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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: GENESIS ENERGY LP/GENESI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GENESIS ENERGY LP/GENESI
Security Description
5.625% 15 Jun 2024
Maturity Date
2024-06-15T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
250000.00
Base Market Value
236875.00
Base Total Cost
225625.00
Base Unrealized Gain Loss
11250.00
Base Accrued Interest
625.00
Local Market Value
236875.00
Local Total Cost Amount
225625.00
Local Unrealized Gain Loss
11250.00
Local Accrued Interest
625.00
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
ELECTRIC/GAS
Moody S Quality Rating
B1
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: GENESIS ENERGY LP/GENESI
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GENESIS ENERGY LP/GENESI
Security Description
6% 15 May 2023
Maturity Date
2023-05-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
123000.00
Base Market Value
120540.00
Base Total Cost
123000.00
Base Unrealized Gain Loss
-2460.00
Base Accrued Interest
943.00
Local Market Value
120540.00
Local Total Cost Amount
123000.00
Local Unrealized Gain Loss
-2460.00
Local Accrued Interest
943.00
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
ELECTRIC/GAS
Moody S Quality Rating
B1
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: GENESYS/GREENEDEN LUX/US
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GENESYS/GREENEDEN LUX/US
Security Description
10% 30 Nov 2024
Maturity Date
2024-11-30T00:00:00.000
Interest Rate
10
Original Face
0.00
Shares Par Value
125000.00
Base Market Value
140468.75
Base Total Cost
125000.00
Base Unrealized Gain Loss
15468.75
Base Accrued Interest
1076.39
Local Market Value
140468.75
Local Total Cost Amount
125000.00
Local Unrealized Gain Loss
15468.75
Local Accrued Interest
1076.39
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
Caa2
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GENON ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GENON ENERGY INC
Security Description
9.5% 15 Oct 2018
Maturity Date
2018-10-15T00:00:00.000
Interest Rate
9.5
Original Face
0.00
Shares Par Value
2330000.00
Base Market Value
1386350.00
Base Total Cost
2431286.46
Base Unrealized Gain Loss
-1044936.46
Base Accrued Interest
46729.43
Local Market Value
1386350.00
Local Total Cost Amount
2431286.46
Local Unrealized Gain Loss
-1044936.46
Local Accrued Interest
46729.43
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
ELECTRIC/GAS
Moody S Quality Rating
Caa3
S And P Quality Rating
D
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GENON ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GENON ENERGY INC
Security Description
9.875% 15 Oct 2020
Maturity Date
2020-10-15T00:00:00.000
Interest Rate
9.875
Original Face
0.00
Shares Par Value
448000.00
Base Market Value
266560.00
Base Total Cost
452757.24
Base Unrealized Gain Loss
-186197.24
Base Accrued Interest
9339.55
Local Market Value
266560.00
Local Total Cost Amount
452757.24
Local Unrealized Gain Loss
-186197.24
Local Accrued Interest
9339.55
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
ELECTRIC/GAS
Moody S Quality Rating
Caa3
S And P Quality Rating
D
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GENZYME CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GENZYME CORP
Security Description
5% 15 Jun 2020
Maturity Date
2020-06-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
485000.00
Base Market Value
524037.65
Base Total Cost
528300.80
Base Unrealized Gain Loss
-4263.15
Base Accrued Interest
1077.78
Local Market Value
524037.65
Local Total Cost Amount
528300.80
Local Unrealized Gain Loss
-4263.15
Local Accrued Interest
1077.78
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
INDUSTRIAL
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: GEORGIA POWER COMPANY
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GEORGIA POWER COMPANY
Security Description
4.3% 15 Mar 2042
Maturity Date
2042-03-15T00:00:00.000
Interest Rate
4.3
Original Face
0.00
Shares Par Value
125000.00
Base Market Value
128188.75
Base Total Cost
121656.25
Base Unrealized Gain Loss
6532.50
Base Accrued Interest
1582.64
Local Market Value
128188.75
Local Total Cost Amount
121656.25
Local Unrealized Gain Loss
6532.50
Local Accrued Interest
1582.64
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
ELECTRIC/GAS
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: GIBSON ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GIBSON ENERGY INC
