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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
GBP
Local Currency Code: GBP • Trade Country Name: UNITED KINGDOM • Security Name: POUND STERLING
Local Currency Code
GBP
Trade Country Name
UNITED KINGDOM
Security Name
POUND STERLING
Interest Rate
0
Original Face
0
Shares Par Value
0.7
Base Market Value
0.89
Base Total Cost
0.89
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
0.7
Local Total Cost Amount
0.7
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 735141
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 735141
Security Description
1% 01 Jan 2035
Maturity Date
2035-01-01T00:00:00.000
Interest Rate
5.5
Original Face
5900000.00
Shares Par Value
244137.93
Base Market Value
273485.75
Base Total Cost
276682.78
Base Unrealized Gain Loss
-3197.03
Base Accrued Interest
0
Local Market Value
273485.75
Local Total Cost Amount
276682.78
Local Unrealized Gain Loss
-3197.03
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 735288
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 735288
Security Description
1% 01 Mar 2035
Maturity Date
2035-03-01T00:00:00.000
Interest Rate
5
Original Face
590059.00
Shares Par Value
30320.21
Base Market Value
33286.44
Base Total Cost
33352.23
Base Unrealized Gain Loss
-65.79
Base Accrued Interest
0
Local Market Value
33286.44
Local Total Cost Amount
33352.23
Local Unrealized Gain Loss
-65.79
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 735484
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 735484
Security Description
1% 01 May 2035
Maturity Date
2035-05-01T00:00:00.000
Interest Rate
5
Original Face
500000.00
Shares Par Value
25674.76
Base Market Value
28186.52
Base Total Cost
27760.81
Base Unrealized Gain Loss
425.71
Base Accrued Interest
0
Local Market Value
28186.52
Local Total Cost Amount
27760.81
Local Unrealized Gain Loss
425.71
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 735492
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 735492
Security Description
1% 01 Nov 2017
Maturity Date
2017-11-01T00:00:00.000
Interest Rate
6
Original Face
28817.00
Shares Par Value
0.07
Base Market Value
0.07
Base Total Cost
0.07
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
0.07
Local Total Cost Amount
0.07
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 735649
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 735649
Security Description
1% 01 Dec 2032
Maturity Date
2032-12-01T00:00:00.000
Interest Rate
6
Original Face
10282713.00
Shares Par Value
417199.90
Base Market Value
475733.05
Base Total Cost
445963.90
Base Unrealized Gain Loss
29769.15
Base Accrued Interest
0
Local Market Value
475733.05
Local Total Cost Amount
445963.90
Local Unrealized Gain Loss
29769.15
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 735795
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 735795
Security Description
1% 01 Jun 2035
Maturity Date
2035-06-01T00:00:00.000
Interest Rate
5
Original Face
1307000.00
Shares Par Value
75070.93
Base Market Value
82400.10
Base Total Cost
72936.09
Base Unrealized Gain Loss
9464.01
Base Accrued Interest
0
Local Market Value
82400.10
Local Total Cost Amount
72936.09
Local Unrealized Gain Loss
9464.01
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 737999
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 737999
Security Description
5.5% 01 Sep 2033
Maturity Date
2033-09-01T00:00:00.000
Interest Rate
5.5
Original Face
115408.00
Shares Par Value
9043.63
Base Market Value
10009.67
Base Total Cost
8940.46
Base Unrealized Gain Loss
1069.21
Base Accrued Interest
0
Local Market Value
10009.67
Local Total Cost Amount
8940.46
Local Unrealized Gain Loss
1069.21
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 740238
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 740238
Security Description
6% 01 Sep 2033
Maturity Date
2033-09-01T00:00:00.000
Interest Rate
6
Original Face
408000.00
Shares Par Value
10323.06
Base Market Value
11606.42
Base Total Cost
11327.96
Base Unrealized Gain Loss
278.46
Base Accrued Interest
0
Local Market Value
11606.42
Local Total Cost Amount
11327.96
Local Unrealized Gain Loss
278.46
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 741121
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 741121
Security Description
5.5% 01 Sep 2033
Maturity Date
2033-09-01T00:00:00.000
Interest Rate
5.5
Original Face
107000.00
Shares Par Value
5160.42
Base Market Value
5775.28
Base Total Cost
5101.55
Base Unrealized Gain Loss
673.73
Base Accrued Interest
0
Local Market Value
5775.28
Local Total Cost Amount
5101.55
Local Unrealized Gain Loss
673.73
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 745950
