Ask NYC Browse All Data Public Safety Transportation Health Buildings

Office of The Comptroller: Police Retirement System Holdings Data

This dataset sets forth the Police 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 dy3p-ay2d 25 fields
DOWNLOAD CSV
Dataset fields
Showing 50 real records
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: UNIVISION COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNIVISION COMMUNICATIONS
Security Description
5.125% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
450000.00
Base Market Value
446062.50
Base Total Cost
450000.00
Base Unrealized Gain Loss
-3937.50
Base Accrued Interest
8712.50
Local Market Value
446062.50
Local Total Cost Amount
450000.00
Local Unrealized Gain Loss
-3937.50
Local Accrued Interest
8712.50
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
INDUSTRIAL
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 DOLLAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DOLLAR
Interest Rate
0
Original Face
0.00
Shares Par Value
376439.61
Base Market Value
376439.61
Base Total Cost
376439.61
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
376439.61
Local Total Cost Amount
376439.61
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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: UNIVISION COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNIVISION COMMUNICATIONS
Security Description
6.75% 15 Sep 2022
Maturity Date
2022-09-15T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
400000.00
Base Market Value
416000.00
Base Total Cost
420000.00
Base Unrealized Gain Loss
-4000.00
Base Accrued Interest
7950.01
Local Market Value
416000.00
Local Total Cost Amount
420000.00
Local Unrealized Gain Loss
-4000.00
Local Accrued Interest
7950.01
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
INDUSTRIAL
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: UNIVISION COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNIVISION COMMUNICATIONS
Security Description
5.125% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
348000.00
Base Market Value
344955.00
Base Total Cost
339536.25
Base Unrealized Gain Loss
5418.75
Base Accrued Interest
6737.66
Local Market Value
344955.00
Local Total Cost Amount
339536.25
Local Unrealized Gain Loss
5418.75
Local Accrued Interest
6737.66
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
INDUSTRIAL
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: UNIVISION COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNIVISION COMMUNICATIONS
Security Description
5.125% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
321000.00
Base Market Value
324107.28
Base Total Cost
323838.75
Base Unrealized Gain Loss
268.53
Base Accrued Interest
2102.11
Local Market Value
324107.28
Local Total Cost Amount
323838.75
Local Unrealized Gain Loss
268.53
Local Accrued Interest
2102.11
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
TELEPHONE
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: UNIVISION COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNIVISION COMMUNICATIONS
Security Description
5.125% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
75000.00
Base Market Value
75726.00
Base Total Cost
74625.00
Base Unrealized Gain Loss
1101.00
Base Accrued Interest
491.14
Local Market Value
75726.00
Local Total Cost Amount
74625.00
Local Unrealized Gain Loss
1101.00
Local Accrued Interest
491.14
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
TELEPHONE
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: UNUM GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNUM GROUP
Security Description
5.625% 15 Sep 2020
Maturity Date
2020-09-15T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
1195000.00
Base Market Value
1307425.60
Base Total Cost
1258940.15
Base Unrealized Gain Loss
48485.45
Base Accrued Interest
19792.19
Local Market Value
1307425.60
Local Total Cost Amount
1258940.15
Local Unrealized Gain Loss
48485.45
Local Accrued Interest
19792.19
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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: UNUM GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNUM GROUP
Security Description
3% 15 May 2021
Maturity Date
2021-05-15T00:00:00.000
Interest Rate
3
Original Face
0.00
Shares Par Value
