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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: FNMA POOL 889318
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 889318
Security Description
1% 01 Jul 2020
Maturity Date
2020-07-01T00:00:00.000
Interest Rate
5.5
Original Face
751000.00
Shares Par Value
15159.70
Base Market Value
15521.71
Base Total Cost
16434.06
Base Unrealized Gain Loss
-912.35
Base Accrued Interest
0
Local Market Value
15521.71
Local Total Cost Amount
16434.06
Local Unrealized Gain Loss
-912.35
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 889466
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 889466
Security Description
1% 01 May 2038
Maturity Date
2038-05-01T00:00:00.000
Interest Rate
6
Original Face
2130900.00
Shares Par Value
144237.96
Base Market Value
164399.54
Base Total Cost
161185.92
Base Unrealized Gain Loss
3213.62
Base Accrued Interest
0
Local Market Value
164399.54
Local Total Cost Amount
161185.92
Local Unrealized Gain Loss
3213.62
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 889522
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 889522
Security Description
1% 01 Jun 2037
Maturity Date
2037-06-01T00:00:00.000
Interest Rate
6
Original Face
944251.00
Shares Par Value
66860.92
Base Market Value
75979.41
Base Total Cost
76096.10
Base Unrealized Gain Loss
-116.69
Base Accrued Interest
0
Local Market Value
75979.41
Local Total Cost Amount
76096.10
Local Unrealized Gain Loss
-116.69
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 889529
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 889529
Security Description
1% 01 Mar 2038
Maturity Date
2038-03-01T00:00:00.000
Interest Rate
6
Original Face
759500.00
Shares Par Value
44290.71
Base Market Value
50283.69
Base Total Cost
49494.85
Base Unrealized Gain Loss
788.84
Base Accrued Interest
0
Local Market Value
50283.69
Local Total Cost Amount
49494.85
Local Unrealized Gain Loss
788.84
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 889610
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 889610
Security Description
1% 01 Jun 2038
Maturity Date
2038-06-01T00:00:00.000
Interest Rate
5.5
Original Face
2700000.00
Shares Par Value
213108.46
Base Market Value
237498.72
Base Total Cost
241411.90
Base Unrealized Gain Loss
-3913.18
Base Accrued Interest
0
Local Market Value
237498.72
Local Total Cost Amount
241411.90
Local Unrealized Gain Loss
-3913.18
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 889974
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 889974
Security Description
1% 01 Sep 2035
Maturity Date
2035-09-01T00:00:00.000
Interest Rate
5
Original Face
2590400.00
Shares Par Value
217642.77
Base Market Value
238756.30
Base Total Cost
240274.22
Base Unrealized Gain Loss
-1517.92
Base Accrued Interest
0
Local Market Value
238756.30
Local Total Cost Amount
240274.22
Local Unrealized Gain Loss
-1517.92
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 890097
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 890097
Security Description
1% 01 Oct 2038
Maturity Date
2038-10-01T00:00:00.000
Interest Rate
6
Original Face
800000.00
Shares Par Value
41895.68
Base Market Value
47431.78
Base Total Cost
46386.41
Base Unrealized Gain Loss
1045.37
Base Accrued Interest
0
Local Market Value
47431.78
Local Total Cost Amount
46386.41
Local Unrealized Gain Loss
1045.37
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 890102
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 890102
Security Description
1% 01 Dec 2038
Maturity Date
2038-12-01T00:00:00.000
Interest Rate
6
Original Face
1000000.00
Shares Par Value
51029.97
Base Market Value
57716.94
Base Total Cost
56499.76
Base Unrealized Gain Loss
1217.18
Base Accrued Interest
0
Local Market Value
57716.94
Local Total Cost Amount
56499.76
Local Unrealized Gain Loss
1217.18
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 890132
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 890132
