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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 AK9225
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AK9225
Security Description
3.5% 01 Jun 2042
Maturity Date
2042-06-01T00:00:00.000
Interest Rate
3.5
Original Face
109020.00
Shares Par Value
57674.37
Base Market Value
59518.80
Base Total Cost
59296.46
Base Unrealized Gain Loss
222.34
Base Accrued Interest
0
Local Market Value
59518.80
Local Total Cost Amount
59296.46
Local Unrealized Gain Loss
222.34
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 AL0475
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL0475
Security Description
1% 01 Mar 2035
Maturity Date
2035-03-01T00:00:00.000
Interest Rate
5.5
Original Face
3200000.00
Shares Par Value
499265.76
Base Market Value
559217.59
Base Total Cost
543731.64
Base Unrealized Gain Loss
15485.95
Base Accrued Interest
0
Local Market Value
559217.59
Local Total Cost Amount
543731.64
Local Unrealized Gain Loss
15485.95
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 AL0603
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL0603
Security Description
1% 01 Oct 2039
Maturity Date
2039-10-01T00:00:00.000
Interest Rate
6.5
Original Face
3100000.00
Shares Par Value
382361.01
Base Market Value
442120.21
Base Total Cost
427960.55
Base Unrealized Gain Loss
14159.66
Base Accrued Interest
0
Local Market Value
442120.21
Local Total Cost Amount
427960.55
Local Unrealized Gain Loss
14159.66
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 AL0808
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL0808
Security Description
1% 01 May 2040
Maturity Date
2040-05-01T00:00:00.000
Interest Rate
6.5
Original Face
8643101.00
Shares Par Value
960187.85
Base Market Value
1086174.10
Base Total Cost
1066360.45
Base Unrealized Gain Loss
19813.65
Base Accrued Interest
0
Local Market Value
1086174.10
Local Total Cost Amount
1066360.45
Local Unrealized Gain Loss
19813.65
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 AL0933
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL0933
Security Description
1% 01 Oct 2041
Maturity Date
2041-10-01T00:00:00.000
Interest Rate
5
Original Face
550000.00
Shares Par Value
112786.48
Base Market Value
123279.01
Base Total Cost
126109.39
Base Unrealized Gain Loss
-2830.38
Base Accrued Interest
0
Local Market Value
123279.01
Local Total Cost Amount
126109.39
Local Unrealized Gain Loss
-2830.38
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL1052
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL1052
Security Description
1% 01 Sep 2041
Maturity Date
2041-09-01T00:00:00.000
Interest Rate
5
Original Face
63705.00
Shares Par Value
15100.13
Base Market Value
16569.52
Base Total Cost
16685.64
Base Unrealized Gain Loss
-116.12
Base Accrued Interest
0
Local Market Value
16569.52
Local Total Cost Amount
16685.64
Local Unrealized Gain Loss
-116.12
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 AL1064
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL1064
Security Description
1% 01 Oct 2039
Maturity Date
2039-10-01T00:00:00.000
Interest Rate
6.5
Original Face
130806.00
Shares Par Value
15484.60
Base Market Value
17465.70
Base Total Cost
17930.29
Base Unrealized Gain Loss
-464.59
Base Accrued Interest
0
Local Market Value
17465.70
Local Total Cost Amount
17930.29
Local Unrealized Gain Loss
-464.59
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL1176
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL1176
Security Description
1% 01 Oct 2039
Maturity Date
2039-10-01T00:00:00.000
Interest Rate
6.5
Original Face
1207699.00
Shares Par Value
146622.65
Base Market Value
166796.46
Base Total Cost
164435.03
Base Unrealized Gain Loss
2361.43
Base Accrued Interest
0
Local Market Value
166796.46
Local Total Cost Amount
164435.03
Local Unrealized Gain Loss
2361.43
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 AL1685
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL1685