1150000.00
Base Market Value
1160959.50
Base Total Cost
1147493.00
Base Unrealized Gain Loss
13466.50
Base Accrued Interest
4408.33
Local Market Value
1160959.50
Local Total Cost Amount
1147493.00
Local Unrealized Gain Loss
13466.50
Local Accrued Interest
4408.33
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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: UNUM GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNUM GROUP
Security Description
5.75% 15 Aug 2042
Maturity Date
2042-08-15T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
800000.00
Base Market Value
948768.00
Base Total Cost
813460.33
Base Unrealized Gain Loss
135307.67
Base Accrued Interest
17377.78
Local Market Value
948768.00
Local Total Cost Amount
813460.33
Local Unrealized Gain Loss
135307.67
Local Accrued Interest
17377.78
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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: UNUM GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNUM GROUP
Security Description
3% 15 May 2021
Maturity Date
2021-05-15T00:00:00.000
Interest Rate
3
Original Face
0.00
Shares Par Value
430000.00
Base Market Value
434097.90
Base Total Cost
429062.60
Base Unrealized Gain Loss
5035.30
Base Accrued Interest
1648.33
Local Market Value
434097.90
Local Total Cost Amount
429062.60
Local Unrealized Gain Loss
5035.30
Local Accrued Interest
1648.33
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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: UNUM GROUP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UNUM GROUP
Security Description
5.625% 15 Sep 2020
Maturity Date
2020-09-15T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
239000.00
Base Market Value
261485.12
Base Total Cost
250371.44
Base Unrealized Gain Loss
11113.68
Base Accrued Interest
3958.44
Local Market Value
261485.12
Local Total Cost Amount
250371.44
Local Unrealized Gain Loss
11113.68
Local Accrued Interest
3958.44
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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: UPCB FINANCE IV LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UPCB FINANCE IV LTD
Security Description
5.375% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
845000.00
Base Market Value
884081.25
Base Total Cost
847687.50
Base Unrealized Gain Loss
36393.75
Base Accrued Interest
20943.09
Local Market Value
884081.25
Local Total Cost Amount
847687.50
Local Unrealized Gain Loss
36393.75
Local Accrued Interest
20943.09
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
Ba3
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: UPCB FINANCE IV LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UPCB FINANCE IV LTD
Security Description
5.375% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
547000.00
Base Market Value
572298.75
Base Total Cost
547000.00
Base Unrealized Gain Loss
25298.75
Base Accrued Interest
13557.24
Local Market Value
572298.75
Local Total Cost Amount
547000.00
Local Unrealized Gain Loss
25298.75
Local Accrued Interest
13557.24
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
Ba3
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: UPCB FINANCE IV LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UPCB FINANCE IV LTD
Security Description
5.375% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
300000.00
Base Market Value
313875.00
Base Total Cost
294562.50
Base Unrealized Gain Loss
19312.50
Base Accrued Interest
7435.41
Local Market Value
313875.00
Local Total Cost Amount
294562.50
Local Unrealized Gain Loss
19312.50
Local Accrued Interest
7435.41
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
Ba3
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: UPCB FINANCE IV LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
UPCB FINANCE IV LTD
Security Description
5.375% 15 Jan 2025
Maturity Date
2025-01-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
290000.00
Base Market Value
303412.50
Base Total Cost
280106.25
Base Unrealized Gain Loss
23306.25
Base Accrued Interest
7192.04
Local Market Value
303412.50
Local Total Cost Amount
280106.25
Local Unrealized Gain Loss
23306.25
Local Accrued Interest
7192.04
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
Ba3
