Ask NYC Browse All Data Public Safety Transportation Health Buildings

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
DOWNLOAD CSV
Dataset fields
Showing 50 real records
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AB8923
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB8923
Security Description
3% 01 Apr 2043
Maturity Date
2043-04-01T00:00:00.000
Interest Rate
3
Original Face
600000.00
Shares Par Value
424262.81
Base Market Value
425972.59
Base Total Cost
439642.37
Base Unrealized Gain Loss
-13669.78
Base Accrued Interest
0
Local Market Value
425972.59
Local Total Cost Amount
439642.37
Local Unrealized Gain Loss
-13669.78
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 AB8924
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB8924
Security Description
3% 01 Apr 2043
Maturity Date
2043-04-01T00:00:00.000
Interest Rate
3
Original Face
600000.00
Shares Par Value
409586.62
Base Market Value
411261.83
Base Total Cost
424658.14
Base Unrealized Gain Loss
-13396.31
Base Accrued Interest
0
Local Market Value
411261.83
Local Total Cost Amount
424658.14
Local Unrealized Gain Loss
-13396.31
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 AB9016
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB9016
Security Description
3% 01 Apr 2043
Maturity Date
2043-04-01T00:00:00.000
Interest Rate
3
Original Face
1800000.00
Shares Par Value
1231981.67
Base Market Value
1239114.84
Base Total Cost
1275774.77
Base Unrealized Gain Loss
-36659.93
Base Accrued Interest
0
Local Market Value
1239114.84
Local Total Cost Amount
1275774.77
Local Unrealized Gain Loss
-36659.93
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 AB9033
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB9033
Security Description
3% 01 Apr 2043
Maturity Date
2043-04-01T00:00:00.000
Interest Rate
3
Original Face
200000.00
Shares Par Value
127153.26
Base Market Value
127889.48
Base Total Cost
131673.18
Base Unrealized Gain Loss
-3783.70
Base Accrued Interest
0
Local Market Value
127889.48
Local Total Cost Amount
131673.18
Local Unrealized Gain Loss
-3783.70
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 AB9173
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB9173
Security Description
3% 01 May 2043
Maturity Date
2043-05-01T00:00:00.000
Interest Rate
3
Original Face
1200000.00
Shares Par Value
857036.15
Base Market Value
863155.39
Base Total Cost
892522.78
Base Unrealized Gain Loss
-29367.39
Base Accrued Interest
0
Local Market Value
863155.39
Local Total Cost Amount
892522.78
Local Unrealized Gain Loss
-29367.39
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 AB9462
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB9462
Security Description
3% 01 May 2043
Maturity Date
2043-05-01T00:00:00.000
Interest Rate
3
Original Face
884167.00
Shares Par Value
625080.53
Base Market Value
630299.95
Base Total Cost
628498.94
Base Unrealized Gain Loss
1801.01
Base Accrued Interest
0
Local Market Value
630299.95
Local Total Cost Amount
628498.94
Local Unrealized Gain Loss
1801.01
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 AB9564
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB9564
Security Description
3% 01 Jun 2043
Maturity Date
2043-06-01T00:00:00.000
Interest Rate
3
Original Face
68032.00
Shares Par Value
44888.90
Base Market Value
45264.17
Base Total Cost
45134.41
Base Unrealized Gain Loss
129.76
Base Accrued Interest
0
Local Market Value
45264.17
Local Total Cost Amount
45134.41
Local Unrealized Gain Loss
129.76
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 AB9589
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB9589
Security Description
4% 01 Jun 2043
Maturity Date
2043-06-01T00:00:00.000
Interest Rate
4
Original Face
955153.00
Shares Par Value
625236.70
Base Market Value
666983.75
Base Total Cost
648731.92
Base Unrealized Gain Loss
18251.83
Base Accrued Interest
0
Local Market Value
666983.75
Local Total Cost Amount
648731.92
Local Unrealized Gain Loss
18251.83