Security Description
1% 01 Oct 2038
Maturity Date
2038-10-01T00:00:00.000
Interest Rate
6.5
Original Face
31346.00
Shares Par Value
1090.50
Base Market Value
1206.14
Base Total Cost
1222.99
Base Unrealized Gain Loss
-16.85
Base Accrued Interest
0
Local Market Value
1206.14
Local Total Cost Amount
1222.99
Local Unrealized Gain Loss
-16.85
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 890221
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 890221
Security Description
1% 01 Dec 2033
Maturity Date
2033-12-01T00:00:00.000
Interest Rate
5.5
Original Face
650000.00
Shares Par Value
68899.08
Base Market Value
77133.90
Base Total Cost
78480.34
Base Unrealized Gain Loss
-1346.44
Base Accrued Interest
0
Local Market Value
77133.90
Local Total Cost Amount
78480.34
Local Unrealized Gain Loss
-1346.44
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 890332
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 890332
Security Description
1% 01 Jan 2025
Maturity Date
2025-01-01T00:00:00.000
Interest Rate
5.5
Original Face
392488.00
Shares Par Value
8574.80
Base Market Value
8914.45
Base Total Cost
9295.63
Base Unrealized Gain Loss
-381.18
Base Accrued Interest
0
Local Market Value
8914.45
Local Total Cost Amount
9295.63
Local Unrealized Gain Loss
-381.18
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 890720
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 890720
Security Description
1% 01 Jul 2044
Maturity Date
2044-07-01T00:00:00.000
Interest Rate
4.5
Original Face
16677427.00
Shares Par Value
11529805.90
Base Market Value
12470522.76
Base Total Cost
12573343.42
Base Unrealized Gain Loss
-102820.66
Base Accrued Interest
0
Local Market Value
12470522.76
Local Total Cost Amount
12573343.42
Local Unrealized Gain Loss
-102820.66
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 890765
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 890765
Security Description
3.5% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
3.5
Original Face
455000.00
Shares Par Value
388952.44
Base Market Value
399726.42
Base Total Cost
400074.04
Base Unrealized Gain Loss
-347.62
Base Accrued Interest
0
Local Market Value
399726.42
Local Total Cost Amount
400074.04
Local Unrealized Gain Loss
-347.62
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 894227
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 894227
Security Description
6% 01 Oct 2036
Maturity Date
2036-10-01T00:00:00.000
Interest Rate
6
Original Face
793014.00
Shares Par Value
20803.93
Base Market Value
23588.74
Base Total Cost
21766.10
Base Unrealized Gain Loss
1822.64
Base Accrued Interest
0
Local Market Value
23588.74
Local Total Cost Amount
21766.10
Local Unrealized Gain Loss
1822.64
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 897208
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 897208
Security Description
6.5% 01 Aug 2036
Maturity Date
2036-08-01T00:00:00.000
Interest Rate
6.5
Original Face
1098395.00
Shares Par Value
7479.22
Base Market Value
8272.32
Base Total Cost
8387.81
Base Unrealized Gain Loss
-115.49
Base Accrued Interest
0
Local Market Value
8272.32
Local Total Cost Amount
8387.81
Local Unrealized Gain Loss
-115.49
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 897459
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 897459
Security Description
6% 01 Oct 2036
Maturity Date
2036-10-01T00:00:00.000
Interest Rate
6
Original Face
1999800.00
Shares Par Value
49985.90
Base Market Value
56563.04
Base Total Cost
52297.76
Base Unrealized Gain Loss
4265.28
Base Accrued Interest
0
Local Market Value
56563.04
Local Total Cost Amount
52297.76
Local Unrealized Gain Loss
4265.28
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 900134
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 900134
Security Description
6% 01 Sep 2036
Maturity Date
2036-09-01T00:00:00.000
Interest Rate
6
Original Face
9740911.00
Shares Par Value
56738.27