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 AIRWAYS 2010 1A PTT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US AIRWAYS 2010 1A PTT
Security Description
6.25% 22 Oct 2024
Maturity Date
2024-10-22T00:00:00.000
Interest Rate
6.25
Original Face
935000.00
Shares Par Value
572823.87
Base Market Value
637266.56
Base Total Cost
572823.88
Base Unrealized Gain Loss
64442.68
Base Accrued Interest
6861.95
Local Market Value
637266.56
Local Total Cost Amount
572823.88
Local Unrealized Gain Loss
64442.68
Local Accrued Interest
6861.95
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
INDUSTRIAL
Moody S Quality Rating
A3
S And P Quality Rating
A+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US AIRWAYS 2013 1A PTT
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US AIRWAYS 2013 1A PTT
Security Description
3.95% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
3.95
Original Face
1300000.00
Shares Par Value
302080.97
Base Market Value
314164.21
Base Total Cost
302080.96
Base Unrealized Gain Loss
12083.25
Base Accrued Interest
1524.67
Local Market Value
314164.21
Local Total Cost Amount
302080.96
Local Unrealized Gain Loss
12083.25
Local Accrued Interest
1524.67
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
INDUSTRIAL
Moody S Quality Rating
A3
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US BANCORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US BANCORP
Security Description
1% 31 Dec 2099
Maturity Date
2099-12-31T00:00:00.000
Interest Rate
5.3
Original Face
0.00
Shares Par Value
625000.00
Base Market Value
665625.00
Base Total Cost
625000.00
Base Unrealized Gain Loss
40625.00
Base Accrued Interest
6717.01
Local Market Value
665625.00
Local Total Cost Amount
625000.00
Local Unrealized Gain Loss
40625.00
Local Accrued Interest
6717.01
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
A3
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US BANK NA CINCINNATI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US BANK NA CINCINNATI
Security Description
1% 24 Jan 2020
Maturity Date
2020-01-24T00:00:00.000
Interest Rate
1.47317
Original Face
0.00
Shares Par Value
1000000.00
Base Market Value
1003570.00
Base Total Cost
1000000.00
Base Unrealized Gain Loss
3570.00
Base Accrued Interest
2782.65
Local Market Value
1003570.00
Local Total Cost Amount
1000000.00
Local Unrealized Gain Loss
3570.00
Local Accrued Interest
2782.65
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
A1
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 CONCRETE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US CONCRETE INC
Security Description
6.375% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
6.375
Original Face
0.00
Shares Par Value
930000.00
Base Market Value
981150.00
Base Total Cost
939031.25
Base Unrealized Gain Loss
42118.75
Base Accrued Interest
4940.63
Local Market Value
981150.00
Local Total Cost Amount
939031.25
Local Unrealized Gain Loss
42118.75
Local Accrued Interest
4940.63
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
INDUSTRIAL
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 DEPT OF TRANSPORTATIO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DEPT OF TRANSPORTATIO
Security Description
1% 07 Dec 2021
Maturity Date
2021-12-07T00:00:00.000
Interest Rate
6.001
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
116855.00
Base Total Cost
117760.00
Base Unrealized Gain Loss
-905.00
Base Accrued Interest
400.07
Local Market Value
116855.00
Local Total Cost Amount
117760.00
Local Unrealized Gain Loss
-905.00
Local Accrued Interest
400.07
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
CORPORATE
Minor Industry Name
OTHER ASSET BACKED
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: US FOODS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US FOODS INC
Security Description
5.875% 15 Jun 2024
Maturity Date
2024-06-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
490000.00
Base Market Value
508375.00
Base Total Cost
504700.00
Base Unrealized Gain Loss
3675.00
Base Accrued Interest
1279.44
Local Market Value
508375.00
Local Total Cost Amount
504700.00
Local Unrealized Gain Loss
3675.00
Local Accrued Interest
1279.44
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
INDUSTRIAL