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 AB9662
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB9662
Security Description
3% 01 Jun 2043
Maturity Date
2043-06-01T00:00:00.000
Interest Rate
3
Original Face
1047797.00
Shares Par Value
721505.61
Base Market Value
727530.18
Base Total Cost
725451.31
Base Unrealized Gain Loss
2078.87
Base Accrued Interest
0
Local Market Value
727530.18
Local Total Cost Amount
725451.31
Local Unrealized Gain Loss
2078.87
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 AB9757
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AB9757
Security Description
3.5% 01 Jun 2043
Maturity Date
2043-06-01T00:00:00.000
Interest Rate
3.5
Original Face
321100.00
Shares Par Value
192756.05
Base Market Value
198488.61
Base Total Cost
199803.70
Base Unrealized Gain Loss
-1315.09
Base Accrued Interest
224.88
Local Market Value
198488.61
Local Total Cost Amount
199803.70
Local Unrealized Gain Loss
-1315.09
Local Accrued Interest
224.88
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 AC4470
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AC4470
Security Description
6% 01 Nov 2039
Maturity Date
2039-11-01T00:00:00.000
Interest Rate
6
Original Face
575998.00
Shares Par Value
50003.73
Base Market Value
56220.19
Base Total Cost
54949.41
Base Unrealized Gain Loss
1270.78
Base Accrued Interest
0
Local Market Value
56220.19
Local Total Cost Amount
54949.41
Local Unrealized Gain Loss
1270.78
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 AC6680
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AC6680
Security Description
5.5% 01 Dec 2039
Maturity Date
2039-12-01T00:00:00.000
Interest Rate
5.5
Original Face
968370.00
Shares Par Value
233700.53
Base Market Value
259657.65
Base Total Cost
261233.37
Base Unrealized Gain Loss
-1575.72
Base Accrued Interest
0
Local Market Value
259657.65
Local Total Cost Amount
261233.37
Local Unrealized Gain Loss
-1575.72
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 AC8107
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AC8107
Security Description
5.5% 01 Dec 2036
Maturity Date
2036-12-01T00:00:00.000
Interest Rate
5.5
Original Face
739949.00
Shares Par Value
160423.55
Base Market Value
179671.17
Base Total Cost
179223.18
Base Unrealized Gain Loss
447.99
Base Accrued Interest
0
Local Market Value
179671.17
Local Total Cost Amount
179223.18
Local Unrealized Gain Loss
447.99
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 AC9312
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AC9312
Security Description
4% 01 Oct 2041
Maturity Date
2041-10-01T00:00:00.000
Interest Rate
4
Original Face
881618.00
Shares Par Value
247543.06
Base Market Value
261207.44
Base Total Cost
263556.01
Base Unrealized Gain Loss
-2348.57
Base Accrued Interest
0
Local Market Value
261207.44
Local Total Cost Amount
263556.01
Local Unrealized Gain Loss
-2348.57
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 AD0275
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AD0275
Security Description
1% 01 Mar 2029
Maturity Date
2029-03-01T00:00:00.000
Interest Rate
6
Original Face
25363.00
Shares Par Value
1989.36
Base Market Value
2236.68
Base Total Cost
2186.12
Base Unrealized Gain Loss
50.56
Base Accrued Interest
0
Local Market Value
2236.68
Local Total Cost Amount
2186.12
Local Unrealized Gain Loss
50.56
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 AD0361
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AD0361
Security Description
1% 01 Sep 2039
Maturity Date
2039-09-01T00:00:00.000
Interest Rate
6
Original Face
5500000.00
Shares Par Value
407525.91
Base Market Value
463829.69
Base Total Cost
449424.67
Base Unrealized Gain Loss
14405.02
Base Accrued Interest
0
Local Market Value
463829.69
Local Total Cost Amount
449424.67
Local Unrealized Gain Loss
14405.02
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 AD0571
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AD0571
Security Description
