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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
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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
5.25% 15 Feb 2029
Maturity Date
2029-02-15T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
5100000.00
Base Market Value
6585987.00
Base Total Cost
6720773.44
Base Unrealized Gain Loss
-134786.44
Base Accrued Interest
100591.15
Local Market Value
6585987.00
Local Total Cost Amount
6720773.44
Local Unrealized Gain Loss
-134786.44
Local Accrued Interest
100591.15
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: 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
0.00
Shares Par Value
5000000.00
Base Market Value
5039850.00
Base Total Cost
5022851.56
Base Unrealized Gain Loss
16998.44
Base Accrued Interest
288.72
Local Market Value
5039850.00
Local Total Cost Amount
5022851.56
Local Unrealized Gain Loss
16998.44
Local Accrued Interest
288.72
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
6.125% 15 Aug 2029
Maturity Date
2029-08-15T00:00:00.000
Interest Rate
6.125
Original Face
0.00
Shares Par Value
4970000.00
Base Market Value
6924402.80
Base Total Cost
6871910.16
Base Unrealized Gain Loss
52492.64
Base Accrued Interest
114364.91
Local Market Value
6924402.80
Local Total Cost Amount
6871910.16
Local Unrealized Gain Loss
52492.64
Local Accrued Interest
114364.91
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 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
1.375% 31 May 2021
Maturity Date
2021-05-31T00:00:00.000
Interest Rate
1.375
Original Face
0.00
Shares Par Value
4835000.00
Base Market Value
4767938.55
Base Total Cost
4785763.98
Base Unrealized Gain Loss
-17825.43
Base Accrued Interest
5630.93
Local Market Value
4767938.55
Local Total Cost Amount
4785763.98
Local Unrealized Gain Loss
-17825.43
Local Accrued Interest
5630.93
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2% 15 Nov 2026
Maturity Date
2026-11-15T00:00:00.000
Interest Rate
2
Original Face
0.00
Shares Par Value
4730000.00
Base Market Value
4612128.40
Base Total Cost
4590514.84
Base Unrealized Gain Loss
21613.56
Base Accrued Interest
12082.06
Local Market Value
4612128.40
Local Total Cost Amount
4590514.84
Local Unrealized Gain Loss
21613.56
Local Accrued Interest
12082.06
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2% 15 Aug 2025
Maturity Date
2025-08-15T00:00:00.000
Interest Rate
2
Original Face
0.00
Shares Par Value
4725000.00
Base Market Value
4644722.25
Base Total Cost
4583988.28
Base Unrealized Gain Loss
60733.97
Base Accrued Interest
35502.76
Local Market Value
4644722.25
Local Total Cost Amount
4583988.28
Local Unrealized Gain Loss
60733.97
Local Accrued Interest
35502.76
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.125% 31 Jan 2019
Maturity Date
2019-01-31T00:00:00.000
Interest Rate
1.125
Original Face
0.00
Shares Par Value
4725000.00
Base Market Value
4707848.25
Base Total Cost
4718355.47
Base Unrealized Gain Loss
-10507.22
Base Accrued Interest
22172.91
Local Market Value
4707848.25
Local Total Cost Amount
4718355.47
Local Unrealized Gain Loss
-10507.22
Local Accrued Interest
22172.91
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
5.25% 15 Feb 2029
Maturity Date
2029-02-15T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
4630000.00
Base Market Value
5979043.10
Base Total Cost
5938267.20
Base Unrealized Gain Loss
40775.90
Base Accrued Interest
91320.99
Local Market Value
5979043.10
Local Total Cost Amount
5938267.20
Local Unrealized Gain Loss
40775.90
Local Accrued Interest
91320.99
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
1.875% 31 Aug 2022
Maturity Date
2022-08-31T00:00:00.000
Interest Rate
1.875
Original Face