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: US FOODS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US FOODS INC
Security Description
5.875% 15 Jun 2024
Maturity Date
2024-06-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
400000.00
Base Market Value
415000.00
Base Total Cost
400000.00
Base Unrealized Gain Loss
15000.00
Base Accrued Interest
1044.44
Local Market Value
415000.00
Local Total Cost Amount
400000.00
Local Unrealized Gain Loss
15000.00
Local Accrued Interest
1044.44
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
INDUSTRIAL
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: US FOODS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US FOODS INC
Security Description
5.875% 15 Jun 2024
Maturity Date
2024-06-15T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
123000.00
Base Market Value
127612.50
Base Total Cost
122785.00
Base Unrealized Gain Loss
4827.50
Base Accrued Interest
321.17
Local Market Value
127612.50
Local Total Cost Amount
122785.00
Local Unrealized Gain Loss
4827.50
Local Accrued Interest
321.17
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
INDUSTRIAL
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: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2.5% 15 Aug 2023
Maturity Date
2023-08-15T00:00:00.000
Interest Rate
2.5
Original Face
0.00
Shares Par Value
100000000.00
Base Market Value
102629000.00
Base Total Cost
102100464.22
Base Unrealized Gain Loss
528535.78
Base Accrued Interest
939226.52
Local Market Value
102629000.00
Local Total Cost Amount
102100464.22
Local Unrealized Gain Loss
528535.78
Local Accrued Interest
939226.52
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
3.375% 15 May 2044
Maturity Date
2044-05-15T00:00:00.000
Interest Rate
3.375
Original Face
0.00
Shares Par Value
86600000.00
Base Market Value
95669618.00
Base Total Cost
92302825.46
Base Unrealized Gain Loss
3366792.54
Base Accrued Interest
373285.99
Local Market Value
95669618.00
Local Total Cost Amount
92302825.46
Local Unrealized Gain Loss
3366792.54
Local Accrued Interest
373285.99
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 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
0.00
Shares Par Value
69250000.00
Base Market Value
69631567.50
Base Total Cost
68838183.59
Base Unrealized Gain Loss
793383.91
Base Accrued Interest
198999.66
Local Market Value
69631567.50
Local Total Cost Amount
68838183.59
Local Unrealized Gain Loss
793383.91
Local Accrued Interest
198999.66
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
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
0.00
Shares Par Value
38750000.00
Base Market Value
37723900.00
Base Total Cost
38011484.38
Base Unrealized Gain Loss
-287584.38
Base Accrued Interest
194276.50
Local Market Value
37723900.00
Local Total Cost Amount
38011484.38
Local Unrealized Gain Loss
-287584.38
Local Accrued Interest
194276.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
3.125% 15 Aug 2044
Maturity Date
2044-08-15T00:00:00.000
Interest Rate
3.125
Original Face
0.00
Shares Par Value
36000000.00
Base Market Value
38034720.00
Base Total Cost
38800153.70
Base Unrealized Gain Loss
-765433.70
Base Accrued Interest
422651.94
Local Market Value
38034720.00
Local Total Cost Amount
38800153.70
Local Unrealized Gain Loss
-765433.70
Local Accrued Interest
422651.94
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
0.00
Shares Par Value
36000000.00
Base Market Value
37095480.00
Base Total Cost
37877031.24
Base Unrealized Gain Loss
-781551.24
Base Accrued Interest
137934.78
Local Market Value
37095480.00
Local Total Cost Amount
37877031.24
Local Unrealized Gain Loss
-781551.24
Local Accrued Interest
137934.78
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: 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
0.00
Shares Par Value
36000000.00
Base Market Value
36201240.00
Base Total Cost
36951562.47
Base Unrealized Gain Loss
-750322.47
Base Accrued Interest
388839.76
Local Market Value
36201240.00
Local Total Cost Amount
36951562.47
Local Unrealized Gain Loss
-750322.47
Local Accrued Interest
388839.76
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY 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 Nov 2045
Maturity Date
2045-11-15T00:00:00.000
Interest Rate
3
Original Face
0.00
Shares Par Value
36000000.00