1% 01 Dec 2039
Maturity Date
2039-12-01T00:00:00.000
Interest Rate
5.5
Original Face
2200000.00
Shares Par Value
336287.62
Base Market Value
375118.75
Base Total Cost
382871.10
Base Unrealized Gain Loss
-7752.35
Base Accrued Interest
0
Local Market Value
375118.75
Local Total Cost Amount
382871.10
Local Unrealized Gain Loss
-7752.35
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 AD4045
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AD4045
Security Description
5% 01 Apr 2040
Maturity Date
2040-04-01T00:00:00.000
Interest Rate
5
Original Face
261000.00
Shares Par Value
46060.47
Base Market Value
50417.33
Base Total Cost
51213.48
Base Unrealized Gain Loss
-796.15
Base Accrued Interest
0
Local Market Value
50417.33
Local Total Cost Amount
51213.48
Local Unrealized Gain Loss
-796.15
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 AD4513
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AD4513
Security Description
4.5% 01 May 2040
Maturity Date
2040-05-01T00:00:00.000
Interest Rate
4.5
Original Face
2000000.00
Shares Par Value
546435.22
Base Market Value
593477.83
Base Total Cost
584301.47
Base Unrealized Gain Loss
9176.36
Base Accrued Interest
0
Local Market Value
593477.83
Local Total Cost Amount
584301.47
Local Unrealized Gain Loss
9176.36
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 AD4812
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AD4812
Security Description
5% 01 Feb 2035
Maturity Date
2035-02-01T00:00:00.000
Interest Rate
5
Original Face
385923.00
Shares Par Value
130129.38
Base Market Value
142789.67
Base Total Cost
141434.36
Base Unrealized Gain Loss
1355.31
Base Accrued Interest
0
Local Market Value
142789.67
Local Total Cost Amount
141434.36
Local Unrealized Gain Loss
1355.31
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 AD9136
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AD9136
Security Description
4% 01 Aug 2040
Maturity Date
2040-08-01T00:00:00.000
Interest Rate
4
Original Face
173402.00
Shares Par Value
26200.34
Base Market Value
27675.68
Base Total Cost
27977.04
Base Unrealized Gain Loss
-301.36
Base Accrued Interest
0
Local Market Value
27675.68
Local Total Cost Amount
27977.04
Local Unrealized Gain Loss
-301.36
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 AE0113
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AE0113
Security Description
1% 01 Jul 2040
Maturity Date
2040-07-01T00:00:00.000
Interest Rate
4
Original Face
3373016.00
Shares Par Value
754096.18
Base Market Value
796318.03
Base Total Cost
808974.36
Base Unrealized Gain Loss
-12656.33
Base Accrued Interest
0
Local Market Value
796318.03
Local Total Cost Amount
808974.36
Local Unrealized Gain Loss
-12656.33
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 AE0215
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AE0215
Security Description
1% 01 Dec 2039
Maturity Date
2039-12-01T00:00:00.000
Interest Rate
4
Original Face
240000.00
Shares Par Value
50178.80
Base Market Value
52988.81
Base Total Cost
52938.66
Base Unrealized Gain Loss
50.15
Base Accrued Interest
0
Local Market Value
52988.81
Local Total Cost Amount
52938.66
Local Unrealized Gain Loss
50.15
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 AE0216
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AE0216
Security Description
1% 01 Aug 2040
Maturity Date
2040-08-01T00:00:00.000
Interest Rate
4
Original Face
6881146.00
Shares Par Value
1348247.64
Base Market Value
1424086.57
Base Total Cost
1446364.27
Base Unrealized Gain Loss
-22277.70
Base Accrued Interest
0
Local Market Value
1424086.57
Local Total Cost Amount
1446364.27
Local Unrealized Gain Loss
-22277.70
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 AE0481
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AE0481
Security Description
1% 01 Sep 2040
Maturity Date
2040-09-01T00:00:00.000
Interest Rate
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 AE0603
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AE0603