0.00
Shares Par Value
4575000.00
Base Market Value
4566078.75
Base Total Cost
4535683.59
Base Unrealized Gain Loss
30395.16
Base Accrued Interest
28671.45
Local Market Value
4566078.75
Local Total Cost Amount
4535683.59
Local Unrealized Gain Loss
30395.16
Local Accrued Interest
28671.45
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
0.875% 15 Jul 2018
Maturity Date
2018-07-15T00:00:00.000
Interest Rate
0.875
Original Face
0.00
Shares Par Value
4450000.00
Base Market Value
4430553.50
Base Total Cost
4435050.78
Base Unrealized Gain Loss
-4497.28
Base Accrued Interest
17962.88
Local Market Value
4430553.50
Local Total Cost Amount
4435050.78
Local Unrealized Gain Loss
-4497.28
Local Accrued Interest
17962.88
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
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 2018
Maturity Date
2018-11-15T00:00:00.000
Interest Rate
3.75
Original Face
0.00
Shares Par Value
4425000.00
Base Market Value
4568812.50
Base Total Cost
4623952.14
Base Unrealized Gain Loss
-55139.64
Base Accrued Interest
21193.10
Local Market Value
4568812.50
Local Total Cost Amount
4623952.14
Local Unrealized Gain Loss
-55139.64
Local Accrued Interest
21193.10
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2.25% 31 Jul 2018
Maturity Date
2018-07-31T00:00:00.000
Interest Rate
2.25
Original Face
0.00
Shares Par Value
4425000.00
Base Market Value
4468719.00
Base Total Cost
4501054.68
Base Unrealized Gain Loss
-32335.68
Base Accrued Interest
41530.21
Local Market Value
4468719.00
Local Total Cost Amount
4501054.68
Local Unrealized Gain Loss
-32335.68
Local Accrued Interest
41530.21
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2.375% 31 Dec 2020
Maturity Date
2020-12-31T00:00:00.000
Interest Rate
2.375
Original Face
0.00
Shares Par Value
4425000.00
Base Market Value
4532173.50
Base Total Cost
4533896.48
Base Unrealized Gain Loss
-1722.98
Base Accrued Interest
285.58
Local Market Value
4532173.50
Local Total Cost Amount
4533896.48
Local Unrealized Gain Loss
-1722.98
Local Accrued Interest
285.58
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.25% 31 Jul 2023
Maturity Date
2023-07-31T00:00:00.000
Interest Rate
1.25
Original Face
0.00
Shares Par Value
4200000.00
Base Market Value
4010034.00
Base Total Cost
3953603.52
Base Unrealized Gain Loss
56430.48
Base Accrued Interest
21899.17
Local Market Value
4010034.00
Local Total Cost Amount
3953603.52
Local Unrealized Gain Loss
56430.48
Local Accrued Interest
21899.17
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.25% 31 Jul 2023
Maturity Date
2023-07-31T00:00:00.000
Interest Rate
1.25
Original Face
0.00
Shares Par Value
4000000.00
Base Market Value
3819080.00
Base Total Cost
3758125.00
Base Unrealized Gain Loss
60955.00
Base Accrued Interest
20856.35
Local Market Value
3819080.00
Local Total Cost Amount
3758125.00
Local Unrealized Gain Loss
60955.00
Local Accrued Interest
20856.35
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2.5% 15 May 2024
Maturity Date
2024-05-15T00:00:00.000
Interest Rate
2.5
Original Face
0.00
Shares Par Value
4000000.00
Base Market Value
4098280.00
Base Total Cost
4124687.50
Base Unrealized Gain Loss
-26407.50
Base Accrued Interest
12771.74
Local Market Value
4098280.00
Local Total Cost Amount
4124687.50
Local Unrealized Gain Loss
-26407.50
Local Accrued Interest
12771.74
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2.375% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
2.375
Original Face
0.00
Shares Par Value
4000000.00
Base Market Value
4025320.00
Base Total Cost
4031250.00
Base Unrealized Gain Loss
-5930.00
Base Accrued Interest
12649.46
Local Market Value
4025320.00
Local Total Cost Amount
4031250.00
Local Unrealized Gain Loss