Security Description
1% 01 Jun 2040
Maturity Date
2040-06-01T00:00:00.000
Interest Rate
6.5
Original Face
511856.00
Shares Par Value
73189.39
Base Market Value
83760.13
Base Total Cost
80634.40
Base Unrealized Gain Loss
3125.73
Base Accrued Interest
0
Local Market Value
83760.13
Local Total Cost Amount
80634.40
Local Unrealized Gain Loss
3125.73
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL1730
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL1730
Security Description
1% 01 Apr 2042
Maturity Date
2042-04-01T00:00:00.000
Interest Rate
3.5
Original Face
5746661.00
Shares Par Value
2969450.99
Base Market Value
3066076.93
Base Total Cost
3037191.60
Base Unrealized Gain Loss
28885.33
Base Accrued Interest
0
Local Market Value
3066076.93
Local Total Cost Amount
3037191.60
Local Unrealized Gain Loss
28885.33
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: 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
66383.14
Base Market Value
66383.14
Base Total Cost
66383.14
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
66383.14
Local Total Cost Amount
66383.14
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 AL1822
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL1822
Security Description
1% 01 Apr 2040
Maturity Date
2040-04-01T00:00:00.000
Interest Rate
4.5
Original Face
1828000.00
Shares Par Value
744176.26
Base Market Value
811323.28
Base Total Cost
826035.65
Base Unrealized Gain Loss
-14712.37
Base Accrued Interest
0
Local Market Value
811323.28
Local Total Cost Amount
826035.65
Local Unrealized Gain Loss
-14712.37
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 AL1899
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL1899
Security Description
1% 01 Jun 2026
Maturity Date
2026-06-01T00:00:00.000
Interest Rate
5
Original Face
6480301.00
Shares Par Value
1180533.99
Base Market Value
1253054.19
Base Total Cost
1277374.66
Base Unrealized Gain Loss
-24320.47
Base Accrued Interest
0
Local Market Value
1253054.19
Local Total Cost Amount
1277374.66
Local Unrealized Gain Loss
-24320.47
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 AL1953
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL1953
Security Description
1% 01 Jan 2027
Maturity Date
2027-01-01T00:00:00.000
Interest Rate
4.5
Original Face
13500000.00
Shares Par Value
2371736.57
Base Market Value
2498411.02
Base Total Cost
2542019.82
Base Unrealized Gain Loss
-43608.80
Base Accrued Interest
0
Local Market Value
2498411.02
Local Total Cost Amount
2542019.82
Local Unrealized Gain Loss
-43608.80
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 AL2003
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL2003
Security Description
1% 01 Jun 2042
Maturity Date
2042-06-01T00:00:00.000
Interest Rate
4
Original Face
1440272.00
Shares Par Value
544780.57
Base Market Value
574727.16
Base Total Cost
582659.85
Base Unrealized Gain Loss
-7932.69
Base Accrued Interest
0
Local Market Value
574727.16
Local Total Cost Amount
582659.85
Local Unrealized Gain Loss
-7932.69
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 AL2168
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL2168
Security Description
1% 01 Jun 2042
Maturity Date
2042-06-01T00:00:00.000
Interest Rate
3.5
Original Face
282980.00
Shares Par Value
161917.90
Base Market Value
167437.68
Base Total Cost
166294.76
Base Unrealized Gain Loss
1142.92
Base Accrued Interest
0
Local Market Value
167437.68
Local Total Cost Amount
166294.76
Local Unrealized Gain Loss
1142.92
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: GNMA POOL 545913
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GNMA POOL 545913
Security Description
7% 15 Sep 2031
Maturity Date
2031-09-15T00:00:00.000
Interest Rate
7
Original Face
374521.00
Shares Par Value
4573.71
Base Market Value
5040.18
Base Total Cost
4841.69
Base Unrealized Gain Loss
198.49
Base Accrued Interest
0
Local Market Value
5040.18
Local Total Cost Amount
4841.69
Local Unrealized Gain Loss
