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NYC Office of The Comptroller: Board of Education Retirement System (BERS) Holdings Data

This dataset sets forth the Board of Education Retirement System (BERS) holdings (both equity and fixed income) of the identified pension/retirement system as of the close of the fiscal year.

Notice: To accurately use this data, please first sort this report to the latest fiscal year date using the "Period End" column. (e.g 'Period End' is 6/30/2018)

City Government Office of the Comptroller Dataset fypi-ruxh 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
3% 31 Oct 2025
Maturity Date
2025-10-31T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
17350000
Base Market Value
18546282.5
Base Total Cost
17805437.5
Base Unrealized Gain Loss
740845
Base Accrued Interest
87692.93
Local Market Value
18546282.5
Local Total Cost Amount
17805437.5
Local Unrealized Gain Loss
740845
Local Accrued Interest
87692.93
Period End Date
2019-06-30T00:00:00.000
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
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
3.25% 16 Nov 2028
Maturity Date
2028-11-16T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
5325000
Base Market Value
5786730.75
Base Total Cost
5272016.25
Base Unrealized Gain Loss
514714.5
Base Accrued Interest
21632.81
Local Market Value
5786730.75
Local Total Cost Amount
5272016.25
Local Unrealized Gain Loss
514714.5
Local Accrued Interest
21632.81
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
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% 30 Nov 2025
Maturity Date
2025-11-30T00:00:00.000
Interest Rate
2.875
Original Face
0
Shares Par Value
3500000
Base Market Value
3717245
Base Total Cost
3582464.34
Base Unrealized Gain Loss
134780.66
Base Accrued Interest
8522.88
Local Market Value
3717245
Local Total Cost Amount
3582464.34
Local Unrealized Gain Loss
134780.66
Local Accrued Interest
8522.88
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
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 2049
Maturity Date
2049-02-15T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
7000000
Base Market Value
7687960
Base Total Cost
7099531.25
Base Unrealized Gain Loss
588428.75
Base Accrued Interest
78895.03
Local Market Value
7687960
Local Total Cost Amount
7099531.25
Local Unrealized Gain Loss
588428.75
Local Accrued Interest
78895.03
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2.625% 15 Feb 2029
Maturity Date
2029-02-15T00:00:00.000
Interest Rate
2.625
Original Face
0
Shares Par Value
7500000
Base Market Value
7908975
Base Total Cost
7681034.68
Base Unrealized Gain Loss
227940.32
Base Accrued Interest
74181.63
Local Market Value
7908975
Local Total Cost Amount
7681034.68
Local Unrealized Gain Loss
227940.32
Local Accrued Interest
74181.63
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
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% 15 Feb 2049
Maturity Date
2049-02-15T00:00:00.000
Interest Rate
1
Original Face
10350000
Shares Par Value
10509079.5
Base Market Value
11115453.39
Base Total Cost
10635989.37
Base Unrealized Gain Loss
479464.02
Base Accrued Interest
39481.63
Local Market Value
11115453.39
Local Total Cost Amount
10635989.37
Local Unrealized Gain Loss
479464.02
Local Accrued Interest
39481.63
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
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 2029
Maturity Date
2029-05-15T00:00:00.000
Interest Rate
2.375
Original Face
0
Shares Par Value
22000000
Base Market Value
22734800
Base Total Cost
22442060.54
Base Unrealized Gain Loss
292739.46
Base Accrued Interest
66732.34
Local Market Value
22734800
Local Total Cost Amount
22442060.54
Local Unrealized Gain Loss
292739.46
Local Accrued Interest
66732.34
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
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
1325000
Base Market Value
1827387
Base Total Cost
1868978.75
Base Unrealized Gain Loss
-41591.75
Base Accrued Interest
19477.5
Local Market Value
1827387
Local Total Cost Amount
1868978.75
Local Unrealized Gain Loss
-41591.75
Local Accrued Interest
19477.5
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
3.375% 15 May 2044
Maturity Date
2044-05-15T00:00:00.000
Interest Rate
3.375
Original Face
0
Shares Par Value
18175000
Base Market Value
21119895.25
Base Total Cost
18911991.33
Base Unrealized Gain Loss
2207903.92
Base Accrued Interest
78342.65
Local Market Value
21119895.25
Local Total Cost Amount
18911991.33
Local Unrealized Gain Loss
2207903.92
Local Accrued Interest
78342.65
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2.375% 15 Aug 2024
Maturity Date