Security Description
1% 01 May 2040
Maturity Date
2040-05-01T00:00:00.000
Interest Rate
6
Original Face
738768.00
Shares Par Value
59666.99
Base Market Value
67739.34
Base Total Cost
65521.80
Base Unrealized Gain Loss
2217.54
Base Accrued Interest
0
Local Market Value
67739.34
Local Total Cost Amount
65521.80
Local Unrealized Gain Loss
2217.54
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 AE0622
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AE0622
Security Description
1% 01 Mar 2035
Maturity Date
2035-03-01T00:00:00.000
Interest Rate
6.5
Original Face
6632423.00
Shares Par Value
1394750.67
Base Market Value
1573236.91
Base Total Cost
1588272.32
Base Unrealized Gain Loss
-15035.41
Base Accrued Interest
0
Local Market Value
1573236.91
Local Total Cost Amount
1588272.32
Local Unrealized Gain Loss
-15035.41
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 AE0828
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AE0828
Security Description
1% 01 Feb 2041
Maturity Date
2041-02-01T00:00:00.000
Interest Rate
3.5
Original Face
3305000.00
Shares Par Value
1134160.29
Base Market Value
1171190.62
Base Total Cost
1161096.60
Base Unrealized Gain Loss
10094.02
Base Accrued Interest
0
Local Market Value
1171190.62
Local Total Cost Amount
1161096.60
Local Unrealized Gain Loss
10094.02
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 AE2157
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AE2157
Security Description
4% 01 Mar 2041
Maturity Date
2041-03-01T00:00:00.000
Interest Rate
4
Original Face
200020.00
Shares Par Value
92424.82
Base Market Value
98217.08
Base Total Cost
90897.64
Base Unrealized Gain Loss
7319.44
Base Accrued Interest
0
Local Market Value
98217.08
Local Total Cost Amount
90897.64
Local Unrealized Gain Loss
7319.44
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 AE7535
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AE7535
Security Description
4% 01 Oct 2040
Maturity Date
2040-10-01T00:00:00.000
Interest Rate
4
Original Face
448979.00
Shares Par Value
92109.43
Base Market Value
97267.56
Base Total Cost
98039.01
Base Unrealized Gain Loss
-771.45
Base Accrued Interest
0
Local Market Value
97267.56
Local Total Cost Amount
98039.01
Local Unrealized Gain Loss
-771.45
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 AE8407
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AE8407
Security Description
4% 01 Nov 2040
Maturity Date
2040-11-01T00:00:00.000
Interest Rate
4
Original Face
1675900.00
Shares Par Value
308438.65
Base Market Value
325745.14
Base Total Cost
329643.81
Base Unrealized Gain Loss
-3898.67
Base Accrued Interest
0
Local Market Value
325745.14
Local Total Cost Amount
329643.81
Local Unrealized Gain Loss
-3898.67
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 AH0006
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AH0006
Security Description
4% 01 Dec 2040
Maturity Date
2040-12-01T00:00:00.000
Interest Rate
4
Original Face
1026421.00
Shares Par Value
214045.61
Base Market Value
225967.95
Base Total Cost
228527.13
Base Unrealized Gain Loss
-2559.18
Base Accrued Interest
0
Local Market Value
225967.95
Local Total Cost Amount
228527.13
Local Unrealized Gain Loss
-2559.18
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 AH0946
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AH0946
Security Description
4% 01 Dec 2040
Maturity Date
2040-12-01T00:00:00.000
Interest Rate
4
Original Face
4581909.00
Shares Par Value
1101832.37
Base Market Value
1163347.67
Base Total Cost
1182016.50
Base Unrealized Gain Loss
-18668.83
Base Accrued Interest
0
Local Market Value
1163347.67
Local Total Cost Amount
1182016.50
Local Unrealized Gain Loss
-18668.83
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 AH1175
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AH1175
Security Description
4.5% 01 Jan 2041
Maturity Date
2041-01-01T00:00:00.000
Interest Rate
4.5
Original Face
540000.00
Shares Par Value
225867.44