Security Description
6.75% 15 Jul 2021
Maturity Date
2021-07-15T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
103000.00
Base Market Value
106347.50
Base Total Cost
101540.09
Base Unrealized Gain Loss
4807.41
Base Accrued Interest
3205.88
Local Market Value
106347.50
Local Total Cost Amount
101540.09
Local Unrealized Gain Loss
4807.41
Local Accrued Interest
3205.88
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
Ba2
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: GILEAD SCIENCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GILEAD SCIENCES INC
Security Description
3.65% 01 Mar 2026
Maturity Date
2026-03-01T00:00:00.000
Interest Rate
3.65
Original Face
0.00
Shares Par Value
4215000.00
Base Market Value
4334410.95
Base Total Cost
4197971.40
Base Unrealized Gain Loss
136439.55
Base Accrued Interest
51282.50
Local Market Value
4334410.95
Local Total Cost Amount
4197971.40
Local Unrealized Gain Loss
136439.55
Local Accrued Interest
51282.50
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
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: GILEAD SCIENCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GILEAD SCIENCES INC
Security Description
3.7% 01 Apr 2024
Maturity Date
2024-04-01T00:00:00.000
Interest Rate
3.7
Original Face
0.00
Shares Par Value
1300000.00
Base Market Value
1351467.00
Base Total Cost
1306392.78
Base Unrealized Gain Loss
45074.22
Base Accrued Interest
12025.00
Local Market Value
1351467.00
Local Total Cost Amount
1306392.78
Local Unrealized Gain Loss
45074.22
Local Accrued Interest
12025.00
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: GILEAD SCIENCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GILEAD SCIENCES INC
Security Description
4.5% 01 Feb 2045
Maturity Date
2045-02-01T00:00:00.000
Interest Rate
4.5
Original Face
0.00
Shares Par Value
575000.00
Base Market Value
596068.00
Base Total Cost
647335.00
Base Unrealized Gain Loss
-51267.00
Base Accrued Interest
10781.25
Local Market Value
596068.00
Local Total Cost Amount
647335.00
Local Unrealized Gain Loss
-51267.00
Local Accrued Interest
10781.25
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: GILEAD SCIENCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GILEAD SCIENCES INC
Security Description
2.5% 01 Sep 2023
Maturity Date
2023-09-01T00:00:00.000
Interest Rate
2.5
Original Face
0.00
Shares Par Value
565000.00
Base Market Value
556632.35
Base Total Cost
562999.90
Base Unrealized Gain Loss
-6367.55
Base Accrued Interest
4708.33
Local Market Value
556632.35
Local Total Cost Amount
562999.90
Local Unrealized Gain Loss
-6367.55
Local Accrued Interest
4708.33
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
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: GILEAD SCIENCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GILEAD SCIENCES INC
Security Description
4.15% 01 Mar 2047
Maturity Date
2047-03-01T00:00:00.000
Interest Rate
4.15
Original Face
0.00
Shares Par Value
330000.00
Base Market Value
331537.80
Base Total Cost
327633.90
Base Unrealized Gain Loss
3903.90
Base Accrued Interest
4565.00
Local Market Value
331537.80
Local Total Cost Amount
327633.90
Local Unrealized Gain Loss
3903.90
Local Accrued Interest
4565.00
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: GILEAD SCIENCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GILEAD SCIENCES INC
Security Description
3.25% 01 Sep 2022
Maturity Date
2022-09-01T00:00:00.000
Interest Rate
3.25
Original Face
0.00
Shares Par Value
260000.00
Base Market Value
268855.60
Base Total Cost
259633.40
Base Unrealized Gain Loss
9222.20
Base Accrued Interest
2816.67
Local Market Value
268855.60
Local Total Cost Amount
259633.40
Local Unrealized Gain Loss
9222.20
Local Accrued Interest
2816.67
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: GILEAD SCIENCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GILEAD SCIENCES INC
Security Description
2.95% 01 Mar 2027
Maturity Date
2027-03-01T00:00:00.000
Interest Rate
2.95
Original Face
0.00
Shares Par Value
50000.00
Base Market Value
48527.00
Base Total Cost
49987.00
Base Unrealized Gain Loss
-1460.00
Base Accrued Interest
491.67
Local Market Value
48527.00
Local Total Cost Amount
49987.00
Local Unrealized Gain Loss
-1460.00
Local Accrued Interest
491.67
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: GILEAD SCIENCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GILEAD SCIENCES INC
