest Rate
5.88
Original Face
0
Shares Par Value
4700000.00
Base Market Value
6441773.00
Base Total Cost
5550136.00
Base Unrealized Gain Loss
891637.00
Base Accrued Interest
69090.00
Local Market Value
6441773.00
Local Total Cost Amount
5550136.00
Local Unrealized Gain Loss
891637.00
Local Accrued Interest
69090.00
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
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
7510000.00
Base Market Value
9819625.40
Base Total Cost
10298457.21
Base Unrealized Gain Loss
-478831.81
Base Accrued Interest
155179.00
Local Market Value
9819625.40
Local Total Cost Amount
10298457.21
Local Unrealized Gain Loss
-478831.81
Local Accrued Interest
155179.00
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
6.25% 15 May 2029
Maturity Date
2029-05-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
44490000.00
Base Market Value
60371150.40
Base Total Cost
60496715.28
Base Unrealized Gain Loss
-125564.88
Base Accrued Interest
355302.08
Local Market Value
60371150.40
Local Total Cost Amount
60496715.28
Local Unrealized Gain Loss
-125564.88
Local Accrued Interest
355302.08
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
5.25% 15 Feb 2029
Maturity Date
2029-02-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
6490000.00
Base Market Value
8380991.30
Base Total Cost
8322989.48
Base Unrealized Gain Loss
58001.82
Base Accrued Interest
128007.18
Local Market Value
8380991.30
Local Total Cost Amount
8322989.48
Local Unrealized Gain Loss
58001.82
Local Accrued Interest
128007.18
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
6% 15 Feb 2026
Maturity Date
2026-02-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
9580000.00
Base Market Value
12419991.00
Base Total Cost
11650517.39
Base Unrealized Gain Loss
769473.61
Base Accrued Interest
215946.96
Local Market Value
12419991.00
Local Total Cost Amount
11650517.39
Local Unrealized Gain Loss
769473.61
Local Accrued Interest
215946.96
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
6.25% 15 Aug 2023
Maturity Date
2023-08-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
5679000.00
Base Market Value
7067458.71
Base Total Cost
7022393.32
Base Unrealized Gain Loss
45065.39
Base Accrued Interest
133346.68
Local Market Value
7067458.71
Local Total Cost Amount
7022393.32
Local Unrealized Gain Loss
45065.39
Local Accrued Interest
133346.68
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY BOND
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
8% 15 Nov 2021
Maturity Date
2021-11-15T00:00:00.000
Interest Rate
8
Original Face
0
Shares Par Value
12570000.00
Base Market Value
15840714.00
Base Total Cost
18246248.29
Base Unrealized Gain Loss
-2405534.29
Base Accrued Interest
128432.61
Local Market Value
15840714.00
Local Total Cost Amount
18246248.29
Local Unrealized Gain Loss
-2405534.29
Local Accrued Interest
128432.61
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY 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
6.25% 15 Jul 2032
Maturity Date
2032-07-15T00:00:00.000
Interest Rate
6.25
Original Face
0
Shares Par Value
2400000.00
Base Market Value
3411696.00
Base Total Cost
2947551.43
Base Unrealized Gain Loss
464144.57
Base Accrued Interest
69166.67
Local Market Value
3411696.00
Local Total Cost Amount
2947551.43
Local Unrealized Gain Loss
464144.57
Local Accrued Interest
69166.67
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: INTL BK RECON + DEV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTL BK RECON + DEV
Security Description
0.01% 01 Mar 2026
Maturity Date
2026-03-01T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
3000000.00
Base Market Value
2309220.00
Base Total Cost
582240.00
Base Unrealized Gain Loss
1726980.00
Base Accrued Interest
0
Local Market Value
2309220.00
Local Total Cost Amount
582240.00
Local Unrealized Gain Loss
1726980.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
SUPRANATIONAL
Moody S Quality Rating
Aaa
S And P 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
4.5% 15 Feb 2036
Maturity Date
2036-02-15T00:00:00.000
Interest Rate
4.5
Original Face
0
Shares Par Value
3140000.00
Base Market Value
4053049.20
Base Total Cost
4049373.44
Base Unrealized Gain Loss
3675.76
Base Accrued Interest
53085.08
Local Market Value
4053049.20
Local Total Cost Amount
4049373.44
Local Unrealized Gain Loss
3675.76
Local Accrued Interest
53085.08
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: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
6.32% 20 Dec 2027
Maturity Date
2027-12-20T00:00:00.000
Interest Rate
6.32
Original Face
0
Shares Par Value
300000.00
Base Market Value
392982.00
Base Total Cost
394209.00
Base Unrealized Gain Loss
-1227.00
Base Accrued Interest
579.33
Local Market Value
392982.00
Local Total Cost Amount
394209.00
Local Unrealized Gain Loss
-1227.00
Local Accrued Interest
579.33
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: 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
1.75% 15 Jan 2028
Maturity Date
2028-01-15T00:00:00.000
Interest Rate
1.75
Original Face
7000000.00
Shares Par Value
8169560.00
Base Market Value
9105873.27
Base Total Cost
9404268.52
Base Unrealized Gain Loss
-298395.25
Base Accrued Interest
65954.53
Local Market Value
9105873.27
Local Total Cost Amount
9404268.52
Local Unrealized Gain Loss
-298395.25
Local Accrued Interest
65954.53
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 Feb 2039