Base Market Value
245339.47
Base Total Cost
241519.36
Base Unrealized Gain Loss
3820.11
Base Accrued Interest
0
Local Market Value
245339.47
Local Total Cost Amount
241519.36
Local Unrealized Gain Loss
3820.11
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 AH3598
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AH3598
Security Description
4.5% 01 Jan 2041
Maturity Date
2041-01-01T00:00:00.000
Interest Rate
4.5
Original Face
2263431.00
Shares Par Value
961203.39
Base Market Value
1037849.75
Base Total Cost
1043506.42
Base Unrealized Gain Loss
-5656.67
Base Accrued Interest
0
Local Market Value
1037849.75
Local Total Cost Amount
1043506.42
Local Unrealized Gain Loss
-5656.67
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 AH3802
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AH3802
Security Description
5% 01 Feb 2041
Maturity Date
2041-02-01T00:00:00.000
Interest Rate
5
Original Face
350000.00
Shares Par Value
135899.20
Base Market Value
148764.78
Base Total Cost
151697.47
Base Unrealized Gain Loss
-2932.69
Base Accrued Interest
0
Local Market Value
148764.78
Local Total Cost Amount
151697.47
Local Unrealized Gain Loss
-2932.69
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 AH4428
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AH4428
Security Description
3.5% 01 Jan 2041
Maturity Date
2041-01-01T00:00:00.000
Interest Rate
3.5
Original Face
650000.00
Shares Par Value
262860.63
Base Market Value
271395.71
Base Total Cost
269760.72
Base Unrealized Gain Loss
1634.99
Base Accrued Interest
0
Local Market Value
271395.71
Local Total Cost Amount
269760.72
Local Unrealized Gain Loss
1634.99
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 AH6853
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AH6853
Security Description
5% 01 Apr 2041
Maturity Date
2041-04-01T00:00:00.000
Interest Rate
5
Original Face
2304244.00
Shares Par Value
125823.54
Base Market Value
137398.05
Base Total Cost
138720.45
Base Unrealized Gain Loss
-1322.40
Base Accrued Interest
0
Local Market Value
137398.05
Local Total Cost Amount
138720.45
Local Unrealized Gain Loss
-1322.40
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 AH7025
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AH7025
Security Description
5% 01 Mar 2041
Maturity Date
2041-03-01T00:00:00.000
Interest Rate
5
Original Face
2300000.00
Shares Par Value
918955.87
Base Market Value
1006605.88
Base Total Cost
1020615.37
Base Unrealized Gain Loss
-14009.49
Base Accrued Interest
0
Local Market Value
1006605.88
Local Total Cost Amount
1020615.37
Local Unrealized Gain Loss
-14009.49
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 AH7905
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AH7905
Security Description
4% 01 Jul 2041
Maturity Date
2041-07-01T00:00:00.000
Interest Rate
4
Original Face
24682871.00
Shares Par Value
3964852.27
Base Market Value
4183355.28
Base Total Cost
4221328.65
Base Unrealized Gain Loss
-37973.37
Base Accrued Interest
0
Local Market Value
4183355.28
Local Total Cost Amount
4221328.65
Local Unrealized Gain Loss
-37973.37
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 AI1186
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AI1186
Security Description
4% 01 Apr 2041
Maturity Date
2041-04-01T00:00:00.000
Interest Rate
4
Original Face
478446.00
Shares Par Value
153459.00
Base Market Value
161948.35
Base Total Cost
163337.91
Base Unrealized Gain Loss
-1389.56
Base Accrued Interest
0
Local Market Value
161948.35
Local Total Cost Amount
163337.91
Local Unrealized Gain Loss
-1389.56
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 AI4140
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AI4140
Security Description
4.5% 01 Jun 2041
Maturity Date
2041-06-01T00:00:00.000
Interest Rate
4.5
Original Face
2200000.00
Shares Par Value
228926.90
Base Market Value
246304.74
Base Total Cost
247920.69
Base Unrealized Gain Loss
-1615.95
Base Accrued Interest
0
Local Market Value
246304.74