2024-08-15T00:00:00.000
Interest Rate
2.375
Original Face
0
Shares Par Value
15005000
Base Market Value
15444646.5
Base Total Cost
15260332.3
Base Unrealized Gain Loss
184314.2
Base Accrued Interest
133884.4
Local Market Value
15444646.5
Local Total Cost Amount
15260332.3
Local Unrealized Gain Loss
184314.2
Local Accrued Interest
133884.4
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
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
32900000
Base Market Value
36705214
Base Total Cost
34496302.89
Base Unrealized Gain Loss
2208911.11
Base Accrued Interest
386256.9
Local Market Value
36705214
Local Total Cost Amount
34496302.89
Local Unrealized Gain Loss
2208911.11
Local Accrued Interest
386256.9
Period End Date
2019-06-30T00:00:00.000
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
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
2.875% 13 Sep 2024
Maturity Date
2024-09-13T00:00:00.000
Interest Rate
2.875
Original Face
0
Shares Par Value
4000000
Base Market Value
4195120
Base Total Cost
4191953.28
Base Unrealized Gain Loss
3166.72
Base Accrued Interest
34500
Local Market Value
4195120
Local Total Cost Amount
4191953.28
Local Unrealized Gain Loss
3166.72
Local Accrued Interest
34500
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
2.625% 06 Sep 2024
Maturity Date
2024-09-06T00:00:00.000
Interest Rate
2.625
Original Face
0
Shares Par Value
3855000
Base Market Value
4000410.6
Base Total Cost
3819803.85
Base Unrealized Gain Loss
180606.75
Base Accrued Interest
32325.78
Local Market Value
4000410.6
Local Total Cost Amount
3819803.85
Local Unrealized Gain Loss
180606.75
Local Accrued Interest
32325.78
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
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
855000
Base Market Value
874904.4
Base Total Cost
900421.88
Base Unrealized Gain Loss
-25517.48
Base Accrued Interest
2456.96
Local Market Value
874904.4
Local Total Cost Amount
900421.88
Local Unrealized Gain Loss
-25517.48
Local Accrued Interest
2456.96
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
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
1550000
Base Market Value
1693375
Base Total Cost
1547578.12
Base Unrealized Gain Loss
145796.88
Base Accrued Interest
5938.86
Local Market Value
1693375
Local Total Cost Amount
1547578.12
Local Unrealized Gain Loss
145796.88
Local Accrued Interest
5938.86
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
18900000
Base Market Value
19092024
Base Total Cost
17933722.66
Base Unrealized Gain Loss
1158301.34
Base Accrued Interest
142011.05
Local Market Value
19092024
Local Total Cost Amount
17933722.66
Local Unrealized Gain Loss
1158301.34
Local Accrued Interest
142011.05
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
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
15545000
Base Market Value
15486084.45
Base Total Cost
14699409.37
Base Unrealized Gain Loss
786675.08
Base Accrued Interest
146002.76
Local Market Value
15486084.45
Local Total Cost Amount
14699409.37
Local Unrealized Gain Loss
786675.08
Local Accrued Interest
146002.76
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2.125% 15 May 2025
Maturity Date
2025-05-15T00:00:00.000
Interest Rate
2.125
Original Face
0
Shares Par Value
7140000
Base Market Value
7260523.2
Base Total Cost
7082564.84
Base Unrealized Gain Loss
177958.36
Base Accrued Interest
19377.92
Local Market Value
7260523.2
Local Total Cost Amount
7082564.84
Local Unrealized Gain Loss
177958.36
Local Accrued Interest
19377.92
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
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
925000
Base Market Value
1012301.5
Base Total Cost
911625.87
Base Unrealized Gain Loss
100675.63
Base Accrued Interest
3544.15
Local Market Value
1012301.5
Local Total Cost Amount
911625.87
Local Unrealized Gain Loss
100675.63
Local Accrued Interest
3544.15
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.625% 15 Feb 2026
Maturity Date
2026-02-15T00:00:00.000
Interest Rate
1.625
Original Face
0
Shares Par Value
10500000
Base Market Value
10346595
Base Total Cost
10031824.21
Base Unrealized Gain Loss
314770.79
Base Accrued Interest
64102.2
Local Market Value
10346595
Local Total Cost Amount
10031824.21
Local Unrealized Gain Loss
314770.79
Local Accrued Interest
64102.2
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
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
4250000
Base Market Value
4227772.5
Base Total Cost
3820849.61
Base Unrealized Gain Loss
406922.89
Base Accrued Interest
39917.13
Local Market Value
4227772.5
Local Total Cost Amount
3820849.61
Local Unrealized Gain Loss
406922.89