-5930.00
Local Accrued Interest
12649.46
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.75% 31 May 2022
Maturity Date
2022-05-31T00:00:00.000
Interest Rate
1.75
Original Face
0.00
Shares Par Value
4000000.00
Base Market Value
3976560.00
Base Total Cost
3999335.94
Base Unrealized Gain Loss
-22775.94
Base Accrued Interest
5928.96
Local Market Value
3976560.00
Local Total Cost Amount
3999335.94
Local Unrealized Gain Loss
-22775.94
Local Accrued Interest
5928.96
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 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 Feb 2044
Maturity Date
2044-02-15T00:00:00.000
Interest Rate
3.625
Original Face
0.00
Shares Par Value
3865000.00
Base Market Value
4453678.15
Base Total Cost
4499419.43
Base Unrealized Gain Loss
-45741.28
Base Accrued Interest
52636.60
Local Market Value
4453678.15
Local Total Cost Amount
4499419.43
Local Unrealized Gain Loss
-45741.28
Local Accrued Interest
52636.60
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
4.625% 15 Feb 2040
Maturity Date
2040-02-15T00:00:00.000
Interest Rate
4.625
Original Face
0.00
Shares Par Value
3800000.00
Base Market Value
5010642.00
Base Total Cost
4073100.04
Base Unrealized Gain Loss
937541.96
Base Accrued Interest
66027.62
Local Market Value
5010642.00
Local Total Cost Amount
4073100.04
Local Unrealized Gain Loss
937541.96
Local Accrued Interest
66027.62
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY BOND
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.375% 30 Apr 2020
Maturity Date
2020-04-30T00:00:00.000
Interest Rate
1.375
Original Face
0.00
Shares Par Value
3798000.00
Base Market Value
3780946.98
Base Total Cost
3783164.07
Base Unrealized Gain Loss
-2217.09
Base Accrued Interest
8798.36
Local Market Value
3780946.98
Local Total Cost Amount
3783164.07
Local Unrealized Gain Loss
-2217.09
Local Accrued Interest
8798.36
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
3.125% 15 Nov 2041
Maturity Date
2041-11-15T00:00:00.000
Interest Rate
3.125
Original Face
0.00
Shares Par Value
3740000.00
Base Market Value
3960323.40
Base Total Cost
4096304.97
Base Unrealized Gain Loss
-135981.57
Base Accrued Interest
14926.97
Local Market Value
3960323.40
Local Total Cost Amount
4096304.97
Local Unrealized Gain Loss
-135981.57
Local Accrued Interest
14926.97
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 Feb 2023
Maturity Date
2023-02-15T00:00:00.000
Interest Rate
2
Original Face
0.00
Shares Par Value
3740000.00
Base Market Value
3741757.80
Base Total Cost
3768032.67
Base Unrealized Gain Loss
-26274.87
Base Accrued Interest
28101.66
Local Market Value
3741757.80
Local Total Cost Amount
3768032.67
Local Unrealized Gain Loss
-26274.87
Local Accrued Interest
28101.66
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
4.375% 15 May 2041
Maturity Date
2041-05-15T00:00:00.000
Interest Rate
4.375
Original Face
0.00
Shares Par Value
3705000.00
Base Market Value
4749217.20
Base Total Cost
5028609.43
Base Unrealized Gain Loss
-279392.23
Base Accrued Interest
20702.19
Local Market Value
4749217.20
Local Total Cost Amount
5028609.43
Local Unrealized Gain Loss
-279392.23
Local Accrued Interest
20702.19
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% 15 Sep 2018
Maturity Date
2018-09-15T00:00:00.000
Interest Rate
1
Original Face
0.00
Shares Par Value
3700000.00
Base Market Value
3686125.00
Base Total Cost
3691617.19
Base Unrealized Gain Loss
-5492.19
Base Accrued Interest
10858.69
Local Market Value
3686125.00
Local Total Cost Amount
3691617.19
Local Unrealized Gain Loss
-5492.19
Local Accrued Interest
10858.69
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
1.125% 30 Sep 2021
Maturity Date
2021-09-30T00:00:00.000
Interest Rate
1.125
Original Face