Local Total Cost Amount
247920.69
Local Unrealized Gain Loss
-1615.95
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 AI6293
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AI6293
Security Description
4.5% 01 Aug 2041
Maturity Date
2041-08-01T00:00:00.000
Interest Rate
4.5
Original Face
680612.00
Shares Par Value
282303.91
Base Market Value
305627.86
Base Total Cost
309122.81
Base Unrealized Gain Loss
-3494.95
Base Accrued Interest
0
Local Market Value
305627.86
Local Total Cost Amount
309122.81
Local Unrealized Gain Loss
-3494.95
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 AI8448
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AI8448
Security Description
4.5% 01 Aug 2041
Maturity Date
2041-08-01T00:00:00.000
Interest Rate
4.5
Original Face
401731.00
Shares Par Value
151986.56
Base Market Value
164195.64
Base Total Cost
166425.27
Base Unrealized Gain Loss
-2229.63
Base Accrued Interest
0
Local Market Value
164195.64
Local Total Cost Amount
166425.27
Local Unrealized Gain Loss
-2229.63
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 AI8961
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AI8961
Security Description
4.5% 01 Sep 2041
Maturity Date
2041-09-01T00:00:00.000
Interest Rate
4.5
Original Face
138399.00
Shares Par Value
69199.12
Base Market Value
75173.77
Base Total Cost
76075.77
Base Unrealized Gain Loss
-902.00
Base Accrued Interest
0
Local Market Value
75173.77
Local Total Cost Amount
76075.77
Local Unrealized Gain Loss
-902.00
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 AJ5704
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AJ5704
Security Description
4% 01 Dec 2041
Maturity Date
2041-12-01T00:00:00.000
Interest Rate
4
Original Face
2000000.00
Shares Par Value
924628.54
Base Market Value
985727.99
Base Total Cost
964792.09
Base Unrealized Gain Loss
20935.90
Base Accrued Interest
0
Local Market Value
985727.99
Local Total Cost Amount
964792.09
Local Unrealized Gain Loss
20935.90
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 AJ7684
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AJ7684
Security Description
4% 01 Dec 2041
Maturity Date
2041-12-01T00:00:00.000
Interest Rate
4
Original Face
392428.00
Shares Par Value
203993.72
Base Market Value
217991.77
Base Total Cost
225285.57
Base Unrealized Gain Loss
-7293.80
Base Accrued Interest
0
Local Market Value
217991.77
Local Total Cost Amount
225285.57
Local Unrealized Gain Loss
-7293.80
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 AK2073
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AK2073
Security Description
3.5% 01 Jan 2042
Maturity Date
2042-01-01T00:00:00.000
Interest Rate
3.5
Original Face
124000.00
Shares Par Value
69637.31
Base Market Value
71937.43
Base Total Cost
71443.54
Base Unrealized Gain Loss
493.89
Base Accrued Interest
0
Local Market Value
71937.43
Local Total Cost Amount
71443.54
Local Unrealized Gain Loss
493.89
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 AK6297
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AK6297
Security Description
4% 01 Mar 2042
Maturity Date
2042-03-01T00:00:00.000
Interest Rate
4
Original Face
295976.00
Shares Par Value
165336.88
Base Market Value
176688.91
Base Total Cost
171536.98
Base Unrealized Gain Loss
5151.93
Base Accrued Interest
0
Local Market Value
176688.91
Local Total Cost Amount
171536.98
Local Unrealized Gain Loss
5151.93
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 AK7510
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AK7510
Security Description
3.5% 01 Apr 2042
Maturity Date
2042-04-01T00:00:00.000
Interest Rate
3.5
Original Face
195559.00
Shares Par Value
97886.57
Base Market Value
101010.13
Base Total Cost
100639.63
Base Unrealized Gain Loss
370.50
Base Accrued Interest
0
Local Market Value
101010.13
Local Total Cost Amount
100639.63
Local Unrealized Gain Loss
370.50
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
NYC Data AI • Public-data exploration interface