Local Accrued Interest
39917.13
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
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
7000000
Base Market Value
7050960
Base Total Cost
6973354.5
Base Unrealized Gain Loss
77605.5
Base Accrued Interest
27684.03
Local Market Value
7050960
Local Total Cost Amount
6973354.5
Local Unrealized Gain Loss
77605.5
Local Accrued Interest
27684.03
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
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
14000000
Base Market Value
13779080
Base Total Cost
13729531.24
Base Unrealized Gain Loss
49548.76
Base Accrued Interest
29629.76
Local Market Value
13779080
Local Total Cost Amount
13729531.24
Local Unrealized Gain Loss
49548.76
Local Accrued Interest
29629.76
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
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
9500000
Base Market Value
9445090
Base Total Cost
9041913.93
Base Unrealized Gain Loss
403176.07
Base Accrued Interest
30332.88
Local Market Value
9445090
Local Total Cost Amount
9041913.93
Local Unrealized Gain Loss
403176.07
Local Accrued Interest
30332.88
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
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
18000000
Base Market Value
17005860
Base Total Cost
16174419.16
Base Unrealized Gain Loss
831440.84
Base Accrued Interest
152154.7
Local Market Value
17005860
Local Total Cost Amount
16174419.16
Local Unrealized Gain Loss
831440.84
Local Accrued Interest
152154.7
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
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
5000000
Base Market Value
4949050
Base Total Cost
4812818.75
Base Unrealized Gain Loss
136231.25
Base Accrued Interest
25260.42
Local Market Value
4949050
Local Total Cost Amount
4812818.75
Local Unrealized Gain Loss
136231.25
Local Accrued Interest
25260.42
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
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
67250000
Base Market Value
68915782.5
Base Total Cost
65847094.92
Base Unrealized Gain Loss
3068687.58
Base Accrued Interest
568466.85
Local Market Value
68915782.5
Local Total Cost Amount
65847094.92
Local Unrealized Gain Loss
3068687.58
Local Accrued Interest
568466.85
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
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
35000
Base Market Value
36590.4
Base Total Cost
35929.36
Base Unrealized Gain Loss
661.04
Base Accrued Interest
419.27
Local Market Value
36590.4
Local Total Cost Amount
35929.36
Local Unrealized Gain Loss
661.04
Local Accrued Interest
419.27
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
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
13000000
Base Market Value
14237600
Base Total Cost
13541619.25
Base Unrealized Gain Loss
695980.75
Base Accrued Interest
49809.78
Local Market Value
14237600
Local Total Cost Amount
13541619.25
Local Unrealized Gain Loss
695980.75
Local Accrued Interest
49809.78
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
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
9400000
Base Market Value
9718378
Base Total Cost
9596812.5
Base Unrealized Gain Loss
121565.5
Base Accrued Interest
28512.91
Local Market Value
9718378
Local Total Cost Amount
9596812.5
Local Unrealized Gain Loss
121565.5
Local Accrued Interest
28512.91
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: EUROPEAN INVESTMENT BANK
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EUROPEAN INVESTMENT BANK
Security Description
2.375% 24 May 2027
Maturity Date
2027-05-24T00:00:00.000
Interest Rate
2.375
Original Face
0
Shares Par Value
3000000
Base Market Value
3088080
Base Total Cost
3007560
Base Unrealized Gain Loss
80520
Base Accrued Interest
7322.92
Local Market Value
3088080
Local Total Cost Amount
3007560
Local Unrealized Gain Loss
80520
Local Accrued Interest
7322.92
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Aaa
S And P Quality Rating
AAA
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: 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
4250000
Base Market Value
4299980
Base Total Cost
4229885.08
Base Unrealized Gain Loss
70094.92
Base Accrued Interest
6379.78
Local Market Value
4299980
Local Total Cost Amount
4229885.08
Local Unrealized Gain Loss
70094.92
Local Accrued Interest
6379.78
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
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 2024
Maturity Date
2024-08-31T00:00:00.000
Interest Rate
1.875
Original Face
0
Shares Par Value
14250000
Base Market Value
14321250
Base Total Cost
13778172.67
Base Unrealized Gain Loss
543077.33
Base Accrued Interest
89304.52
Local Market Value