Base Market Value
63791.97
Base Total Cost
62296.85
Base Unrealized Gain Loss
1495.12
Base Accrued Interest
0
Local Market Value
63791.97
Local Total Cost Amount
62296.85
Local Unrealized Gain Loss
1495.12
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 907805
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 907805
Security Description
5.5% 01 Jan 2037
Maturity Date
2037-01-01T00:00:00.000
Interest Rate
5.5
Original Face
1907336.00
Shares Par Value
48676.11
Base Market Value
54266.07
Base Total Cost
53087.39
Base Unrealized Gain Loss
1178.68
Base Accrued Interest
0
Local Market Value
54266.07
Local Total Cost Amount
53087.39
Local Unrealized Gain Loss
1178.68
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 908126
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 908126
Security Description
6% 01 Dec 2036
Maturity Date
2036-12-01T00:00:00.000
Interest Rate
6
Original Face
98703.00
Shares Par Value
5920.13
Base Market Value
6656.12
Base Total Cost
6496.43
Base Unrealized Gain Loss
159.69
Base Accrued Interest
0
Local Market Value
6656.12
Local Total Cost Amount
6496.43
Local Unrealized Gain Loss
159.69
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 909899
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 909899
Security Description
5.5% 01 Mar 2022
Maturity Date
2022-03-01T00:00:00.000
Interest Rate
5.5
Original Face
1077361.00
Shares Par Value
34529.08
Base Market Value
36586.67
Base Total Cost
37431.67
Base Unrealized Gain Loss
-845.00
Base Accrued Interest
0
Local Market Value
36586.67
Local Total Cost Amount
37431.67
Local Unrealized Gain Loss
-845.00
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 914328
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 914328
Security Description
6% 01 Mar 2037
Maturity Date
2037-03-01T00:00:00.000
Interest Rate
6
Original Face
51663.00
Shares Par Value
750.70
Base Market Value
848.00
Base Total Cost
824.95
Base Unrealized Gain Loss
23.05
Base Accrued Interest
0
Local Market Value
848.00
Local Total Cost Amount
824.95
Local Unrealized Gain Loss
23.05
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 915898
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 915898
Security Description
6.5% 01 Apr 2037
Maturity Date
2037-04-01T00:00:00.000
Interest Rate
6.5
Original Face
1064876.00
Shares Par Value
29863.48
Base Market Value
33030.20
Base Total Cost
32980.48
Base Unrealized Gain Loss
49.72
Base Accrued Interest
0
Local Market Value
33030.20
Local Total Cost Amount
32980.48
Local Unrealized Gain Loss
49.72
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 918598
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 918598
Security Description
6.5% 01 May 2037
Maturity Date
2037-05-01T00:00:00.000
Interest Rate
6.5
Original Face
98503.00
Shares Par Value
2048.95
Base Market Value
2266.22
Base Total Cost
2297.87
Base Unrealized Gain Loss
-31.65
Base Accrued Interest
0
Local Market Value
2266.22
Local Total Cost Amount
2297.87
Local Unrealized Gain Loss
-31.65
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 922256
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 922256
Security Description
6% 01 Dec 2036
Maturity Date
2036-12-01T00:00:00.000
Interest Rate
6
Original Face
3626885.00
Shares Par Value
158968.07
Base Market Value
180848.44
Base Total Cost
174691.01
Base Unrealized Gain Loss
6157.43
Base Accrued Interest
0
Local Market Value
180848.44
Local Total Cost Amount
174691.01
Local Unrealized Gain Loss
6157.43
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 922472
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 922472
Security Description
6.5% 01 Mar 2037
Maturity Date
2037-03-01T00:00:00.000
Interest Rate
6.5
Original Face
344276.00
Shares Par Value
23509.47
Base Market Value
26662.33
Base Total Cost
26365.51
Base Unrealized Gain Loss
296.82
Base Accrued Interest
0
Local Market Value
26662.33
Local Total Cost Amount
26365.51
Local Unrealized Gain Loss
296.82