Base Market Value
37078560.00
Base Total Cost
37866019.52
Base Unrealized Gain Loss
-787459.52
Base Accrued Interest
137934.78
Local Market Value
37078560.00
Local Total Cost Amount
37866019.52
Local Unrealized Gain Loss
-787459.52
Local Accrued Interest
137934.78
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: 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
0.00
Shares Par Value
35800000.00
Base Market Value
39549334.00
Base Total Cost
40349292.96
Base Unrealized Gain Loss
-799958.96
Base Accrued Interest
154314.54
Local Market Value
39549334.00
Local Total Cost Amount
40349292.96
Local Unrealized Gain Loss
-799958.96
Local Accrued Interest
154314.54
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY 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
0.00
Shares Par Value
35700000.00
Base Market Value
41137467.00
Base Total Cost
41976351.54
Base Unrealized Gain Loss
-838884.54
Base Accrued Interest
486190.60
Local Market Value
41137467.00
Local Total Cost Amount
41976351.54
Local Unrealized Gain Loss
-838884.54
Local Accrued Interest
486190.60
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY 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 Nov 2043
Maturity Date
2043-11-15T00:00:00.000
Interest Rate
3.75
Original Face
0.00
Shares Par Value
35500000.00
Base Market Value
41730605.00
Base Total Cost
42583769.54
Base Unrealized Gain Loss
-853164.54
Base Accrued Interest
170023.77
Local Market Value
41730605.00
Local Total Cost Amount
42583769.54
Local Unrealized Gain Loss
-853164.54
Local Accrued Interest
170023.77
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY 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 Nov 2044
Maturity Date
2044-11-15T00:00:00.000
Interest Rate
3
Original Face
0.00
Shares Par Value
35500000.00
Base Market Value
36631740.00
Base Total Cost
37402441.42
Base Unrealized Gain Loss
-770701.42
Base Accrued Interest
136019.02
Local Market Value
36631740.00
Local Total Cost Amount
37402441.42
Local Unrealized Gain Loss
-770701.42
Local Accrued Interest
136019.02
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY 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
2.5% 15 Feb 2045
Maturity Date
2045-02-15T00:00:00.000
Interest Rate
2.5
Original Face
0.00
Shares Par Value
35400000.00
Base Market Value
33036696.00
Base Total Cost
33742445.32
Base Unrealized Gain Loss
-705749.32
Base Accrued Interest
332486.18
Local Market Value
33036696.00
Local Total Cost Amount
33742445.32
Local Unrealized Gain Loss
-705749.32
Local Accrued Interest
332486.18
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
3.75% 15 Nov 2043
Maturity Date
2043-11-15T00:00:00.000
Interest Rate
3.75
Original Face
0.00
Shares Par Value
34575000.00
Base Market Value
40643258.25
Base Total Cost
38501364.12
Base Unrealized Gain Loss
2141894.13
Base Accrued Interest
165593.57
Local Market Value
40643258.25
Local Total Cost Amount
38501364.12
Local Unrealized Gain Loss
2141894.13
Local Accrued Interest
165593.57
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 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
2.875% 15 May 2043
Maturity Date
2043-05-15T00:00:00.000
Interest Rate
2.875
Original Face
0.00
Shares Par Value
34500000.00
Base Market Value
34834305.00
Base Total Cost
35544804.68
Base Unrealized Gain Loss
-710499.68
Base Accrued Interest
126679.71
Local Market Value
34834305.00
Local Total Cost Amount
35544804.68
Local Unrealized Gain Loss
-710499.68
Local Accrued Interest
126679.71
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY 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
2.5% 15 Feb 2046
Maturity Date
2046-02-15T00:00:00.000
Interest Rate
2.5
Original Face
0.00
Shares Par Value
33300000.00
Base Market Value
30994974.00
Base Total Cost
31682011.72
Base Unrealized Gain Loss
-687037.72
Base Accrued Interest
312762.42
Local Market Value
30994974.00
Local Total Cost Amount
31682011.72
Local Unrealized Gain Loss
-687037.72
Local Accrued Interest
312762.42
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY 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
2.875% 15 Nov 2046
Maturity Date
2046-11-15T00:00:00.000
Interest Rate
2.875
Original Face
0.00
Shares Par Value
33125000.00
Base Market Value
33307518.75