14321250
Local Total Cost Amount
13778172.67
Local Unrealized Gain Loss
543077.33
Local Accrued Interest
89304.52
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
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 2027
Maturity Date
2027-11-15T00:00:00.000
Interest Rate
2.25
Original Face
0
Shares Par Value
7000000
Base Market Value
7166250
Base Total Cost
6706582.31
Base Unrealized Gain Loss
459667.69
Base Accrued Interest
20115.48
Local Market Value
7166250
Local Total Cost Amount
6706582.31
Local Unrealized Gain Loss
459667.69
Local Accrued Interest
20115.48
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2.75% 15 Nov 2047
Maturity Date
2047-11-15T00:00:00.000
Interest Rate
2.75
Original Face
0
Shares Par Value
6600000
Base Market Value
6889014
Base Total Cost
6248708.86
Base Unrealized Gain Loss
640305.14
Base Accrued Interest
23180.7
Local Market Value
6889014
Local Total Cost Amount
6248708.86
Local Unrealized Gain Loss
640305.14
Local Accrued Interest
23180.7
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
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% 31 Jan 2025
Maturity Date
2025-01-31T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
11500000
Base Market Value
11925845
Base Total Cost
11473945.31
Base Unrealized Gain Loss
451899.69
Base Accrued Interest
119924.03
Local Market Value
11925845
Local Total Cost Amount
11473945.31
Local Unrealized Gain Loss
451899.69
Local Accrued Interest
119924.03
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
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% 31 May 2025
Maturity Date
2025-05-31T00:00:00.000
Interest Rate
2.875
Original Face
0
Shares Par Value
12000000
Base Market Value
12706440
Base Total Cost
12065702.04
Base Unrealized Gain Loss
640737.96
Base Accrued Interest
29221.31
Local Market Value
12706440
Local Total Cost Amount
12065702.04
Local Unrealized Gain Loss
640737.96
Local Accrued Interest
29221.31
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
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 Aug 2048
Maturity Date
2048-08-15T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
18150000
Base Market Value
19905468
Base Total Cost
17925844.03
Base Unrealized Gain Loss
1979623.97
Base Accrued Interest
204563.54
Local Market Value
19905468
Local Total Cost Amount
17925844.03
Local Unrealized Gain Loss
1979623.97
Local Accrued Interest
204563.54
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
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
3500000
Base Market Value
4724335
Base Total Cost
4703779.5
Base Unrealized Gain Loss
20555.5
Base Accrued Interest
27951.39
Local Market Value
4724335
Local Total Cost Amount
4703779.5
Local Unrealized Gain Loss
20555.5
Local Accrued Interest
27951.39
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FORD MOTOR CREDIT CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FORD MOTOR CREDIT CO LLC
Security Description
4.134% 04 Aug 2025
Maturity Date
2025-08-04T00:00:00.000
Interest Rate
4.134
Original Face
0
Shares Par Value
1000000
Base Market Value
1001840
Base Total Cost
886160
Base Unrealized Gain Loss
115680
Base Accrued Interest
16880.5
Local Market Value
1001840
Local Total Cost Amount
886160
Local Unrealized Gain Loss
115680
Local Accrued Interest
16880.5
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB
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: KILROY REALTY LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
KILROY REALTY LP
Security Description
4.375% 01 Oct 2025
Maturity Date
2025-10-01T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
350000
Base Market Value
373964.5
Base Total Cost
351228.5
Base Unrealized Gain Loss
22736
Base Accrued Interest
3828.12
Local Market Value
373964.5
Local Total Cost Amount
351228.5
Local Unrealized Gain Loss
22736
Local Accrued Interest
3828.12
Period End Date
2019-06-30T00:00:00.000
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
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: AMERICAN EXPRESS CREDIT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
AMERICAN EXPRESS CREDIT
Security Description
2.6% 14 Sep 2020
Maturity Date
2020-09-14T00:00:00.000
Interest Rate
2.6
Original Face
0
Shares Par Value
1055000
Base Market Value
1058956.25
Base Total Cost
1060000.7
Base Unrealized Gain Loss
-1044.45
Base Accrued Interest
8152.81
Local Market Value
1058956.25
Local Total Cost Amount
1060000.7
Local Unrealized Gain Loss
-1044.45
Local Accrued Interest
8152.81
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
A2
S And P Quality Rating
A-