Security Description
4.75% 01 Mar 2046
Maturity Date
2046-03-01T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
30000.00
Base Market Value
32934.30
Base Total Cost
29876.10
Base Unrealized Gain Loss
3058.20
Base Accrued Interest
475.00
Local Market Value
32934.30
Local Total Cost Amount
29876.10
Local Unrealized Gain Loss
3058.20
Local Accrued Interest
475.00
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: GILEAD SCIENCES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GILEAD SCIENCES INC
Security Description
3.65% 01 Mar 2026
Maturity Date
2026-03-01T00:00:00.000
Interest Rate
3.65
Original Face
0.00
Shares Par Value
15000.00
Base Market Value
15424.95
Base Total Cost
14939.40
Base Unrealized Gain Loss
485.55
Base Accrued Interest
182.50
Local Market Value
15424.95
Local Total Cost Amount
14939.40
Local Unrealized Gain Loss
485.55
Local Accrued Interest
182.50
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
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: GLENCORE FUNDING LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GLENCORE FUNDING LLC
Security Description
4% 27 Mar 2027
Maturity Date
2027-03-27T00:00:00.000
Interest Rate
4
Original Face
0.00
Shares Par Value
80000.00
Base Market Value
78712.00
Base Total Cost
79356.80
Base Unrealized Gain Loss
-644.80
Base Accrued Interest
835.55
Local Market Value
78712.00
Local Total Cost Amount
79356.80
Local Unrealized Gain Loss
-644.80
Local Accrued Interest
835.55
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: GLP CAPITAL LP / FIN II
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GLP CAPITAL LP / FIN II
Security Description
4.875% 01 Nov 2020
Maturity Date
2020-11-01T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
1170000.00
Base Market Value
1247512.50
Base Total Cost
1200519.88
Base Unrealized Gain Loss
46992.62
Base Accrued Interest
9510.29
Local Market Value
1247512.50
Local Total Cost Amount
1200519.88
Local Unrealized Gain Loss
46992.62
Local Accrued Interest
9510.29
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
Ba1
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: GLP CAPITAL LP / FIN II
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GLP CAPITAL LP / FIN II
Security Description
5.375% 01 Nov 2023
Maturity Date
2023-11-01T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
880000.00
Base Market Value
957000.00
Base Total Cost
922712.50
Base Unrealized Gain Loss
34287.50
Base Accrued Interest
7887.81
Local Market Value
957000.00
Local Total Cost Amount
922712.50
Local Unrealized Gain Loss
34287.50
Local Accrued Interest
7887.81
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
Ba1
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: GLP CAPITAL LP / FIN II
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GLP CAPITAL LP / FIN II
Security Description
5.375% 15 Apr 2026
Maturity Date
2026-04-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
795000.00
Base Market Value
868370.55
Base Total Cost
836275.00
Base Unrealized Gain Loss
32095.55
Base Accrued Interest
9021.03
Local Market Value
868370.55
Local Total Cost Amount
836275.00
Local Unrealized Gain Loss
32095.55
Local Accrued Interest
9021.03
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
Ba1
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: GLP CAPITAL LP / FIN II
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GLP CAPITAL LP / FIN II
Security Description
5.375% 15 Apr 2026
Maturity Date
2026-04-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
690000.00
Base Market Value
753680.10
Base Total Cost
690000.00
Base Unrealized Gain Loss
63680.10
Base Accrued Interest
7829.58
Local Market Value
753680.10
Local Total Cost Amount
690000.00
Local Unrealized Gain Loss
63680.10
Local Accrued Interest
7829.58
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
Ba1
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: GLP CAPITAL LP / FIN II
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GLP CAPITAL LP / FIN II
Security Description
4.375% 01 Nov 2018
Maturity Date
2018-11-01T00:00:00.000
Interest Rate
4.375
Original Face
0.00
Shares Par Value
680000.00
Base Market Value
695300.00
Base Total Cost
706562.50
Base Unrealized Gain Loss
-11262.50
Base Accrued Interest
4958.33
Local Market Value
695300.00
Local Total Cost Amount
706562.50
Local Unrealized Gain Loss
-11262.50
Local Accrued Interest
4958.33
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