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 745950
Security Description
1% 01 Nov 2036
Maturity Date
2036-11-01T00:00:00.000
Interest Rate
6
Original Face
19867229.00
Shares Par Value
716658.23
Base Market Value
816015.73
Base Total Cost
770183.63
Base Unrealized Gain Loss
45832.10
Base Accrued Interest
0
Local Market Value
816015.73
Local Total Cost Amount
770183.63
Local Unrealized Gain Loss
45832.10
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 745959
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 745959
Security Description
1% 01 Nov 2036
Maturity Date
2036-11-01T00:00:00.000
Interest Rate
5.5
Original Face
624000.00
Shares Par Value
21016.94
Base Market Value
23518.17
Base Total Cost
21621.17
Base Unrealized Gain Loss
1897.00
Base Accrued Interest
0
Local Market Value
23518.17
Local Total Cost Amount
21621.17
Local Unrealized Gain Loss
1897.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 750458
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 750458
Security Description
5.5% 01 Nov 2033
Maturity Date
2033-11-01T00:00:00.000
Interest Rate
5.5
Original Face
87153.00
Shares Par Value
9235.49
Base Market Value
10222.03
Base Total Cost
9130.15
Base Unrealized Gain Loss
1091.88
Base Accrued Interest
0
Local Market Value
10222.03
Local Total Cost Amount
9130.15
Local Unrealized Gain Loss
1091.88
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 750857
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 750857
Security Description
5.5% 01 Mar 2033
Maturity Date
2033-03-01T00:00:00.000
Interest Rate
5.5
Original Face
91060.00
Shares Par Value
3637.59
Base Market Value
4042.89
Base Total Cost
3700.97
Base Unrealized Gain Loss
341.92
Base Accrued Interest
0
Local Market Value
4042.89
Local Total Cost Amount
3700.97
Local Unrealized Gain Loss
341.92
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 753794
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 753794
Security Description
5.5% 01 Dec 2033
Maturity Date
2033-12-01T00:00:00.000
Interest Rate
5.5
Original Face
6583249.00
Shares Par Value
217784.08
Base Market Value
241047.78
Base Total Cost
222003.70
Base Unrealized Gain Loss
19044.08
Base Accrued Interest
0
Local Market Value
241047.78
Local Total Cost Amount
222003.70
Local Unrealized Gain Loss
19044.08
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 762043
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 762043
Security Description
5.5% 01 Dec 2033
Maturity Date
2033-12-01T00:00:00.000
Interest Rate
5.5
Original Face
98235.00
Shares Par Value
3556.77
Base Market Value
3974.76
Base Total Cost
3516.16
Base Unrealized Gain Loss
458.60
Base Accrued Interest
0
Local Market Value
3974.76
Local Total Cost Amount
3516.16
Local Unrealized Gain Loss
458.60
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 762204
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 762204
Security Description
5.5% 01 Dec 2033
Maturity Date
2033-12-01T00:00:00.000
Interest Rate
5.5
Original Face
101606.00
Shares Par Value
2493.18
Base Market Value
2789.69
Base Total Cost
2464.72
Base Unrealized Gain Loss
324.97
Base Accrued Interest
0
Local Market Value
2789.69
Local Total Cost Amount
2464.72
Local Unrealized Gain Loss
324.97
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 769612
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 769612
Security Description
5.5% 01 Mar 2034
Maturity Date
2034-03-01T00:00:00.000
Interest Rate
5.5
Original Face
346890.00
Shares Par Value
9956.06
Base Market Value
11019.57
Base Total Cost
10066.51
Base Unrealized Gain Loss
953.06
Base Accrued Interest
0
Local Market Value
11019.57
Local Total Cost Amount
10066.51
Local Unrealized Gain Loss
953.06
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 776595
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 776595
Security Description
5.5% 01 Apr 2034
Maturity Date
2034-04-01T00:00:00.000
Interest Rate
5.5
Original Face
4080000.00
Shares Par Value
218039.69
Base Market Value
242654.19
Base Total Cost
244749.57
Base Unrealized Gain Loss
-2095.38
Base Accrued Interest
0
Local Market Value
242654.19
Local Total Cost Amount
244749.57
Local Unrealized Gain Loss
-2095.38
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 777383
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 777383
Security Description
5.5% 01 Apr 2034
Maturity Date
2034-04-01T00:00:00.000
Interest Rate
5.5
Original Face
332536.00
Shares Par Value
9491.69
Base Market Value
10505.59
Base Total Cost
9597.00
Base Unrealized Gain Loss
908.59
Base Accrued Interest
0
Local Market Value
10505.59
Local Total Cost Amount
9597.00
Local Unrealized Gain Loss
908.59
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 777395