198.49
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GNMA I
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
GNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL2242
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL2242
Security Description
1% 01 Aug 2042
Maturity Date
2042-08-01T00:00:00.000
Interest Rate
4
Original Face
690890.00
Shares Par Value
292886.74
Base Market Value
309042.37
Base Total Cost
311741.33
Base Unrealized Gain Loss
-2698.96
Base Accrued Interest
0
Local Market Value
309042.37
Local Total Cost Amount
311741.33
Local Unrealized Gain Loss
-2698.96
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 AL2482
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL2482
Security Description
1% 01 Sep 2042
Maturity Date
2042-09-01T00:00:00.000
Interest Rate
4.5
Original Face
5538411.00
Shares Par Value
1111242.01
Base Market Value
1196929.88
Base Total Cost
1209517.48
Base Unrealized Gain Loss
-12587.60
Base Accrued Interest
0
Local Market Value
1196929.88
Local Total Cost Amount
1209517.48
Local Unrealized Gain Loss
-12587.60
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL2607
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL2607
Security Description
1% 01 Jul 2042
Maturity Date
2042-07-01T00:00:00.000
Interest Rate
4
Original Face
1350589.00
Shares Par Value
404128.35
Base Market Value
426428.15
Base Total Cost
432101.61
Base Unrealized Gain Loss
-5673.46
Base Accrued Interest
0
Local Market Value
426428.15
Local Total Cost Amount
432101.61
Local Unrealized Gain Loss
-5673.46
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 AL2629
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL2629
Security Description
1% 01 Jun 2039
Maturity Date
2039-06-01T00:00:00.000
Interest Rate
5
Original Face
7784468.00
Shares Par Value
1646963.94
Base Market Value
1808646.39
Base Total Cost
1819380.46
Base Unrealized Gain Loss
-10734.07
Base Accrued Interest
0
Local Market Value
1808646.39
Local Total Cost Amount
1819380.46
Local Unrealized Gain Loss
-10734.07
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 AL2714
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL2714
Security Description
1% 01 Nov 2042
Maturity Date
2042-11-01T00:00:00.000
Interest Rate
3.5
Original Face
1250000.00
Shares Par Value
712374.83
Base Market Value
734508.32
Base Total Cost
741871.60
Base Unrealized Gain Loss
-7363.28
Base Accrued Interest
0
Local Market Value
734508.32
Local Total Cost Amount
741871.60
Local Unrealized Gain Loss
-7363.28
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 AL2901
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL2901
Security Description
1% 01 Sep 2042
Maturity Date
2042-09-01T00:00:00.000
Interest Rate
4
Original Face
1204579.00
Shares Par Value
541027.06
Base Market Value
570767.32
Base Total Cost
578264.95
Base Unrealized Gain Loss
-7497.63
Base Accrued Interest
0
Local Market Value
570767.32
Local Total Cost Amount
578264.95
Local Unrealized Gain Loss
-7497.63
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 AL2935
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL2935
Security Description
1% 01 Feb 2043
Maturity Date
2043-02-01T00:00:00.000
Interest Rate
3.5
Original Face
1748877.00
Shares Par Value
1049056.75
Base Market Value
1083360.91
Base Total Cost
1076676.46
Base Unrealized Gain Loss
6684.45
Base Accrued Interest
0
Local Market Value
1083360.91
Local Total Cost Amount
1076676.46
Local Unrealized Gain Loss
6684.45
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 AL3162
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL3162
Security Description
1% 01 Feb 2043
Maturity Date
2043-02-01T00:00:00.000
Interest Rate
3
Original Face
4139245.00
Shares Par Value
2773773.85
Base Market Value
2793550.86
Base Total Cost
2856987.07
Base Unrealized Gain Loss
-63436.21
Base Accrued Interest
0
Local Market Value
2793550.86
Local Total Cost Amount
2856987.07
Local Unrealized Gain Loss
-63436.21