Ba1
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: GLP CAPITAL LP / FIN II
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GLP CAPITAL LP / FIN II
Security Description
5.375% 01 Nov 2023
Maturity Date
2023-11-01T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
217500.00
Base Total Cost
212125.00
Base Unrealized Gain Loss
5375.00
Base Accrued Interest
1791.67
Local Market Value
217500.00
Local Total Cost Amount
212125.00
Local Unrealized Gain Loss
5375.00
Local Accrued Interest
1791.67
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
FINANCE
Moody S Quality Rating
Ba1
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: GMAC MTG CORP IOWA PASS THRU C
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GMAC MTG CORP IOWA PASS THRU C
Security Description
0.01% 01 Feb 2021
Maturity Date
2021-02-01T00:00:00.000
Interest Rate
7.1295
Original Face
137624.38
Shares Par Value
80880.88
Base Market Value
82854.37
Base Total Cost
93541.37
Base Unrealized Gain Loss
-10687.00
Base Accrued Interest
0
Local Market Value
82854.37
Local Total Cost Amount
93541.37
Local Unrealized Gain Loss
-10687.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
OTHER ASSET BACKED
Major Industry Name
ASSET BACKED
Minor Industry Name
OTHER ASSET BACKED
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL 002689
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 002689
Security Description
6.5% 20 Dec 2028
Maturity Date
2028-12-20T00:00:00.000
Interest Rate
6.5
Original Face
1386523.00
Shares Par Value
10864.95
Base Market Value
12564.99
Base Total Cost
12189.12
Base Unrealized Gain Loss
375.87
Base Accrued Interest
0
Local Market Value
12564.99
Local Total Cost Amount
12189.12
Local Unrealized Gain Loss
375.87
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL 003532
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 003532
Security Description
6.5% 20 Mar 2034
Maturity Date
2034-03-20T00:00:00.000
Interest Rate
6.5
Original Face
32399.00
Shares Par Value
1909.98
Base Market Value
2244.04
Base Total Cost
2142.73
Base Unrealized Gain Loss
101.31
Base Accrued Interest
0
Local Market Value
2244.04
Local Total Cost Amount
2142.73
Local Unrealized Gain Loss
101.31
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL 003880
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 003880
Security Description
6.5% 20 Jul 2036
Maturity Date
2036-07-20T00:00:00.000
Interest Rate
6.5
Original Face
27619.00
Shares Par Value
1291.92
Base Market Value
1496.06
Base Total Cost
1449.38
Base Unrealized Gain Loss
46.68
Base Accrued Interest
0
Local Market Value
1496.06
Local Total Cost Amount
1449.38
Local Unrealized Gain Loss
46.68
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL 003900
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 003900
Security Description
6.5% 20 Sep 2036
Maturity Date
2036-09-20T00:00:00.000
Interest Rate
6.5
Original Face
25000.00
Shares Par Value
979.24
Base Market Value
1146.56
Base Total Cost
1098.59
Base Unrealized Gain Loss
47.97
Base Accrued Interest
0
Local Market Value
1146.56
Local Total Cost Amount
1098.59
Local Unrealized Gain Loss
47.97
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL 003932
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 003932
Security Description
6.5% 20 Dec 2036
Maturity Date
2036-12-20T00:00:00.000
Interest Rate
6.5
Original Face
30000.00
Shares Par Value
1604.68
Base Market Value
1871.23
Base Total Cost
1800.25
Base Unrealized Gain Loss
70.98
Base Accrued Interest
0
Local Market Value
1871.23
Local Total Cost Amount
1800.25
Local Unrealized Gain Loss
70.98
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL 004018
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 004018
Security Description
6.5% 20 Aug 2037
Maturity Date
2037-08-20T00:00:00.000
Interest Rate
6.5
Original Face
3215000.00
Shares Par Value
147646.14
Base Market Value
172235.13
Base Total Cost
165640.51
Base Unrealized Gain Loss
6594.62
Base Accrued Interest
0
Local Market Value
172235.13
Local Total Cost Amount
165640.51
Local Unrealized Gain Loss
6594.62
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL 004223
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 004223
Security Description
6.5% 20 Aug 2038
Maturity Date
2038-08-20T00:00:00.000
Interest Rate
6.5
Original Face
13000000.00
Shares Par Value
672386.78
Base Market Value
767731.23
Base Total Cost
757748.38
Base Unrealized Gain Loss
9982.85