Maturity Date
2039-02-15T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
10405000.00
Base Market Value
11755673.05
Base Total Cost
8866433.14
Base Unrealized Gain Loss
2889239.91
Base Accrued Interest
136817.13
Local Market Value
11755673.05
Local Total Cost Amount
8866433.14
Local Unrealized Gain Loss
2889239.91
Local Accrued Interest
136817.13
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 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
4.25% 15 May 2039
Maturity Date
2039-05-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
720000.00
Base Market Value
901944.00
Base Total Cost
706108.73
Base Unrealized Gain Loss
195835.27
Base Accrued Interest
3908.15
Local Market Value
901944.00
Local Total Cost Amount
706108.73
Local Unrealized Gain Loss
195835.27
Local Accrued Interest
3908.15
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY 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: TENN VALLEY AUTHORITY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TENN VALLEY AUTHORITY
Security Description
5.25% 15 Sep 2039
Maturity Date
2039-09-15T00:00:00.000
Interest Rate
5.25
Original Face
0
Shares Par Value
6485000.00
Base Market Value
8495868.80
Base Total Cost
8163641.47
Base Unrealized Gain Loss
332227.33
Base Accrued Interest
100247.29
Local Market Value
8495868.80
Local Total Cost Amount
8163641.47
Local Unrealized Gain Loss
332227.33
Local Accrued Interest
100247.29
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% 15 Nov 2045
Maturity Date
2045-11-15T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
5805000.00
Base Market Value
5978917.80
Base Total Cost
5840712.29
Base Unrealized Gain Loss
138205.51
Base Accrued Interest
22241.98
Local Market Value
5978917.80
Local Total Cost Amount
5840712.29
Local Unrealized Gain Loss
138205.51
Local Accrued Interest
22241.98
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 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
9350000.00
Base Market Value
9424519.50
Base Total Cost
9392732.42
Base Unrealized Gain Loss
31787.08
Base Accrued Interest
539.91
Local Market Value
9424519.50
Local Total Cost Amount
9392732.42
Local Unrealized Gain Loss
31787.08
Local Accrued Interest
539.91
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.5% 28 Feb 2023
Maturity Date
2023-02-28T00:00:00.000
Interest Rate
1.5
Original Face
0
Shares Par Value
33500000.00
Base Market Value
32612920.00
Base Total Cost
33084062.50
Base Unrealized Gain Loss
-471142.50
Base Accrued Interest
167955.16
Local Market Value
32612920.00
Local Total Cost Amount
33084062.50
Local Unrealized Gain Loss
-471142.50
Local Accrued Interest
167955.16
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: 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
18775000.00
Base Market Value
18299804.75
Base Total Cost
18615788.00
Base Unrealized Gain Loss
-315983.25
Base Accrued Interest
74252.52
Local Market Value
18299804.75
Local Total Cost Amount
18615788.00
Local Unrealized Gain Loss
-315983.25
Local Accrued Interest
74252.52
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
2.5% 15 May 2046
Maturity Date
2046-05-15T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
42750000.00
Base Market Value
39772462.50
Base Total Cost
43047384.73
Base Unrealized Gain Loss
-3274922.23
Base Accrued Interest
136497.95
Local Market Value
39772462.50
Local Total Cost Amount
43047384.73
Local Unrealized Gain Loss
-3274922.23
Local Accrued Interest
136497.95
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 BOND
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.25% 31 Jul 2023
Maturity Date
2023-07-31T00:00:00.000
Interest Rate
1.25
Original Face
0
Shares Par Value
18000000.00
Base Market Value
17185860.00
Base Total Cost
16911562.50
Base Unrealized Gain Loss
274297.50
Base Accrued Interest
93853.59
Local Market Value
17185860.00
Local Total Cost Amount
16911562.50
Local Unrealized Gain Loss
274297.50
Local Accrued Interest
93853.59
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
2.25% 15 Aug 2046
Maturity Date
2046-08-15T00:00:00.000
Interest Rate
2.25
Original Face
0
Shares Par Value
29500000.00
Base Market Value
25971505.00
Base Total Cost
26495660.17
Base Unrealized Gain Loss
-524155.17
Base Accrued Interest
249364.63
Local Market Value
25971505.00
Local Total Cost Amount
26495660.17
Local Unrealized Gain Loss
-524155.17
Local Accrued Interest
249364.63
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 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
129500000.00
Base Market Value
130789820.00
Base Total Cost
129413984.38
Base Unrealized Gain Loss
1375835.62
Base Accrued Interest
7917.80
Local Market Value
130789820.00
Local Total Cost Amount
129413984.38
Local Unrealized Gain Loss
1375835.62
Local Accrued Interest
7917.80
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: MORGAN STANLEY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MORGAN STANLEY
Security Description
4.35% 08 Sep 2026
Maturity Date
2026-09-08T00:00:00.000
Interest Rate
4.35
Original Face
0
Shares Par Value
5780000.00
Base Market Value
6009119.20
Base Total Cost
5821208.30
Base Unrealized Gain Loss
187910.90
Base Accrued Interest
78921.09
Local Market Value
6009119.20
Local Total Cost Amount
5821208.30
Local Unrealized Gain Loss
187910.90
Local Accrued Interest
78921.09
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
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