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 777395
Security Description
5.5% 01 Apr 2034
Maturity Date
2034-04-01T00:00:00.000
Interest Rate
5.5
Original Face
338746.00
Shares Par Value
13058.64
Base Market Value
14453.56
Base Total Cost
13203.51
Base Unrealized Gain Loss
1250.05
Base Accrued Interest
0
Local Market Value
14453.56
Local Total Cost Amount
13203.51
Local Unrealized Gain Loss
1250.05
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 777629
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 777629
Security Description
5.5% 01 Feb 2034
Maturity Date
2034-02-01T00:00:00.000
Interest Rate
5.5
Original Face
503405.00
Shares Par Value
39134.14
Base Market Value
43334.02
Base Total Cost
38687.76
Base Unrealized Gain Loss
4646.26
Base Accrued Interest
0
Local Market Value
43334.02
Local Total Cost Amount
38687.76
Local Unrealized Gain Loss
4646.26
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 797443
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 797443
Security Description
5.5% 01 Jan 2035
Maturity Date
2035-01-01T00:00:00.000
Interest Rate
5.5
Original Face
10000000.00
Shares Par Value
364881.60
Base Market Value
408379.14
Base Total Cost
409579.59
Base Unrealized Gain Loss
-1200.45
Base Accrued Interest
0
Local Market Value
408379.14
Local Total Cost Amount
409579.59
Local Unrealized Gain Loss
-1200.45
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 799681
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 799681
Security Description
6.5% 01 Nov 2034
Maturity Date
2034-11-01T00:00:00.000
Interest Rate
6.5
Original Face
192102.00
Shares Par Value
11971.81
Base Market Value
13373.23
Base Total Cost
13426.21
Base Unrealized Gain Loss
-52.98
Base Accrued Interest
0
Local Market Value
13373.23
Local Total Cost Amount
13426.21
Local Unrealized Gain Loss
-52.98
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 801596
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 801596
Security Description
5.5% 01 Oct 2034
Maturity Date
2034-10-01T00:00:00.000
Interest Rate
5.5
Original Face
3050400.00
Shares Par Value
308608.54
Base Market Value
345416.28
Base Total Cost
346413.09
Base Unrealized Gain Loss
-996.81
Base Accrued Interest
0
Local Market Value
345416.28
Local Total Cost Amount
346413.09
Local Unrealized Gain Loss
-996.81
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 801788
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 801788
Security Description
6.5% 01 May 2037
Maturity Date
2037-05-01T00:00:00.000
Interest Rate
6.5
Original Face
319767.00
Shares Par Value
8898.60
Base Market Value
9842.21
Base Total Cost
9979.65
Base Unrealized Gain Loss
-137.44
Base Accrued Interest
0
Local Market Value
9842.21
Local Total Cost Amount
9979.65
Local Unrealized Gain Loss
-137.44
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 806143
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 806143
Security Description
5.5% 01 Dec 2034
Maturity Date
2034-12-01T00:00:00.000
Interest Rate
5.5
Original Face
400652.00
Shares Par Value
21783.92
Base Market Value
24110.88
Base Total Cost
21959.17
Base Unrealized Gain Loss
2151.71
Base Accrued Interest
0
Local Market Value
24110.88
Local Total Cost Amount
21959.17
Local Unrealized Gain Loss
2151.71
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
JPY
Local Currency Code: JPY • Trade Country Name: JAPAN • Security Name: JAPANESE YEN
Local Currency Code
JPY
Trade Country Name
JAPAN
Security Name
JAPANESE YEN
Interest Rate
0
Original Face
0
Shares Par Value
2670224
Base Market Value
24783.96
Base Total Cost
24775.91
Base Unrealized Gain Loss
8.05
Base Accrued Interest
0
Local Market Value
2670224
Local Total Cost Amount
2670224
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 808413
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 808413
Security Description
5.5% 01 Jan 2035
Maturity Date
2035-01-01T00:00:00.000
Interest Rate
5.5
Original Face
60000.00
Shares Par Value
4684.41
Base Market Value
5239.89
Base Total Cost
5173.36
Base Unrealized Gain Loss
66.53
Base Accrued Interest
0
Local Market Value
5239.89
Local Total Cost Amount
5173.36
Local Unrealized Gain Loss
66.53
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 808826
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 808826
Security Description
5.5% 01 Jan 2035
Maturity Date
2035-01-01T00:00:00.000
Interest Rate
5.5
Original Face
410397.00
Shares Par Value
57591.59
Base Market Value
63992.32
Base Total Cost
58055.02
Base Unrealized Gain Loss
5937.30
Base Accrued Interest
0
Local Market Value
63992.32
Local Total Cost Amount
58055.02
Local Unrealized Gain Loss
5937.30
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 811773
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 811773