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 928498
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 928498
Security Description
6.5% 01 Jul 2037
Maturity Date
2037-07-01T00:00:00.000
Interest Rate
6.5
Original Face
228000.00
Shares Par Value
8597.35
Base Market Value
9585.62
Base Total Cost
9641.78
Base Unrealized Gain Loss
-56.16
Base Accrued Interest
0
Local Market Value
9585.62
Local Total Cost Amount
9641.78
Local Unrealized Gain Loss
-56.16
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 931797
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 931797
Security Description
4.5% 01 Aug 2039
Maturity Date
2039-08-01T00:00:00.000
Interest Rate
4.5
Original Face
1031809.00
Shares Par Value
269603.27
Base Market Value
292697.49
Base Total Cost
288285.93
Base Unrealized Gain Loss
4411.56
Base Accrued Interest
0
Local Market Value
292697.49
Local Total Cost Amount
288285.93
Local Unrealized Gain Loss
4411.56
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 931987
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 931987
Security Description
4.5% 01 Sep 2039
Maturity Date
2039-09-01T00:00:00.000
Interest Rate
4.5
Original Face
1015206.00
Shares Par Value
258023.83
Base Market Value
280113.25
Base Total Cost
275904.09
Base Unrealized Gain Loss
4209.16
Base Accrued Interest
0
Local Market Value
280113.25
Local Total Cost Amount
275904.09
Local Unrealized Gain Loss
4209.16
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 932638
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 932638
Security Description
5% 01 Mar 2040
Maturity Date
2040-03-01T00:00:00.000
Interest Rate
5
Original Face
402113.00
Shares Par Value
101515.37
Base Market Value
112170.42
Base Total Cost
112174.49
Base Unrealized Gain Loss
-4.07
Base Accrued Interest
0
Local Market Value
112170.42
Local Total Cost Amount
112174.49
Local Unrealized Gain Loss
-4.07
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 932724
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 932724
Security Description
4% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
4
Original Face
849007.00
Shares Par Value
87904.32
Base Market Value
92245.04
Base Total Cost
93782.76
Base Unrealized Gain Loss
-1537.72
Base Accrued Interest
0
Local Market Value
92245.04
Local Total Cost Amount
93782.76
Local Unrealized Gain Loss
-1537.72
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 933019
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 933019
Security Description
6.5% 01 Oct 2037
Maturity Date
2037-10-01T00:00:00.000
Interest Rate
6.5
Original Face
2590604.00
Shares Par Value
42233.53
Base Market Value
47058.71
Base Total Cost
46641.66
Base Unrealized Gain Loss
417.05
Base Accrued Interest
0
Local Market Value
47058.71
Local Total Cost Amount
46641.66
Local Unrealized Gain Loss
417.05
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 933323
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 933323
Security Description
6.5% 01 Jan 2038
Maturity Date
2038-01-01T00:00:00.000
Interest Rate
6.5
Original Face
1029275.00
Shares Par Value
136139.96
Base Market Value
150607.55
Base Total Cost
150349.57
Base Unrealized Gain Loss
257.98
Base Accrued Interest
0
Local Market Value
150607.55
Local Total Cost Amount
150349.57
Local Unrealized Gain Loss
257.98
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 937587
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 937587
Security Description
5.5% 01 Jun 2037
Maturity Date
2037-06-01T00:00:00.000
Interest Rate
5.5
Original Face
2200000.00
Shares Par Value
47795.66
Base Market Value
53050.79
Base Total Cost
52381.05
Base Unrealized Gain Loss
669.74
Base Accrued Interest
0
Local Market Value
53050.79
Local Total Cost Amount
52381.05
Local Unrealized Gain Loss
669.74
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 938574
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 938574
Security Description
5.5% 01 Sep 2036