Base Total Cost
33461859.37
Base Unrealized Gain Loss
-154340.62
Base Accrued Interest
121630.88
Local Market Value
33307518.75
Local Total Cost Amount
33461859.37
Local Unrealized Gain Loss
-154340.62
Local Accrued Interest
121630.88
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY 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
2.5% 15 May 2046
Maturity Date
2046-05-15T00:00:00.000
Interest Rate
2.5
Original Face
0.00
Shares Par Value
33100000.00
Base Market Value
30794585.00
Base Total Cost
31461246.10
Base Unrealized Gain Loss
-666661.10
Base Accrued Interest
105686.14
Local Market Value
30794585.00
Local Total Cost Amount
31461246.10
Local Unrealized Gain Loss
-666661.10
Local Accrued Interest
105686.14
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 Feb 2047
Maturity Date
2047-02-15T00:00:00.000
Interest Rate
3
Original Face
0.00
Shares Par Value
33075000.00
Base Market Value
34118847.00
Base Total Cost
34404670.84
Base Unrealized Gain Loss
-285823.84
Base Accrued Interest
372779.01
Local Market Value
34118847.00
Local Total Cost Amount
34404670.84
Local Unrealized Gain Loss
-285823.84
Local Accrued Interest
372779.01
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
2.25% 15 Aug 2046
Maturity Date
2046-08-15T00:00:00.000
Interest Rate
2.25
Original Face
0.00
Shares Par Value
33050000.00
Base Market Value
29096889.50
Base Total Cost
29729523.45
Base Unrealized Gain Loss
-632633.95
Base Accrued Interest
279372.90
Local Market Value
29096889.50
Local Total Cost Amount
29729523.45
Local Unrealized Gain Loss
-632633.95
Local Accrued Interest
279372.90
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY 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
0.00
Shares Par Value
30760000.00
Base Market Value
30237387.60
Base Total Cost
31799532.55
Base Unrealized Gain Loss
-1562144.95
Base Accrued Interest
231124.86
Local Market Value
30237387.60
Local Total Cost Amount
31799532.55
Local Unrealized Gain Loss
-1562144.95
Local Accrued Interest
231124.86
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
3.625% 15 Aug 2043
Maturity Date
2043-08-15T00:00:00.000
Interest Rate
3.625
Original Face
0.00
Shares Par Value
29200000.00
Base Market Value
33591388.00
Base Total Cost
34278921.86
Base Unrealized Gain Loss
-687533.86
Base Accrued Interest
397668.51
Local Market Value
33591388.00
Local Total Cost Amount
34278921.86
Local Unrealized Gain Loss
-687533.86
Local Accrued Interest
397668.51
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
0.00
Shares Par Value
28175000.00
Base Market Value
28455623.00
Base Total Cost
28285916.02
Base Unrealized Gain Loss
169706.98
Base Accrued Interest
1722.65
Local Market Value
28455623.00
Local Total Cost Amount
28285916.02
Local Unrealized Gain Loss
169706.98
Local Accrued Interest
1722.65
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2% 31 May 2024
Maturity Date
2024-05-31T00:00:00.000
Interest Rate
2
Original Face
0.00
Shares Par Value
26955000.00
Base Market Value
26738012.25
Base Total Cost
26924225.22
Base Unrealized Gain Loss
-186212.97
Base Accrued Interest
45661.47
Local Market Value
26738012.25
Local Total Cost Amount
26924225.22
Local Unrealized Gain Loss
-186212.97
Local Accrued Interest
45661.47
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
3.125% 15 Feb 2043
Maturity Date
2043-02-15T00:00:00.000
Interest Rate
3.125
Original Face
0.00
Shares Par Value
25400000.00
Base Market Value
26834592.00
Base Total Cost
27372429.69
Base Unrealized Gain Loss
-537837.69
Base Accrued Interest
298204.42
Local Market Value
26834592.00
Local Total Cost Amount
27372429.69
Local Unrealized Gain Loss
-537837.69
Local Accrued Interest
298204.42
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY 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 Dec 2018
Maturity Date
2018-12-31T00:00:00.000
Interest Rate
1.25
Original Face
0.00
Shares Par Value
25000000.00
Base Market Value
24960000.00
Base Total Cost
24995117.19
Base Unrealized Gain Loss
-35117.19
Base Accrued Interest
849.18
Local Market Value
24960000.00
Local Total Cost Amount
24995117.19
Local Unrealized Gain Loss
-35117.19
Local Accrued Interest
849.18
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
NYC Data AI • Public-data exploration interface