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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 992314
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 992314
Security Description
6% 01 Oct 2038
Maturity Date
2038-10-01T00:00:00.000
Interest Rate
6
Original Face
40524.00
Shares Par Value
1807.20
Base Market Value
2039.88
Base Total Cost
1985.95
Base Unrealized Gain Loss
53.93
Base Accrued Interest
0
Local Market Value
2039.88
Local Total Cost Amount
1985.95
Local Unrealized Gain Loss
53.93
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 994638
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 994638
Security Description
6% 01 Nov 2038
Maturity Date
2038-11-01T00:00:00.000
Interest Rate
6
Original Face
1715557.00
Shares Par Value
22471.36
Base Market Value
25462.52
Base Total Cost
23974.13
Base Unrealized Gain Loss
1488.39
Base Accrued Interest
0
Local Market Value
25462.52
Local Total Cost Amount
23974.13
Local Unrealized Gain Loss
1488.39
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 995023
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 995023
Security Description
1% 01 Aug 2037
Maturity Date
2037-08-01T00:00:00.000
Interest Rate
5.5
Original Face
3200000.00
Shares Par Value
221895.87
Base Market Value
248423.52
Base Total Cost
251366.40
Base Unrealized Gain Loss
-2942.88
Base Accrued Interest
0
Local Market Value
248423.52
Local Total Cost Amount
251366.40
Local Unrealized Gain Loss
-2942.88
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 995112
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 995112
Security Description
1% 01 Jul 2036
Maturity Date
2036-07-01T00:00:00.000
Interest Rate
5.5
Original Face
613757.00
Shares Par Value
48494.65
Base Market Value
54319.34
Base Total Cost
54435.23
Base Unrealized Gain Loss
-115.89
Base Accrued Interest
0
Local Market Value
54319.34
Local Total Cost Amount
54435.23
Local Unrealized Gain Loss
-115.89
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 995113
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 995113
Security Description
1% 01 Sep 2036
Maturity Date
2036-09-01T00:00:00.000
Interest Rate
5.5
Original Face
1300000.00
Shares Par Value
103152.57
Base Market Value
115549.45
Base Total Cost
116820.27
Base Unrealized Gain Loss
-1270.82
Base Accrued Interest
0
Local Market Value
115549.45
Local Total Cost Amount
116820.27
Local Unrealized Gain Loss
-1270.82
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 995196
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 995196
Security Description
1% 01 Jul 2038
Maturity Date
2038-07-01T00:00:00.000
Interest Rate
6
Original Face
7100000.00
Shares Par Value
321041.41
Base Market Value
364747.99
Base Total Cost
341796.24
Base Unrealized Gain Loss
22951.75
Base Accrued Interest
0
Local Market Value
364747.99
Local Total Cost Amount
341796.24
Local Unrealized Gain Loss
22951.75
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 995200
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 995200
Security Description
1% 01 Mar 2037
Maturity Date
2037-03-01T00:00:00.000
Interest Rate
6.5
Original Face
714847.00
Shares Par Value
47503.54
Base Market Value
53593.02
Base Total Cost
51719.59
Base Unrealized Gain Loss
1873.43
Base Accrued Interest
0
Local Market Value
53593.02
Local Total Cost Amount
51719.59
Local Unrealized Gain Loss
1873.43
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 995442
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 995442
Security Description
1% 01 Dec 2038
Maturity Date
2038-12-01T00:00:00.000
Interest Rate
6
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 995843
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 995843
Security Description
1% 01 Aug 2037
Maturity Date
2037-08-01T00:00:00.000
Interest Rate
5.5
Original Face
3835661.00
Shares Par Value
250082.22
Base Market Value
279929.53
Base Total Cost
280717.29
Base Unrealized Gain Loss
-787.76
Base Accrued Interest
0
Local Market Value
279929.53
Local Total Cost Amount
280717.29
Local Unrealized Gain Loss
-787.76
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 AA2001
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AA2001
Security Description
4.5% 01 Jan 2039
Maturity Date
2039-01-01T00:00:00.000
Interest Rate
4.5
Original Face
1350609.00
Shares Par Value
248873.98
Base Market Value
268831.18
Base Total Cost
265750.74
Base Unrealized Gain Loss
3080.44
Base Accrued Interest
0
Local Market Value
268831.18
Local Total Cost Amount
265750.74
Local Unrealized Gain Loss
3080.44
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 AA3271
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AA3271
Security Description
6% 01 Feb 2039