Maturity Date
2036-09-01T00:00:00.000
Interest Rate
5.5
Original Face
4291571.00
Shares Par Value
366109.07
Base Market Value
409763.92
Base Total Cost
410957.44
Base Unrealized Gain Loss
-1193.52
Base Accrued Interest
0
Local Market Value
409763.92
Local Total Cost Amount
410957.44
Local Unrealized Gain Loss
-1193.52
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 940949
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 940949
Security Description
6.5% 01 Sep 2037
Maturity Date
2037-09-01T00:00:00.000
Interest Rate
6.5
Original Face
161504.00
Shares Par Value
10231.18
Base Market Value
11316.09
Base Total Cost
11474.11
Base Unrealized Gain Loss
-158.02
Base Accrued Interest
0
Local Market Value
11316.09
Local Total Cost Amount
11474.11
Local Unrealized Gain Loss
-158.02
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 942700
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 942700
Security Description
6% 01 Aug 2037
Maturity Date
2037-08-01T00:00:00.000
Interest Rate
6
Original Face
269357.00
Shares Par Value
6329.50
Base Market Value
7146.39
Base Total Cost
6858.60
Base Unrealized Gain Loss
287.79
Base Accrued Interest
0
Local Market Value
7146.39
Local Total Cost Amount
6858.60
Local Unrealized Gain Loss
287.79
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 946254
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 946254
Security Description
6% 01 Sep 2037
Maturity Date
2037-09-01T00:00:00.000
Interest Rate
6
Original Face
267511.00
Shares Par Value
8576.40
Base Market Value
9736.96
Base Total Cost
9293.33
Base Unrealized Gain Loss
443.63
Base Accrued Interest
0
Local Market Value
9736.96
Local Total Cost Amount
9293.33
Local Unrealized Gain Loss
443.63
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 948664
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 948664
Security Description
6.5% 01 Aug 2037
Maturity Date
2037-08-01T00:00:00.000
Interest Rate
6.5
Original Face
1020602.00
Shares Par Value
24662.94
Base Market Value
27278.20
Base Total Cost
27237.11
Base Unrealized Gain Loss
41.09
Base Accrued Interest
0
Local Market Value
27278.20
Local Total Cost Amount
27237.11
Local Unrealized Gain Loss
41.09
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 949474
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 949474
Security Description
6% 01 Sep 2037
Maturity Date
2037-09-01T00:00:00.000
Interest Rate
6
Original Face
4536923.00
Shares Par Value
77770.53
Base Market Value
87453.74
Base Total Cost
85462.53
Base Unrealized Gain Loss
1991.21
Base Accrued Interest
0
Local Market Value
87453.74
Local Total Cost Amount
85462.53
Local Unrealized Gain Loss
1991.21
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 950219
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 950219
Security Description
6.5% 01 Oct 2037
Maturity Date
2037-10-01T00:00:00.000
Interest Rate
6.5
Original Face
37069.00
Shares Par Value
4463.46
Base Market Value
4971.13
Base Total Cost
5005.71
Base Unrealized Gain Loss
-34.58
Base Accrued Interest
0
Local Market Value
4971.13
Local Total Cost Amount
5005.71
Local Unrealized Gain Loss
-34.58
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 956018
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 956018
Security Description
6% 01 Nov 2037
Maturity Date
2037-11-01T00:00:00.000
Interest Rate
6
Original Face
25175.00
Shares Par Value
240.15
Base Market Value
272.01
Base Total Cost
263.50
Base Unrealized Gain Loss
8.51
Base Accrued Interest
0
Local Market Value
272.01
Local Total Cost Amount
263.50
Local Unrealized Gain Loss
8.51
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 963822
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 963822
Security Description
6% 01 Jun 2038
Maturity Date
2038-06-01T00:00:00.000
Interest Rate
6
Original Face
35357.00
Shares Par Value
207.78
Base Market Value
233.61
Base Total Cost
225.14
Base Unrealized Gain Loss
8.47
Base Accrued Interest
0
Local Market Value