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 AL3182
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL3182
Security Description
1% 01 Dec 2042
Maturity Date
2042-12-01T00:00:00.000
Interest Rate
3.5
Original Face
100000.00
Shares Par Value
62562.65
Base Market Value
64919.39
Base Total Cost
64573.93
Base Unrealized Gain Loss
345.46
Base Accrued Interest
0
Local Market Value
64919.39
Local Total Cost Amount
64573.93
Local Unrealized Gain Loss
345.46
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 AL3304
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL3304
Security Description
1% 01 Mar 2028
Maturity Date
2028-03-01T00:00:00.000
Interest Rate
3
Original Face
2485000.00
Shares Par Value
1186635.04
Base Market Value
1221189.85
Base Total Cost
1240069.51
Base Unrealized Gain Loss
-18879.66
Base Accrued Interest
0
Local Market Value
1221189.85
Local Total Cost Amount
1240069.51
Local Unrealized Gain Loss
-18879.66
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 AL3409
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL3409
Security Description
1% 01 Mar 2043
Maturity Date
2043-03-01T00:00:00.000
Interest Rate
3.5
Original Face
1445681.00
Shares Par Value
923525.51
Base Market Value
952228.68
Base Total Cost
952313.54
Base Unrealized Gain Loss
-84.86
Base Accrued Interest
0
Local Market Value
952228.68
Local Total Cost Amount
952313.54
Local Unrealized Gain Loss
-84.86
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL3759
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL3759
Security Description
1% 01 May 2043
Maturity Date
2043-05-01T00:00:00.000
Interest Rate
3
Original Face
596000.00
Shares Par Value
394931.96
Base Market Value
397739.93
Base Total Cost
395179.38
Base Unrealized Gain Loss
2560.55
Base Accrued Interest
0
Local Market Value
397739.93
Local Total Cost Amount
395179.38
Local Unrealized Gain Loss
2560.55
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 AL4244
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL4244
Security Description
1% 01 Jul 2042
Maturity Date
2042-07-01T00:00:00.000
Interest Rate
4
Original Face
6042223.00
Shares Par Value
3774867.16
Base Market Value
4033558.81
Base Total Cost
4004279.75
Base Unrealized Gain Loss
29279.06
Base Accrued Interest
0
Local Market Value
4033558.81
Local Total Cost Amount
4004279.75
Local Unrealized Gain Loss
29279.06
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL4682
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL4682
Security Description
1% 01 Dec 2043
Maturity Date
2043-12-01T00:00:00.000
Interest Rate
3.5
Original Face
1701419.00
Shares Par Value
1234820.58
Base Market Value
1280928.78
Base Total Cost
1254838.17
Base Unrealized Gain Loss
26090.61
Base Accrued Interest
0
Local Market Value
1280928.78
Local Total Cost Amount
1254838.17
Local Unrealized Gain Loss
26090.61
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 AL5083
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL5083
Security Description
1% 01 Feb 2029
Maturity Date
2029-02-01T00:00:00.000
Interest Rate
4
Original Face
12628956.00
Shares Par Value
5516218.36
Base Market Value
5805930.15
Base Total Cost
5916144.21
Base Unrealized Gain Loss
-110214.06
Base Accrued Interest
0
Local Market Value
5805930.15
Local Total Cost Amount
5916144.21
Local Unrealized Gain Loss
-110214.06
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL5097
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL5097
Security Description
1% 01 Sep 2043
Maturity Date
2043-09-01T00:00:00.000
Interest Rate
4.5
Original Face
150000.00
Shares Par Value
70279.03
Base Market Value
76006.07
Base Total Cost
76593.17
Base Unrealized Gain Loss
-587.10
Base Accrued Interest
0
Local Market Value
76006.07
Local Total Cost Amount
76593.17
Local Unrealized Gain Loss
-587.10
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: 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
64655.33
Base Market Value
64655.33
Base Total Cost
64655.33