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: STATE STREET BANK + TRUST CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STATE STREET BANK + TRUST CO
Security Description
SHORT TERM INVESTMENT FUND
Maturity Date
2030-12-31T00:00:00.000
Interest Rate
2.484707
Original Face
0
Shares Par Value
2472067.85
Base Market Value
2472067.85
Base Total Cost
2472067.85
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
2472067.85
Local Total Cost Amount
2472067.85
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
CASH EQUIVALENT
Investment Type Name
STIF-TYPE INSTRUMENT
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WYETH LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WYETH LLC
Security Description
6.45% 01 Feb 2024
Maturity Date
2024-02-01T00:00:00.000
Interest Rate
6.45
Original Face
0
Shares Par Value
500000
Base Market Value
590430
Base Total Cost
498135
Base Unrealized Gain Loss
92295
Base Accrued Interest
13437.5
Local Market Value
590430
Local Total Cost Amount
498135
Local Unrealized Gain Loss
92295
Local Accrued Interest
13437.5
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
A1
S And P Quality Rating
AA
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: TELECOM ITALIA CAPITAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TELECOM ITALIA CAPITAL
Security Description
7.2% 18 Jul 2036
Maturity Date
2036-07-18T00:00:00.000
Interest Rate
7.2
Original Face
0
Shares Par Value
750000
Base Market Value
826875
Base Total Cost
754680
Base Unrealized Gain Loss
72195
Base Accrued Interest
24450
Local Market Value
826875
Local Total Cost Amount
754680
Local Unrealized Gain Loss
72195
Local Accrued Interest
24450
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Ba1
S And P Quality Rating
BB+
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: HP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HP INC
Security Description
6% 15 Sep 2041
Maturity Date
2041-09-15T00:00:00.000
Interest Rate
6
Original Face
0
Shares Par Value
500000
Base Market Value
550475
Base Total Cost
501405
Base Unrealized Gain Loss
49070
Base Accrued Interest
8833.33
Local Market Value
550475
Local Total Cost Amount
501405
Local Unrealized Gain Loss
49070
Local Accrued Interest
8833.33
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
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: L BRANDS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
L BRANDS INC
Security Description
7.6% 15 Jul 2037
Maturity Date
2037-07-15T00:00:00.000
Interest Rate
7.6
Original Face
0
Shares Par Value
500000
Base Market Value
433125
Base Total Cost
504885
Base Unrealized Gain Loss
-71760
Base Accrued Interest
17522.22
Local Market Value
433125
Local Total Cost Amount
504885
Local Unrealized Gain Loss
-71760
Local Accrued Interest
17522.22
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba2
S And P Quality Rating
B+
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: TIME WARNER CABLE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TIME WARNER CABLE LLC
Security Description
6.55% 01 May 2037
Maturity Date
2037-05-01T00:00:00.000
Interest Rate
6.55
Original Face
0
Shares Par Value
500000
Base Market Value
577700
Base Total Cost
491840
Base Unrealized Gain Loss
85860
Base Accrued Interest
5458.33
Local Market Value
577700
Local Total Cost Amount
491840
Local Unrealized Gain Loss
85860
Local Accrued Interest
5458.33
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
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: INTERNATIONAL PAPER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTERNATIONAL PAPER CO
Security Description
8.7% 15 Jun 2038
Maturity Date
2038-06-15T00:00:00.000
Interest Rate
8.7
Original Face
0
Shares Par Value
500000
Base Market Value
714965
Base Total Cost
450443.33
Base Unrealized Gain Loss
264521.67
Base Accrued Interest
1933.33
Local Market Value
714965
Local Total Cost Amount
450443.33
Local Unrealized Gain Loss
264521.67
Local Accrued Interest
1933.33
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
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: VIRGINIA ELEC + POWER CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VIRGINIA ELEC + POWER CO
Security Description
8.875% 15 Nov 2038
Maturity Date
2038-11-15T00:00:00.000
Interest Rate
8.875
Original Face
0
Shares Par Value
400000
Base Market Value
656520
Base Total Cost
399980
Base Unrealized Gain Loss
256540
Base Accrued Interest
4536.11
Local Market Value
656520
Local Total Cost Amount
399980
Local Unrealized Gain Loss
256540
Local Accrued Interest
4536.11
Period End Date
2019-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
A2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
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