0.00
Shares Par Value
3700000.00
Base Market Value
3599101.00
Base Total Cost
3576425.78
Base Unrealized Gain Loss
22675.22
Base Accrued Interest
10463.11
Local Market Value
3599101.00
Local Total Cost Amount
3576425.78
Local Unrealized Gain Loss
22675.22
Local Accrued Interest
10463.11
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2% 15 Feb 2023
Maturity Date
2023-02-15T00:00:00.000
Interest Rate
2
Original Face
0.00
Shares Par Value
3690000.00
Base Market Value
3691734.30
Base Total Cost
3803438.67
Base Unrealized Gain Loss
-111704.37
Base Accrued Interest
27725.97
Local Market Value
3691734.30
Local Total Cost Amount
3803438.67
Local Unrealized Gain Loss
-111704.37
Local Accrued Interest
27725.97
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
0.75% 31 Aug 2018
Maturity Date
2018-08-31T00:00:00.000
Interest Rate
0.75
Original Face
0.00
Shares Par Value
3500000.00
Base Market Value
3477040.00
Base Total Cost
3478808.59
Base Unrealized Gain Loss
-1768.59
Base Accrued Interest
8773.78
Local Market Value
3477040.00
Local Total Cost Amount
3478808.59
Local Unrealized Gain Loss
-1768.59
Local Accrued Interest
8773.78
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 NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2.875% 15 May 2043
Maturity Date
2043-05-15T00:00:00.000
Interest Rate
2.875
Original Face
0.00
Shares Par Value
3460000.00
Base Market Value
3493527.40
Base Total Cost
3593534.38
Base Unrealized Gain Loss
-100006.98
Base Accrued Interest
12704.69
Local Market Value
3493527.40
Local Total Cost Amount
3593534.38
Local Unrealized Gain Loss
-100006.98
Local Accrued Interest
12704.69
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 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 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
2
Original Face
0.00
Shares Par Value
3425000.00
Base Market Value
3378043.25
Base Total Cost
3357566.41
Base Unrealized Gain Loss
20476.84
Base Accrued Interest
25734.80
Local Market Value
3378043.25
Local Total Cost Amount
3357566.41
Local Unrealized Gain Loss
20476.84
Local Accrued Interest
25734.80
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: 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 2020
Maturity Date
2020-02-15T00:00:00.000
Interest Rate
3.625
Original Face
0.00
Shares Par Value
3400000.00
Base Market Value
3584994.00
Base Total Cost
3612234.37
Base Unrealized Gain Loss
-27240.37
Base Accrued Interest
46303.87
Local Market Value
3584994.00
Local Total Cost Amount
3612234.37
Local Unrealized Gain Loss
-27240.37
Local Accrued Interest
46303.87
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY BOND
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.5% 31 Oct 2019
Maturity Date
2019-10-31T00:00:00.000
Interest Rate
1.5
Original Face
0.00
Shares Par Value
3400000.00
Base Market Value
3404522.00
Base Total Cost
3407437.51
Base Unrealized Gain Loss
-2915.51
Base Accrued Interest
8592.39
Local Market Value
3404522.00
Local Total Cost Amount
3407437.51
Local Unrealized Gain Loss
-2915.51
Local Accrued Interest
8592.39
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.875% 31 Jan 2022
Maturity Date
2022-01-31T00:00:00.000
Interest Rate
1.875
Original Face
0.00
Shares Par Value
3400000.00
Base Market Value
3404250.00
Base Total Cost
3393507.81
Base Unrealized Gain Loss
10742.19
Base Accrued Interest
26591.85
Local Market Value
3404250.00
Local Total Cost Amount
3393507.81
Local Unrealized Gain Loss
10742.19
Local Accrued Interest
26591.85
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2.25% 15 Feb 2027
Maturity Date
2027-02-15T00:00:00.000
Interest Rate
2.25
Original Face
0.00
Shares Par Value
3400000.00
Base Market Value
3384190.00
Base Total Cost
3367561.52