Security Description
5.5% 01 Jan 2035
Maturity Date
2035-01-01T00:00:00.000
Interest Rate
5.5
Original Face
310000.00
Shares Par Value
27089.05
Base Market Value
30368.18
Base Total Cost
27307.04
Base Unrealized Gain Loss
3061.14
Base Accrued Interest
0
Local Market Value
30368.18
Local Total Cost Amount
27307.04
Local Unrealized Gain Loss
3061.14
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 828373
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 828373
Security Description
5.5% 01 Jun 2035
Maturity Date
2035-06-01T00:00:00.000
Interest Rate
5.5
Original Face
3602497.00
Shares Par Value
215262.09
Base Market Value
241018.20
Base Total Cost
241631.69
Base Unrealized Gain Loss
-613.49
Base Accrued Interest
0
Local Market Value
241018.20
Local Total Cost Amount
241631.69
Local Unrealized Gain Loss
-613.49
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 832472
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 832472
Security Description
5.5% 01 Sep 2035
Maturity Date
2035-09-01T00:00:00.000
Interest Rate
5.5
Original Face
2645570.00
Shares Par Value
199334.94
Base Market Value
223041.84
Base Total Cost
223753.46
Base Unrealized Gain Loss
-711.62
Base Accrued Interest
0
Local Market Value
223041.84
Local Total Cost Amount
223753.46
Local Unrealized Gain Loss
-711.62
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 835760
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 835760
Security Description
4.5% 01 Sep 2035
Maturity Date
2035-09-01T00:00:00.000
Interest Rate
4.5
Original Face
2000000.00
Shares Par Value
81511.54
Base Market Value
87784.67
Base Total Cost
89178.73
Base Unrealized Gain Loss
-1394.06
Base Accrued Interest
0
Local Market Value
87784.67
Local Total Cost Amount
89178.73
Local Unrealized Gain Loss
-1394.06
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 848358
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 848358
Security Description
5.5% 01 Dec 2035
Maturity Date
2035-12-01T00:00:00.000
Interest Rate
5.5
Original Face
6522861.00
Shares Par Value
261114.30
Base Market Value
292254.79
Base Total Cost
293100.80
Base Unrealized Gain Loss
-846.01
Base Accrued Interest
0
Local Market Value
292254.79
Local Total Cost Amount
293100.80
Local Unrealized Gain Loss
-846.01
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 849077
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 849077
Security Description
5.5% 01 Jan 2036
Maturity Date
2036-01-01T00:00:00.000
Interest Rate
5.5
Original Face
6185479.00
Shares Par Value
264098.55
Base Market Value
295449.69
Base Total Cost
296450.61
Base Unrealized Gain Loss
-1000.92
Base Accrued Interest
0
Local Market Value
295449.69
Local Total Cost Amount
296450.61
Local Unrealized Gain Loss
-1000.92
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 851803
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 851803
Security Description
5.5% 01 Jan 2021
Maturity Date
2021-01-01T00:00:00.000
Interest Rate
5.5
Original Face
1287941.00
Shares Par Value
59457.93
Base Market Value
61749.44
Base Total Cost
64456.12
Base Unrealized Gain Loss
-2706.68
Base Accrued Interest
0
Local Market Value
61749.44
Local Total Cost Amount
64456.12
Local Unrealized Gain Loss
-2706.68
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 868597
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 868597
Security Description
6% 01 Apr 2036
Maturity Date
2036-04-01T00:00:00.000
Interest Rate
6
Original Face
41385468.00
Shares Par Value
1084442.04
Base Market Value
1236296.46
Base Total Cost
1165436.31
Base Unrealized Gain Loss
70860.15
Base Accrued Interest
0
Local Market Value
1236296.46
Local Total Cost Amount
1165436.31
Local Unrealized Gain Loss
70860.15
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 871257
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 871257
Security Description
5.5% 01 May 2021
Maturity Date
2021-05-01T00:00:00.000
Interest Rate
5.5
Original Face
1486802.00
Shares Par Value
43611.08
Base Market Value
45304.50
Base Total Cost
47277.13
Base Unrealized Gain Loss
-1972.63
Base Accrued Interest
0
Local Market Value
45304.50
Local Total Cost Amount
47277.13
Local Unrealized Gain Loss
-1972.63
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 872217
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 872217
Security Description
6% 01 Jun 2037
Maturity Date
2037-06-01T00:00:00.000
Interest Rate
6
Original Face
1000100.00
Shares Par Value
99026.02
Base Market Value
111336.93
Base Total Cost
108665.61
Base Unrealized Gain Loss
2671.32
Base Accrued Interest
0
Local Market Value
111336.93
Local Total Cost Amount
108665.61
Local Unrealized Gain Loss
2671.32
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 880489