Base Accrued Interest
0
Local Market Value
767731.23
Local Total Cost Amount
757748.38
Local Unrealized Gain Loss
9982.85
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL 004269
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 004269
Security Description
6.5% 20 Oct 2038
Maturity Date
2038-10-20T00:00:00.000
Interest Rate
6.5
Original Face
4580000.00
Shares Par Value
222556.54
Base Market Value
253202.58
Base Total Cost
251002.05
Base Unrealized Gain Loss
2200.53
Base Accrued Interest
0
Local Market Value
253202.58
Local Total Cost Amount
251002.05
Local Unrealized Gain Loss
2200.53
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL 004370
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 004370
Security Description
5.5% 20 Feb 2039
Maturity Date
2039-02-20T00:00:00.000
Interest Rate
5.5
Original Face
6800000.00
Shares Par Value
444691.51
Base Market Value
490428.03
Base Total Cost
494198.20
Base Unrealized Gain Loss
-3770.17
Base Accrued Interest
0
Local Market Value
490428.03
Local Total Cost Amount
494198.20
Local Unrealized Gain Loss
-3770.17
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL 004472
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 004472
Security Description
6.5% 20 Jun 2039
Maturity Date
2039-06-20T00:00:00.000
Interest Rate
6.5
Original Face
320000.00
Shares Par Value
28136.47
Base Market Value
33655.72
Base Total Cost
31565.61
Base Unrealized Gain Loss
2090.11
Base Accrued Interest
0
Local Market Value
33655.72
Local Total Cost Amount
31565.61
Local Unrealized Gain Loss
2090.11
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL 004494
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 004494
Security Description
4% 20 Jul 2039
Maturity Date
2039-07-20T00:00:00.000
Interest Rate
4
Original Face
1066726.00
Shares Par Value
248363.88
Base Market Value
263434.60
Base Total Cost
264662.77
Base Unrealized Gain Loss
-1228.17
Base Accrued Interest
0
Local Market Value
263434.60
Local Total Cost Amount
264662.77
Local Unrealized Gain Loss
-1228.17
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL 004499
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 004499
Security Description
6.5% 20 Jul 2039
Maturity Date
2039-07-20T00:00:00.000
Interest Rate
6.5
Original Face
55000.00
Shares Par Value
10546.66
Base Market Value
12488.62
Base Total Cost
11832.04
Base Unrealized Gain Loss
656.58
Base Accrued Interest
0
Local Market Value
12488.62
Local Total Cost Amount
11832.04
Local Unrealized Gain Loss
656.58
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL 004540
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 004540
Security Description
4.5% 20 Sep 2039
Maturity Date
2039-09-20T00:00:00.000
Interest Rate
4.5
Original Face
462234.00
Shares Par Value
90822.35
Base Market Value
97944.64
Base Total Cost
98797.68
Base Unrealized Gain Loss
-853.04
Base Accrued Interest
0
Local Market Value
97944.64
Local Total Cost Amount
98797.68
Local Unrealized Gain Loss
-853.04
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL 004559
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 004559
Security Description
5% 20 Oct 2039
Maturity Date
2039-10-20T00:00:00.000
Interest Rate
5
Original Face
23859961.00
Shares Par Value
3519349.02
Base Market Value
3826130.67
Base Total Cost
3924074.16
Base Unrealized Gain Loss
-97943.49
Base Accrued Interest
0
Local Market Value
3826130.67
Local Total Cost Amount
3924074.16
Local Unrealized Gain Loss
-97943.49
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL 004598
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 004598
Security Description
4.5% 20 Dec 2039
Maturity Date
2039-12-20T00:00:00.000
Interest Rate
4.5
Original Face
486000.00
Shares Par Value
103298.34
Base Market Value
111410.36
Base Total Cost
112433.79
Base Unrealized Gain Loss
-1023.43
Base Accrued Interest
0
Local Market Value
111410.36
Local Total Cost Amount
112433.79
Local Unrealized Gain Loss
-1023.43
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL 004616
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 004616
Security Description
4% 20 Jan 2040
Maturity Date
2040-01-20T00:00:00.000
Interest Rate
4
Original Face
1775000.00
Shares Par Value
485912.66
Base Market Value
515806.01
Base Total Cost
518028.45
Base Unrealized Gain Loss
-2222.44
Base Accrued Interest
0
Local Market Value
515806.01
Local Total Cost Amount
518028.45
Local Unrealized Gain Loss
-2222.44