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
64655.33
Local Total Cost Amount
64655.33
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 AL5222
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL5222
Security Description
1% 01 Mar 2044
Maturity Date
2044-03-01T00:00:00.000
Interest Rate
3.5
Original Face
2986000.00
Shares Par Value
2123143.97
Base Market Value
2195161.01
Base Total Cost
2156981.60
Base Unrealized Gain Loss
38179.41
Base Accrued Interest
0
Local Market Value
2195161.01
Local Total Cost Amount
2156981.60
Local Unrealized Gain Loss
38179.41
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 AL5231
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL5231
Security Description
1% 01 Sep 2042
Maturity Date
2042-09-01T00:00:00.000
Interest Rate
4.5
Original Face
4627736.00
Shares Par Value
1845243.41
Base Market Value
1992623.00
Base Total Cost
2009878.51
Base Unrealized Gain Loss
-17255.51
Base Accrued Interest
0
Local Market Value
1992623.00
Local Total Cost Amount
2009878.51
Local Unrealized Gain Loss
-17255.51
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 AL5554
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL5554
Security Description
1% 01 May 2044
Maturity Date
2044-05-01T00:00:00.000
Interest Rate
3.5
Original Face
2393964.00
Shares Par Value
1743296.93
Base Market Value
1808374.20
Base Total Cost
1817114.67
Base Unrealized Gain Loss
-8740.47
Base Accrued Interest
2033.85
Local Market Value
1808374.20
Local Total Cost Amount
1817114.67
Local Unrealized Gain Loss
-8740.47
Local Accrued Interest
2033.85
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 AL5744
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL5744
Security Description
1% 01 Sep 2029
Maturity Date
2029-09-01T00:00:00.000
Interest Rate
3.5
Original Face
475000.00
Shares Par Value
283208.98
Base Market Value
294860.20
Base Total Cost
300378.53
Base Unrealized Gain Loss
-5518.33
Base Accrued Interest
0
Local Market Value
294860.20
Local Total Cost Amount
300378.53
Local Unrealized Gain Loss
-5518.33
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 AL5778
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL5778
Security Description
1% 01 Jul 2043
Maturity Date
2043-07-01T00:00:00.000
Interest Rate
3
Original Face
1535977.00
Shares Par Value
1132986.03
Base Market Value
1137665.26
Base Total Cost
1135995.52
Base Unrealized Gain Loss
1669.74
Base Accrued Interest
0
Local Market Value
1137665.26
Local Total Cost Amount
1135995.52
Local Unrealized Gain Loss
1669.74
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 AL5803
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL5803
Security Description
1% 01 Oct 2028
Maturity Date
2028-10-01T00:00:00.000
Interest Rate
2.5
Original Face
645000.00
Shares Par Value
422222.97
Base Market Value
427078.53
Base Total Cost
433306.33
Base Unrealized Gain Loss
-6227.80
Base Accrued Interest
0
Local Market Value
427078.53
Local Total Cost Amount
433306.33
Local Unrealized Gain Loss
-6227.80
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 AL6052
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL6052
Security Description
1% 01 Oct 2043
Maturity Date
2043-10-01T00:00:00.000
Interest Rate
4
Original Face
1659118.00
Shares Par Value
1269807.82
Base Market Value
1354529.40
Base Total Cost
1369110.77
Base Unrealized Gain Loss
-14581.37
Base Accrued Interest
0
Local Market Value
1354529.40
Local Total Cost Amount
1369110.77
Local Unrealized Gain Loss
-14581.37
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 AL6055
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL6055
Security Description
1% 01 Dec 2042
Maturity Date
2042-12-01T00:00:00.000
Interest Rate
4
Original Face
1372666.00
Shares Par Value
948235.87
Base Market Value
1013066.76
Base Total Cost
1047208.01
Base Unrealized Gain Loss
-34141.25
Base Accrued Interest
0
Local Market Value
1013066.76
Local Total Cost Amount
1047208.01
Local Unrealized Gain Loss