Maturity Date
2039-02-01T00:00:00.000
Interest Rate
6
Original Face
187573.00
Shares Par Value
1917.90
Base Market Value
2156.33
Base Total Cost
2105.79
Base Unrealized Gain Loss
50.54
Base Accrued Interest
0
Local Market Value
2156.33
Local Total Cost Amount
2105.79
Local Unrealized Gain Loss
50.54
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 AA7176
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AA7176
Security Description
4.5% 01 May 2039
Maturity Date
2039-05-01T00:00:00.000
Interest Rate
4.5
Original Face
750000.00
Shares Par Value
125250.57
Base Market Value
135445.97
Base Total Cost
137031.94
Base Unrealized Gain Loss
-1585.97
Base Accrued Interest
0
Local Market Value
135445.97
Local Total Cost Amount
137031.94
Local Unrealized Gain Loss
-1585.97
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 AA9781
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AA9781
Security Description
4.5% 01 Jul 2024
Maturity Date
2024-07-01T00:00:00.000
Interest Rate
4.5
Original Face
6700000.00
Shares Par Value
619255.74
Base Market Value
652311.61
Base Total Cost
663958.26
Base Unrealized Gain Loss
-11646.65
Base Accrued Interest
0
Local Market Value
652311.61
Local Total Cost Amount
663958.26
Local Unrealized Gain Loss
-11646.65
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 AB0041
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB0041
Security Description
4% 01 Apr 2035
Maturity Date
2035-04-01T00:00:00.000
Interest Rate
4
Original Face
6959570.00
Shares Par Value
942340.74
Base Market Value
994602.96
Base Total Cost
1013605.25
Base Unrealized Gain Loss
-19002.29
Base Accrued Interest
0
Local Market Value
994602.96
Local Total Cost Amount
1013605.25
Local Unrealized Gain Loss
-19002.29
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 AB0200
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB0200
Security Description
5.5% 01 Jan 2039
Maturity Date
2039-01-01T00:00:00.000
Interest Rate
5.5
Original Face
3641000.00
Shares Par Value
540476.08
Base Market Value
601355.31
Base Total Cost
608922.32
Base Unrealized Gain Loss
-7567.01
Base Accrued Interest
0
Local Market Value
601355.31
Local Total Cost Amount
608922.32
Local Unrealized Gain Loss
-7567.01
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 AB0538
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB0538
Security Description
6% 01 Nov 2038
Maturity Date
2038-11-01T00:00:00.000
Interest Rate
6
Original Face
44863292.00
Shares Par Value
1640454.98
Base Market Value
1867001.81
Base Total Cost
1862429.06
Base Unrealized Gain Loss
4572.75
Base Accrued Interest
0
Local Market Value
1867001.81
Local Total Cost Amount
1862429.06
Local Unrealized Gain Loss
4572.75
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 AB1141
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB1141
Security Description
4.5% 01 Jun 2040
Maturity Date
2040-06-01T00:00:00.000
Interest Rate
4.5
Original Face
498533.00
Shares Par Value
108541.71
Base Market Value
117686.35
Base Total Cost
119226.27
Base Unrealized Gain Loss
-1539.92
Base Accrued Interest
0
Local Market Value
117686.35
Local Total Cost Amount
119226.27
Local Unrealized Gain Loss
-1539.92
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 AB1226
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB1226
Security Description
4.5% 01 Jul 2040
Maturity Date
2040-07-01T00:00:00.000
Interest Rate
4.5
Original Face
2537841.00
Shares Par Value
276361.04
Base Market Value
298533.49
Base Total Cost
300629.01
Base Unrealized Gain Loss
-2095.52
Base Accrued Interest
0
Local Market Value
298533.49
Local Total Cost Amount
300629.01
Local Unrealized Gain Loss
-2095.52
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 AB1259
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB1259
Security Description
5% 01 Jul 2040
Maturity Date
2040-07-01T00:00:00.000
Interest Rate
5
Original Face
447684.00
Shares Par Value
57456.23
Base Market Value
62854.82
Base Total Cost
63453.23
Base Unrealized Gain Loss
-598.41
Base Accrued Interest
0
Local Market Value
62854.82
Local Total Cost Amount
63453.23
Local Unrealized Gain Loss
-598.41
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 AB1614
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB1614
Security Description
4% 01 Oct 2040
Maturity Date
2040-10-01T00:00:00.000
Interest Rate
4
Original Face
9700492.00
Shares Par Value
3520130.83
Base Market Value
3737956.53
Base Total Cost
3841617.79
Base Unrealized Gain Loss
-103661.26
Base Accrued Interest
0
Local Market Value
3737956.53
Local Total Cost Amount
3841617.79
Local Unrealized Gain Loss
-103661.26
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 AB2795