Base Unrealized Gain Loss
16628.48
Base Accrued Interest
28740.33
Local Market Value
3384190.00
Local Total Cost Amount
3367561.52
Local Unrealized Gain Loss
16628.48
Local Accrued Interest
28740.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
2.375% 15 May 2027
Maturity Date
2027-05-15T00:00:00.000
Interest Rate
2.375
Original Face
0.00
Shares Par Value
3350000.00
Base Market Value
3371205.50
Base Total Cost
3399809.43
Base Unrealized Gain Loss
-28603.93
Base Accrued Interest
10161.51
Local Market Value
3371205.50
Local Total Cost Amount
3399809.43
Local Unrealized Gain Loss
-28603.93
Local Accrued Interest
10161.51
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 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
0.75% 31 Jul 2018
Maturity Date
2018-07-31T00:00:00.000
Interest Rate
0.75
Original Face
0.00
Shares Par Value
3350000.00
Base Market Value
3330369.00
Base Total Cost
3336128.91
Base Unrealized Gain Loss
-5759.91
Base Accrued Interest
10480.32
Local Market Value
3330369.00
Local Total Cost Amount
3336128.91
Local Unrealized Gain Loss
-5759.91
Local Accrued Interest
10480.32
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
4.5% 15 May 2038
Maturity Date
2038-05-15T00:00:00.000
Interest Rate
4.5
Original Face
0.00
Shares Par Value
3250000.00
Base Market Value
4208132.50
Base Total Cost
4122675.78
Base Unrealized Gain Loss
85456.72
Base Accrued Interest
18678.67
Local Market Value
4208132.50
Local Total Cost Amount
4122675.78
Local Unrealized Gain Loss
85456.72
Local Accrued Interest
18678.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY BOND
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALLEGION PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALLEGION PLC
Security Description
COMMON STOCK USD.01
Interest Rate
0
Original Face
0.00
Shares Par Value
410.00
Base Market Value
33259.20
Base Total Cost
19629.10
Base Unrealized Gain Loss
13630.10
Base Accrued Interest
0
Local Market Value
33259.20
Local Total Cost Amount
19629.10
Local Unrealized Gain Loss
13630.10
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
INDUSTRIALS
Minor Industry Name
BUILDING PRODUCTS
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 2021
Maturity Date
2021-02-15T00:00:00.000
Interest Rate
3.625
Original Face
0.00
Shares Par Value
3250000.00
Base Market Value
3471292.50
Base Total Cost
3485244.15
Base Unrealized Gain Loss
-13951.65
Base Accrued Interest
44261.05
Local Market Value
3471292.50
Local Total Cost Amount
3485244.15
Local Unrealized Gain Loss
-13951.65
Local Accrued Interest
44261.05
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.75% 31 May 2022
Maturity Date
2022-05-31T00:00:00.000
Interest Rate
1.75
Original Face
0.00
Shares Par Value
3240000.00
Base Market Value
3221013.60
Base Total Cost
3232476.57
Base Unrealized Gain Loss
-11462.97
Base Accrued Interest
5068.31
Local Market Value
3221013.60
Local Total Cost Amount
3232476.57
Local Unrealized Gain Loss
-11462.97
Local Accrued Interest
5068.31
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
3.875% 15 Aug 2040
Maturity Date
2040-08-15T00:00:00.000
Interest Rate
3.875
Original Face
0.00
Shares Par Value
3200000.00
Base Market Value
3807872.00
Base Total Cost
3007415.95
Base Unrealized Gain Loss
800456.05
Base Accrued Interest
46585.63
Local Market Value
3807872.00
Local Total Cost Amount
3007415.95
Local Unrealized Gain Loss
800456.05
Local Accrued Interest
46585.63
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
4.375% 15 May 2041
Maturity Date
2041-05-15T00:00:00.000
Interest Rate
4.375
Original Face
0.00
Shares Par Value
3200000.00
Base Market Value
4101888.00
Base Total Cost
3749293.16
Base Unrealized Gain Loss
352594.84
Base Accrued Interest
17880.43
Local Market Value