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL 004617
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 004617
Security Description
4.5% 20 Jan 2040
Maturity Date
2040-01-20T00:00:00.000
Interest Rate
4.5
Original Face
597000.00
Shares Par Value
128032.23
Base Market Value
138093.00
Base Total Cost
139355.07
Base Unrealized Gain Loss
-1262.07
Base Accrued Interest
0
Local Market Value
138093.00
Local Total Cost Amount
139355.07
Local Unrealized Gain Loss
-1262.07
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL 004636
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 004636
Security Description
4.5% 20 Feb 2040
Maturity Date
2040-02-20T00:00:00.000
Interest Rate
4.5
Original Face
486000.00
Shares Par Value
102268.46
Base Market Value
109896.66
Base Total Cost
111312.80
Base Unrealized Gain Loss
-1416.14
Base Accrued Interest
0
Local Market Value
109896.66
Local Total Cost Amount
111312.80
Local Unrealized Gain Loss
-1416.14
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL 004696
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 004696
Security Description
4.5% 20 May 2040
Maturity Date
2040-05-20T00:00:00.000
Interest Rate
4.5
Original Face
33000.00
Shares Par Value
6923.86
Base Market Value
7439.69
Base Total Cost
7536.19
Base Unrealized Gain Loss
-96.50
Base Accrued Interest
0
Local Market Value
7439.69
Local Total Cost Amount
7536.19
Local Unrealized Gain Loss
-96.50
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL 004700
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 004700
Security Description
6.5% 20 May 2040
Maturity Date
2040-05-20T00:00:00.000
Interest Rate
6.5
Original Face
1163193.00
Shares Par Value
123094.93
Base Market Value
138499.03
Base Total Cost
138097.11
Base Unrealized Gain Loss
401.92
Base Accrued Interest
0
Local Market Value
138499.03
Local Total Cost Amount
138097.11
Local Unrealized Gain Loss
401.92
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL 004713
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 004713
Security Description
4.5% 20 Jun 2040
Maturity Date
2040-06-20T00:00:00.000
Interest Rate
4.5
Original Face
3770201.00
Shares Par Value
795754.01
Base Market Value
855037.68
Base Total Cost
869361.25
Base Unrealized Gain Loss
-14323.57
Base Accrued Interest
0
Local Market Value
855037.68
Local Total Cost Amount
869361.25
Local Unrealized Gain Loss
-14323.57
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL 004771
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 004771
Security Description
4.5% 20 Aug 2040
Maturity Date
2040-08-20T00:00:00.000
Interest Rate
4.5
Original Face
4363000.00
Shares Par Value
929226.81
Base Market Value
1003026.00
Base Total Cost
1011511.81
Base Unrealized Gain Loss
-8485.81
Base Accrued Interest
0
Local Market Value
1003026.00
Local Total Cost Amount
1011511.81
Local Unrealized Gain Loss
-8485.81
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL 004800
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 004800
Security Description
4% 20 Sep 2040
Maturity Date
2040-09-20T00:00:00.000
Interest Rate
4
Original Face
242841.00
Shares Par Value
66423.50
Base Market Value
70858.60
Base Total Cost
70917.46
Base Unrealized Gain Loss
-58.86
Base Accrued Interest
0
Local Market Value
70858.60
Local Total Cost Amount
70917.46
Local Unrealized Gain Loss
-58.86
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL 004833
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 004833
Security Description
4% 20 Oct 2040
Maturity Date
2040-10-20T00:00:00.000
Interest Rate
4
Original Face
2903636.00
Shares Par Value
811849.89
Base Market Value
862208.94
Base Total Cost
861729.07
Base Unrealized Gain Loss
479.87
Base Accrued Interest
0
Local Market Value
862208.94
Local Total Cost Amount
861729.07
Local Unrealized Gain Loss
479.87
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: GNMA II POOL 004882
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA II POOL 004882
Security Description
4% 20 Dec 2040
Maturity Date
2040-12-20T00:00:00.000
Interest Rate
4
Original Face
5268430.00
Shares Par Value
1526677.11
Base Market Value
1620354.02
Base Total Cost
1629497.96
Base Unrealized Gain Loss
-9143.94
Base Accrued Interest
0
Local Market Value
1620354.02
Local Total Cost Amount
1629497.96
Local Unrealized Gain Loss
-9143.94
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA II
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
NYC Data AI • Public-data exploration interface