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB2795
Security Description
4.5% 01 Apr 2031
Maturity Date
2031-04-01T00:00:00.000
Interest Rate
4.5
Original Face
280000.00
Shares Par Value
73698.04
Base Market Value
79271.09
Base Total Cost
80515.12
Base Unrealized Gain Loss
-1244.03
Base Accrued Interest
0
Local Market Value
79271.09
Local Total Cost Amount
80515.12
Local Unrealized Gain Loss
-1244.03
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: US DOLLAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DOLLAR
Interest Rate
0
Original Face
0.00
Shares Par Value
102871.60
Base Market Value
102871.60
Base Total Cost
102871.60
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
102871.60
Local Total Cost Amount
102871.60
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AB3314
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB3314
Security Description
4.5% 01 Jul 2041
Maturity Date
2041-07-01T00:00:00.000
Interest Rate
4.5
Original Face
1052707.00
Shares Par Value
167490.89
Base Market Value
180994.01
Base Total Cost
182094.00
Base Unrealized Gain Loss
-1099.99
Base Accrued Interest
0
Local Market Value
180994.01
Local Total Cost Amount
182094.00
Local Unrealized Gain Loss
-1099.99
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 AB4054
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB4054
Security Description
4% 01 Dec 2041
Maturity Date
2041-12-01T00:00:00.000
Interest Rate
4
Original Face
1163328.00
Shares Par Value
603971.50
Base Market Value
645301.27
Base Total Cost
667011.03
Base Unrealized Gain Loss
-21709.76
Base Accrued Interest
0
Local Market Value
645301.27
Local Total Cost Amount
667011.03
Local Unrealized Gain Loss
-21709.76
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 AB4530
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB4530
Security Description
4% 01 Feb 2042
Maturity Date
2042-02-01T00:00:00.000
Interest Rate
4
Original Face
3322550.00
Shares Par Value
908240.54
Base Market Value
958402.67
Base Total Cost
966992.35
Base Unrealized Gain Loss
-8589.68
Base Accrued Interest
0
Local Market Value
958402.67
Local Total Cost Amount
966992.35
Local Unrealized Gain Loss
-8589.68
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 AB5179
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB5179
Security Description
3.5% 01 May 2042
Maturity Date
2042-05-01T00:00:00.000
Interest Rate
3.5
Original Face
1200000.00
Shares Par Value
692187.92
Base Market Value
714206.42
Base Total Cost
685374.19
Base Unrealized Gain Loss
28832.23
Base Accrued Interest
0
Local Market Value
714206.42
Local Total Cost Amount
685374.19
Local Unrealized Gain Loss
28832.23
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 AB5192
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB5192
Security Description
4% 01 May 2042
Maturity Date
2042-05-01T00:00:00.000
Interest Rate
4
Original Face
700000.00
Shares Par Value
336020.61
Base Market Value
356433.86
Base Total Cost
351404.03
Base Unrealized Gain Loss
5029.83
Base Accrued Interest
0
Local Market Value
356433.86
Local Total Cost Amount
351404.03
Local Unrealized Gain Loss
5029.83
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 AB5250
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB5250
Security Description
3.5% 01 May 2042
Maturity Date
2042-05-01T00:00:00.000
Interest Rate
3.5
Original Face
722400.00
Shares Par Value
307078.32
Base Market Value
316843.41
Base Total Cost
318305.88
Base Unrealized Gain Loss
-1462.47
Base Accrued Interest
358.26
Local Market Value
316843.41
Local Total Cost Amount
318305.88
Local Unrealized Gain Loss
-1462.47
Local Accrued Interest
358.26
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 AB6512
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB6512
Security Description
3.5% 01 Oct 2042
Maturity Date
2042-10-01T00:00:00.000
Interest Rate
3.5
Original Face
1222201.00
Shares Par Value
693119.17
Base Market Value
715666.34
Base Total Cost
714725.00
Base Unrealized Gain Loss
941.34
Base Accrued Interest
0
Local Market Value
715666.34
Local Total Cost Amount
714725.00
Local Unrealized Gain Loss
941.34
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 AB6535
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB6535
Security Description
4% 01 Oct 2042
Maturity Date
2042-10-01T00:00:00.000
Interest Rate
4
Original Face
1549798.00
Shares Par Value
899168.76
Base Market Value
957246.07
Base Total Cost
935837.98
Base Unrealized Gain Loss
21408.09
Base Accrued Interest
0
Local Market Value
957246.07
Local Total Cost Amount
935837.98
Local Unrealized Gain Loss
21408.09
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 AB6929