-34141.25
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 AL6061
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL6061
Security Description
1% 01 Nov 2044
Maturity Date
2044-11-01T00:00:00.000
Interest Rate
3.5
Original Face
402700.00
Shares Par Value
302020.10
Base Market Value
311630.38
Base Total Cost
312685.19
Base Unrealized Gain Loss
-1054.81
Base Accrued Interest
352.36
Local Market Value
311630.38
Local Total Cost Amount
312685.19
Local Unrealized Gain Loss
-1054.81
Local Accrued Interest
352.36
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 AL6157
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL6157
Security Description
1% 01 Dec 2041
Maturity Date
2041-12-01T00:00:00.000
Interest Rate
5
Original Face
200000.00
Shares Par Value
113097.97
Base Market Value
124966.47
Base Total Cost
126422.31
Base Unrealized Gain Loss
-1455.84
Base Accrued Interest
0
Local Market Value
124966.47
Local Total Cost Amount
126422.31
Local Unrealized Gain Loss
-1455.84
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 AL6161
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL6161
Security Description
1% 01 Dec 2029
Maturity Date
2029-12-01T00:00:00.000
Interest Rate
3.5
Original Face
9600000.00
Shares Par Value
6414169.63
Base Market Value
6709991.13
Base Total Cost
6825077.36
Base Unrealized Gain Loss
-115086.23
Base Accrued Interest
0
Local Market Value
6709991.13
Local Total Cost Amount
6825077.36
Local Unrealized Gain Loss
-115086.23
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 AL6512
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL6512
Security Description
1% 01 Mar 2041
Maturity Date
2041-03-01T00:00:00.000
Interest Rate
5
Original Face
250000.00
Shares Par Value
160394.40
Base Market Value
177930.32
Base Total Cost
180944.94
Base Unrealized Gain Loss
-3014.62
Base Accrued Interest
0
Local Market Value
177930.32
Local Total Cost Amount
180944.94
Local Unrealized Gain Loss
-3014.62
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 AL6583
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL6583
Security Description
1% 01 Mar 2030
Maturity Date
2030-03-01T00:00:00.000
Interest Rate
3
Original Face
1065172.00
Shares Par Value
790028.03
Base Market Value
813136.35
Base Total Cost
819900.98
Base Unrealized Gain Loss
-6764.63
Base Accrued Interest
0
Local Market Value
813136.35
Local Total Cost Amount
819900.98
Local Unrealized Gain Loss
-6764.63
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 AL6584
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL6584
Security Description
1% 01 Apr 2030
Maturity Date
2030-04-01T00:00:00.000
Interest Rate
3
Original Face
883608.00
Shares Par Value
684708.72
Base Market Value
704517.34
Base Total Cost
709957.39
Base Unrealized Gain Loss
-5440.05
Base Accrued Interest
0
Local Market Value
704517.34
Local Total Cost Amount
709957.39
Local Unrealized Gain Loss
-5440.05
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 AL6598
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL6598
Security Description
1% 01 Apr 2030
Maturity Date
2030-04-01T00:00:00.000
Interest Rate
3.5
Original Face
300000.00
Shares Par Value
203928.08
Base Market Value
212334.00
Base Total Cost
215779.10
Base Unrealized Gain Loss
-3445.10
Base Accrued Interest
0
Local Market Value
212334.00
Local Total Cost Amount
215779.10
Local Unrealized Gain Loss
-3445.10
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL6626
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL6626
Security Description
1% 01 Dec 2042
Maturity Date
2042-12-01T00:00:00.000
Interest Rate
4
Original Face
1027634.00
Shares Par Value
599022.93
Base Market Value
631849.39
Base Total Cost
642077.70
Base Unrealized Gain Loss
-10228.31
Base Accrued Interest
0
Local Market Value
631849.39
Local Total Cost Amount
642077.70
Local Unrealized Gain Loss
-10228.31
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
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