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 880489
Security Description
5.5% 01 Jul 2036
Maturity Date
2036-07-01T00:00:00.000
Interest Rate
5.5
Original Face
1524498.00
Shares Par Value
51671.52
Base Market Value
57507.82
Base Total Cost
57783.27
Base Unrealized Gain Loss
-275.45
Base Accrued Interest
0
Local Market Value
57507.82
Local Total Cost Amount
57783.27
Local Unrealized Gain Loss
-275.45
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 880770
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 880770
Security Description
5.5% 01 May 2021
Maturity Date
2021-05-01T00:00:00.000
Interest Rate
5.5
Original Face
2108068.00
Shares Par Value
29245.59
Base Market Value
30308.67
Base Total Cost
31704.05
Base Unrealized Gain Loss
-1395.38
Base Accrued Interest
0
Local Market Value
30308.67
Local Total Cost Amount
31704.05
Local Unrealized Gain Loss
-1395.38
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 886999
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 886999
Security Description
5.5% 01 Jun 2021
Maturity Date
2021-06-01T00:00:00.000
Interest Rate
5.5
Original Face
1481354.00
Shares Par Value
50351.62
Base Market Value
51534.88
Base Total Cost
54584.29
Base Unrealized Gain Loss
-3049.41
Base Accrued Interest
0
Local Market Value
51534.88
Local Total Cost Amount
54584.29
Local Unrealized Gain Loss
-3049.41
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 888130
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 888130
Security Description
1% 01 Oct 2034
Maturity Date
2034-10-01T00:00:00.000
Interest Rate
5
Original Face
2804000.00
Shares Par Value
181434.89
Base Market Value
199112.09
Base Total Cost
179166.93
Base Unrealized Gain Loss
19945.16
Base Accrued Interest
0
Local Market Value
199112.09
Local Total Cost Amount
179166.93
Local Unrealized Gain Loss
19945.16
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 888262
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 888262
Security Description
1% 01 Jan 2022
Maturity Date
2022-01-01T00:00:00.000
Interest Rate
5.5
Original Face
936725.00
Shares Par Value
51976.95
Base Market Value
54424.02
Base Total Cost
56346.26
Base Unrealized Gain Loss
-1922.24
Base Accrued Interest
0
Local Market Value
54424.02
Local Total Cost Amount
56346.26
Local Unrealized Gain Loss
-1922.24
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 888439
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 888439
Security Description
1% 01 Jun 2022
Maturity Date
2022-06-01T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
0
Base Market Value
0.00
Base Total Cost
0.01
Base Unrealized Gain Loss
-0.01
Base Accrued Interest
0
Local Market Value
0.00
Local Total Cost Amount
0.01
Local Unrealized Gain Loss
-0.01
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 888994
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 888994
Security Description
1% 01 Sep 2036
Maturity Date
2036-09-01T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
0
Base Market Value
0.00
Base Total Cost
0.01
Base Unrealized Gain Loss
-0.01
Base Accrued Interest
0
Local Market Value
0.00
Local Total Cost Amount
0.01
Local Unrealized Gain Loss
-0.01
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 889109
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 889109
Security Description
1% 01 Jan 2023
Maturity Date
2023-01-01T00:00:00.000
Interest Rate
5
Original Face
15155000.00
Shares Par Value
513122.99
Base Market Value
539384.62
Base Total Cost
530841.76
Base Unrealized Gain Loss
8542.86
Base Accrued Interest
0
Local Market Value
539384.62
Local Total Cost Amount
530841.76
Local Unrealized Gain Loss
8542.86
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 889145
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 889145
Security Description
1% 01 Mar 2023
Maturity Date
2023-03-01T00:00:00.000
Interest Rate
5
Original Face
7475000.00
Shares Par Value
363514.78
Base Market Value
382235.79
Base Total Cost
376124.22
Base Unrealized Gain Loss
6111.57
Base Accrued Interest
0
Local Market Value
382235.79
Local Total Cost Amount
376124.22
Local Unrealized Gain Loss
6111.57
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL 889218
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 889218
Security Description
1% 01 Feb 2038
Maturity Date
2038-02-01T00:00:00.000
Interest Rate
6
Original Face
2500000.00
Shares Par Value
123166.53
Base Market Value
139450.38
Base Total Cost
136368.41
Base Unrealized Gain Loss
3081.97
Base Accrued Interest
0
Local Market Value
139450.38
Local Total Cost Amount
136368.41
Local Unrealized Gain Loss
3081.97
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
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