4101888.00
Local Total Cost Amount
3749293.16
Local Unrealized Gain Loss
352594.84
Local Accrued Interest
17880.43
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
3165000.00
Base Market Value
3259823.40
Base Total Cost
3205175.59
Base Unrealized Gain Loss
54647.81
Base Accrued Interest
12126.76
Local Market Value
3259823.40
Local Total Cost Amount
3205175.59
Local Unrealized Gain Loss
54647.81
Local Accrued Interest
12126.76
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
1.5% 15 May 2020
Maturity Date
2020-05-15T00:00:00.000
Interest Rate
1.5
Original Face
0.00
Shares Par Value
3150000.00
Base Market Value
3146440.50
Base Total Cost
3155533.21
Base Unrealized Gain Loss
-9092.71
Base Accrued Interest
6034.65
Local Market Value
3146440.50
Local Total Cost Amount
3155533.21
Local Unrealized Gain Loss
-9092.71
Local Accrued Interest
6034.65
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.625% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
1.625
Original Face
0.00
Shares Par Value
3100000.00
Base Market Value
2938955.00
Base Total Cost
3102533.27
Base Unrealized Gain Loss
-163578.27
Base Accrued Interest
6433.76
Local Market Value
2938955.00
Local Total Cost Amount
3102533.27
Local Unrealized Gain Loss
-163578.27
Local Accrued Interest
6433.76
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
3% 15 Feb 2047
Maturity Date
2047-02-15T00:00:00.000
Interest Rate
3
Original Face
0.00
Shares Par Value
2980000.00
Base Market Value
3074048.80
Base Total Cost
3017137.47
Base Unrealized Gain Loss
56911.33
Base Accrued Interest
33723.48
Local Market Value
3074048.80
Local Total Cost Amount
3017137.47
Local Unrealized Gain Loss
56911.33
Local Accrued Interest
33723.48
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY 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
0.00
Shares Par Value
2950000.00
Base Market Value
2973511.50
Base Total Cost
2954839.85
Base Unrealized Gain Loss
18671.65
Base Accrued Interest
170.35
Local Market Value
2973511.50
Local Total Cost Amount
2954839.85
Local Unrealized Gain Loss
18671.65
Local Accrued Interest
170.35
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
1.375% 31 Mar 2020
Maturity Date
2020-03-31T00:00:00.000
Interest Rate
1.375
Original Face
0.00
Shares Par Value
2750000.00
Base Market Value
2739797.50
Base Total Cost
2747636.72
Base Unrealized Gain Loss
-7839.22
Base Accrued Interest
9608.66
Local Market Value
2739797.50
Local Total Cost Amount
2747636.72
Local Unrealized Gain Loss
-7839.22
Local Accrued Interest
9608.66
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
2% 15 Feb 2025
Maturity Date
2025-02-15T00:00:00.000
Interest Rate
2
Original Face
0.00
Shares Par Value
2715000.00
Base Market Value
2677777.35
Base Total Cost
2704047.06
Base Unrealized Gain Loss
-26269.71
Base Accrued Interest
20344.74
Local Market Value
2677777.35
Local Total Cost Amount
2704047.06
Local Unrealized Gain Loss
-26269.71
Local Accrued Interest
20344.74
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
US TREASURY
Minor Industry Name
TREASURY NOTE
Moody S Quality Rating
Aaa
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: US TREASURY N/B
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US TREASURY N/B
Security Description
0.875% 31 May 2018
Maturity Date
2018-05-31T00:00:00.000
Interest Rate
0.875
Original Face
0.00
Shares Par Value
2585000.00
Base Market Value
2575719.85
Base Total Cost
2580254.10
Base Unrealized Gain Loss
-4534.25
Base Accrued Interest
1915.80
Local Market Value
2575719.85
Local Total Cost Amount
2580254.10
Local Unrealized Gain Loss
-4534.25
Local Accrued Interest
1915.80
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
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