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB6929
Security Description
3.5% 01 Nov 2042
Maturity Date
2042-11-01T00:00:00.000
Interest Rate
3.5
Original Face
600000.00
Shares Par Value
347715.53
Base Market Value
358560.78
Base Total Cost
362656.44
Base Unrealized Gain Loss
-4095.66
Base Accrued Interest
0
Local Market Value
358560.78
Local Total Cost Amount
362656.44
Local Unrealized Gain Loss
-4095.66
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 AB7271
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB7271
Security Description
3% 01 Dec 2042
Maturity Date
2042-12-01T00:00:00.000
Interest Rate
3
Original Face
2184354.00
Shares Par Value
1478365.72
Base Market Value
1486925.46
Base Total Cost
1441291.07
Base Unrealized Gain Loss
45634.39
Base Accrued Interest
0
Local Market Value
1486925.46
Local Total Cost Amount
1441291.07
Local Unrealized Gain Loss
45634.39
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 AB7425
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB7425
Security Description
3% 01 Dec 2042
Maturity Date
2042-12-01T00:00:00.000
Interest Rate
3
Original Face
1819704.00
Shares Par Value
1207062.27
Base Market Value
1214051.16
Base Total Cost
1176791.41
Base Unrealized Gain Loss
37259.75
Base Accrued Interest
0
Local Market Value
1214051.16
Local Total Cost Amount
1176791.41
Local Unrealized Gain Loss
37259.75
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 AB7755
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB7755
Security Description
3% 01 Jan 2043
Maturity Date
2043-01-01T00:00:00.000
Interest Rate
3
Original Face
1287272.00
Shares Par Value
848364.09
Base Market Value
853276.12
Base Total Cost
826757.30
Base Unrealized Gain Loss
26518.82
Base Accrued Interest
0
Local Market Value
853276.12
Local Total Cost Amount
826757.30
Local Unrealized Gain Loss
26518.82
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 AB7762
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB7762
Security Description
3% 01 Feb 2043
Maturity Date
2043-02-01T00:00:00.000
Interest Rate
3
Original Face
2038651.00
Shares Par Value
1338683.48
Base Market Value
1348241.68
Base Total Cost
1305530.16
Base Unrealized Gain Loss
42711.52
Base Accrued Interest
0
Local Market Value
1348241.68
Local Total Cost Amount
1305530.16
Local Unrealized Gain Loss
42711.52
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
HKD
Local Currency Code: HKD • Trade Country Name: HONG KONG • Security Name: HONG KONG DOLLAR
Local Currency Code
HKD
Trade Country Name
HONG KONG
Security Name
HONG KONG DOLLAR
Interest Rate
0
Original Face
0
Shares Par Value
0.51
Base Market Value
0.07
Base Total Cost
0.07
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
0.51
Local Total Cost Amount
0.51
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 AB7763
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB7763
Security Description
3% 01 Feb 2043
Maturity Date
2043-02-01T00:00:00.000
Interest Rate
3
Original Face
1901128.00
Shares Par Value
1215923.60
Base Market Value
1224593.14
Base Total Cost
1248221.58
Base Unrealized Gain Loss
-23628.44
Base Accrued Interest
0
Local Market Value
1224593.14
Local Total Cost Amount
1248221.58
Local Unrealized Gain Loss
-23628.44
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 AB7848
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB7848
Security Description
3% 01 Feb 2043
Maturity Date
2043-02-01T00:00:00.000
Interest Rate
3
Original Face
825000.00
Shares Par Value
505675.10
Base Market Value
507814.11
Base Total Cost
499433.16
Base Unrealized Gain Loss
8380.95
Base Accrued Interest
0
Local Market Value
507814.11
Local Total Cost Amount
499433.16
Local Unrealized Gain Loss
8380.95
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 AB8142
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB8142
Security Description
5% 01 Oct 2037
Maturity Date
2037-10-01T00:00:00.000
Interest Rate
5
Original Face
1000000.00
Shares Par Value
297384.49
Base Market Value
326956.40
Base Total Cost
332745.38
Base Unrealized Gain Loss
-5788.98
Base Accrued Interest
0
Local Market Value
326956.40
Local Total Cost Amount
332745.38
Local Unrealized Gain Loss
-5788.98
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 AB8486
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB8486
Security Description
3% 01 Feb 2043
Maturity Date
2043-02-01T00:00:00.000
Interest Rate
3
Original Face
600000.00
Shares Par Value
417741.66
Base Market Value
419512.88
Base Total Cost
402990.14
Base Unrealized Gain Loss
16522.74
Base Accrued Interest
0
Local Market Value
419512.88
Local Total Cost Amount
402990.14
Local Unrealized Gain Loss
16522.74
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 AB8558