233.61
Local Total Cost Amount
225.14
Local Unrealized Gain Loss
8.47
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 964924
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 964924
Security Description
6% 01 Sep 2038
Maturity Date
2038-09-01T00:00:00.000
Interest Rate
6
Original Face
4589618.00
Shares Par Value
89371.61
Base Market Value
100504.63
Base Total Cost
98211.02
Base Unrealized Gain Loss
2293.61
Base Accrued Interest
0
Local Market Value
100504.63
Local Total Cost Amount
98211.02
Local Unrealized Gain Loss
2293.61
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 967601
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 967601
Security Description
5.5% 01 Dec 2022
Maturity Date
2022-12-01T00:00:00.000
Interest Rate
5.5
Original Face
1787338.00
Shares Par Value
13840.13
Base Market Value
14222.12
Base Total Cost
15003.58
Base Unrealized Gain Loss
-781.46
Base Accrued Interest
0
Local Market Value
14222.12
Local Total Cost Amount
15003.58
Local Unrealized Gain Loss
-781.46
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 970608
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 970608
Security Description
6% 01 Oct 2038
Maturity Date
2038-10-01T00:00:00.000
Interest Rate
6
Original Face
701749.00
Shares Par Value
18770.38
Base Market Value
21103.91
Base Total Cost
20597.55
Base Unrealized Gain Loss
506.36
Base Accrued Interest
0
Local Market Value
21103.91
Local Total Cost Amount
20597.55
Local Unrealized Gain Loss
506.36
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 970735
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 970735
Security Description
5.5% 01 Nov 2023
Maturity Date
2023-11-01T00:00:00.000
Interest Rate
5.5
Original Face
890635.00
Shares Par Value
26885.53
Base Market Value
28448.92
Base Total Cost
29145.60
Base Unrealized Gain Loss
-696.68
Base Accrued Interest
0
Local Market Value
28448.92
Local Total Cost Amount
29145.60
Local Unrealized Gain Loss
-696.68
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 970750
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 970750
Security Description
5.5% 01 Nov 2023
Maturity Date
2023-11-01T00:00:00.000
Interest Rate
5.5
Original Face
891952.00
Shares Par Value
36796.72
Base Market Value
38816.86
Base Total Cost
39889.93
Base Unrealized Gain Loss
-1073.07
Base Accrued Interest
0
Local Market Value
38816.86
Local Total Cost Amount
39889.93
Local Unrealized Gain Loss
-1073.07
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 970900
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 970900
Security Description
6% 01 Nov 2038
Maturity Date
2038-11-01T00:00:00.000
Interest Rate
6
Original Face
150000.00
Shares Par Value
4814.78
Base Market Value
5413.35
Base Total Cost
5283.48
Base Unrealized Gain Loss
129.87
Base Accrued Interest
0
Local Market Value
5413.35
Local Total Cost Amount
5283.48
Local Unrealized Gain Loss
129.87
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 976969
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 976969
Security Description
6% 01 Feb 2038
Maturity Date
2038-02-01T00:00:00.000
Interest Rate
6
Original Face
33313.00
Shares Par Value
3302.25
Base Market Value
3756.21
Base Total Cost
3628.87
Base Unrealized Gain Loss
127.34
Base Accrued Interest
0
Local Market Value
3756.21
Local Total Cost Amount
3628.87
Local Unrealized Gain Loss
127.34
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 981730
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 981730
Security Description
6.5% 01 Jul 2038
Maturity Date
2038-07-01T00:00:00.000
Interest Rate
6.5
Original Face
777148.00
Shares Par Value
65803.58
Base Market Value
76022.22
Base Total Cost
72548.45
Base Unrealized Gain Loss
3473.77
Base Accrued Interest
0
Local Market Value
76022.22
Local Total Cost Amount
72548.45
Local Unrealized Gain Loss
3473.77
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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