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB8558
Security Description
3% 01 Feb 2043
Maturity Date
2043-02-01T00:00:00.000
Interest Rate
3
Original Face
2033222.00
Shares Par Value
1364490.20
Base Market Value
1374232.66
Base Total Cost
1330697.76
Base Unrealized Gain Loss
43534.90
Base Accrued Interest
0
Local Market Value
1374232.66
Local Total Cost Amount
1330697.76
Local Unrealized Gain Loss
43534.90
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 AB8700
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB8700
Security Description
3% 01 Mar 2043
Maturity Date
2043-03-01T00:00:00.000
Interest Rate
3
Original Face
1780593.00
Shares Par Value
1211228.48
Base Market Value
1219864.54
Base Total Cost
1243401.76
Base Unrealized Gain Loss
-23537.22
Base Accrued Interest
0
Local Market Value
1219864.54
Local Total Cost Amount
1243401.76
Local Unrealized Gain Loss
-23537.22
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 AB8701
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB8701
Security Description
3% 01 Mar 2043
Maturity Date
2043-03-01T00:00:00.000
Interest Rate
3
Original Face
1938662.00
Shares Par Value
1314925.73
Base Market Value
1322512.85
Base Total Cost
1363105.41
Base Unrealized Gain Loss
-40592.56
Base Accrued Interest
0
Local Market Value
1322512.85
Local Total Cost Amount
1363105.41
Local Unrealized Gain Loss
-40592.56
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 AB8712
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB8712
Security Description
3% 01 Mar 2043
Maturity Date
2043-03-01T00:00:00.000
Interest Rate
3
Original Face
252184.00
Shares Par Value
179195.63
Base Market Value
180231.38
Base Total Cost
185761.47
Base Unrealized Gain Loss
-5530.09
Base Accrued Interest
0
Local Market Value
180231.38
Local Total Cost Amount
185761.47
Local Unrealized Gain Loss
-5530.09
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: US DOLLAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DOLLAR
Interest Rate
0
Original Face
0.00
Shares Par Value
79687.50
Base Market Value
79687.50
Base Total Cost
79687.50
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
79687.50
Local Total Cost Amount
79687.50
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AB8830
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB8830
Security Description
3% 01 Mar 2043
Maturity Date
2043-03-01T00:00:00.000
Interest Rate
3
Original Face
686288.00
Shares Par Value
458377.33
Base Market Value
461017.58
Base Total Cost
475172.55
Base Unrealized Gain Loss
-14154.97
Base Accrued Interest
0
Local Market Value
461017.58
Local Total Cost Amount
475172.55
Local Unrealized Gain Loss
-14154.97
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 AB8851
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB8851
Security Description
3.5% 01 Mar 2043
Maturity Date
2043-03-01T00:00:00.000
Interest Rate
3.5
Original Face
112461.00
Shares Par Value
70023.94
Base Market Value
72311.62
Base Total Cost
71971.49
Base Unrealized Gain Loss
340.13
Base Accrued Interest
0
Local Market Value
72311.62
Local Total Cost Amount
71971.49
Local Unrealized Gain Loss
340.13
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 AB8855
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB8855
Security Description
3.5% 01 Mar 2043
Maturity Date
2043-03-01T00:00:00.000
Interest Rate
3.5
Original Face
1650000.00
Shares Par Value
1023046.00
Base Market Value
1053941.99
Base Total Cost
1044785.74
Base Unrealized Gain Loss
9156.25
Base Accrued Interest
0
Local Market Value
1053941.99
Local Total Cost Amount
1044785.74
Local Unrealized Gain Loss
9156.25
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 AB8881
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB8881
Security Description
3% 01 Apr 2043
Maturity Date
2043-04-01T00:00:00.000
Interest Rate
3
Original Face
550000.00
Shares Par Value
378979.63
Base Market Value
380813.89
Base Total Cost
370097.25
Base Unrealized Gain Loss
10716.64
Base Accrued Interest
0
Local Market Value
380813.89
Local Total Cost Amount
370097.25
Local Unrealized Gain Loss
10716.64
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 AB8896
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB8896
Security Description
3% 01 Apr 2043
Maturity Date
2043-04-01T00:00:00.000
Interest Rate
3
Original Face
625000.00
Shares Par Value
424615.06
Base Market Value
426394.20
Base Total Cost
435628.52
Base Unrealized Gain Loss
-9234.32
Base Accrued Interest
0
Local Market Value
426394.20
Local Total Cost Amount
435628.52
Local Unrealized Gain Loss
-9234.32
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
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