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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 AL6761
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL6761
Security Description
1% 01 May 2030
Maturity Date
2030-05-01T00:00:00.000
Interest Rate
3
Original Face
516897.00
Shares Par Value
386074.35
Base Market Value
397363.16
Base Total Cost
401879.28
Base Unrealized Gain Loss
-4516.12
Base Accrued Interest
0
Local Market Value
397363.16
Local Total Cost Amount
401879.28
Local Unrealized Gain Loss
-4516.12
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 AL6844
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL6844
Security Description
1% 01 Jun 2041
Maturity Date
2041-06-01T00:00:00.000
Interest Rate
5
Original Face
310000.00
Shares Par Value
198062.80
Base Market Value
218283.03
Base Total Cost
221211.40
Base Unrealized Gain Loss
-2928.37
Base Accrued Interest
0
Local Market Value
218283.03
Local Total Cost Amount
221211.40
Local Unrealized Gain Loss
-2928.37
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 AL6848
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL6848
Security Description
1% 01 Jun 2044
Maturity Date
2044-06-01T00:00:00.000
Interest Rate
5
Original Face
100000.00
Shares Par Value
62395.99
Base Market Value
68696.74
Base Total Cost
68947.56
Base Unrealized Gain Loss
-250.82
Base Accrued Interest
0
Local Market Value
68696.74
Local Total Cost Amount
68947.56
Local Unrealized Gain Loss
-250.82
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 AL6850
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL6850
Security Description
1% 01 Jul 2044
Maturity Date
2044-07-01T00:00:00.000
Interest Rate
5
Original Face
300000.00
Shares Par Value
165318.11
Base Market Value
180585.24
Base Total Cost
183468.68
Base Unrealized Gain Loss
-2883.44
Base Accrued Interest
0
Local Market Value
180585.24
Local Total Cost Amount
183468.68
Local Unrealized Gain Loss
-2883.44
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 AL7139
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL7139
Security Description
1% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
3
Original Face
686185.00
Shares Par Value
536857.35
Base Market Value
552351.05
Base Total Cost
558876.89
Base Unrealized Gain Loss
-6525.84
Base Accrued Interest
0
Local Market Value
552351.05
Local Total Cost Amount
558876.89
Local Unrealized Gain Loss
-6525.84
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 AL7167
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL7167
Security Description
1% 01 Jan 2041
Maturity Date
2041-01-01T00:00:00.000
Interest Rate
4
Original Face
543852.00
Shares Par Value
311490.62
Base Market Value
330547.62
Base Total Cost
331737.51
Base Unrealized Gain Loss
-1189.89
Base Accrued Interest
0
Local Market Value
330547.62
Local Total Cost Amount
331737.51
Local Unrealized Gain Loss
-1189.89
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 AL7225
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL7225
Security Description
1% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
3
Original Face
1241361.00
Shares Par Value
975642.64
Base Market Value
1003828.96
Base Total Cost
1016345.24
Base Unrealized Gain Loss
-12516.28
Base Accrued Interest
0
Local Market Value
1003828.96
Local Total Cost Amount
1016345.24
Local Unrealized Gain Loss
-12516.28
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 AL7227
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL7227
Security Description
1% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
3
Original Face
1123902.00
Shares Par Value
884840.09
Base Market Value
909721.79
Base Total Cost
921201.49
Base Unrealized Gain Loss
-11479.70
Base Accrued Interest
0
Local Market Value
909721.79
Local Total Cost Amount
921201.49
Local Unrealized Gain Loss
-11479.70
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 AL7369
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL7369
Security Description
1% 01 Jan 2043
Maturity Date
2043-01-01T00:00:00.000
Interest Rate
4
Original Face
1279532.00
Shares Par Value
849447.63
Base Market Value
896031.34
Base Total Cost
908245.36
Base Unrealized Gain Loss
-12214.02
Base Accrued Interest
0
Local Market Value
896031.34
Local Total Cost Amount
908245.36
Local Unrealized Gain Loss
-12214.02
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 AL7442
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL7442
Security Description
1% 01 Oct 2045
Maturity Date
2045-10-01T00:00:00.000
Interest Rate
4
Original Face
621499.00
Shares Par Value
536057.66
Base Market Value
572525.66
Base Total Cost
582376.40
Base Unrealized Gain Loss
-9850.74
Base Accrued Interest
0
Local Market Value
572525.66
Local Total Cost Amount
582376.40
Local Unrealized Gain Loss
-9850.74
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 AL7443
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL7443
Security Description
1% 01 Oct 2045
Maturity Date
2045-10-01T00:00:00.000
Interest Rate
4
Original Face
868448.00
Shares Par Value
730782.82
Base Market Value
778612.56
Base Total Cost
791529.15
Base Unrealized Gain Loss
-12916.59
Base Accrued Interest
0
Local Market Value
778612.56
Local Total Cost Amount
791529.15
Local Unrealized Gain Loss
-12916.59
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 AL7521
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL7521
Security Description
1% 01 Jun 2039
Maturity Date
2039-06-01T00:00:00.000
Interest Rate
5
Original Face
11645434.00
Shares Par Value
7597949.17
Base Market Value
8331303.22
Base Total Cost
8434020.37
Base Unrealized Gain Loss
-102717.15
Base Accrued Interest
0
Local Market Value
8331303.22
Local Total Cost Amount
8434020.37
Local Unrealized Gain Loss
-102717.15
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 AL7521
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL7521
Security Description
1% 01 Jun 2039
Maturity Date
2039-06-01T00:00:00.000
Interest Rate
5
Original Face
150000.00
Shares Par Value
97866.03
Base Market Value
107312.06
Base Total Cost
108600.71
Base Unrealized Gain Loss
-1288.65
Base Accrued Interest
0
Local Market Value
107312.06
Local Total Cost Amount
108600.71
Local Unrealized Gain Loss
-1288.65
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 AL7567
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL7567
Security Description
1% 01 Jul 2029
Maturity Date
2029-07-01T00:00:00.000
Interest Rate
3.5
Original Face
794778.00
Shares Par Value
558392.35
Base Market Value
582911.36
Base Total Cost
593182.82
Base Unrealized Gain Loss
-10271.46
Base Accrued Interest
0
Local Market Value
582911.36
Local Total Cost Amount
593182.82
Local Unrealized Gain Loss
-10271.46
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 AL7577
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL7577
Security Description
1% 01 Oct 2043
Maturity Date
2043-10-01T00:00:00.000
Interest Rate
4
Original Face
927076.00
Shares Par Value
638519.83
Base Market Value
673600.11
Base Total Cost
682717.38
Base Unrealized Gain Loss
-9117.27
Base Accrued Interest
0
Local Market Value
673600.11
Local Total Cost Amount
682717.38
Local Unrealized Gain Loss
-9117.27
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 AL8045
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL8045
Security Description
1% 01 Dec 2042
Maturity Date
2042-12-01T00:00:00.000
Interest Rate
3.5
Original Face
1064226.00
Shares Par Value
830592.82
Base Market Value
857038.90
Base Total Cost
860117.81
Base Unrealized Gain Loss
-3078.91
Base Accrued Interest
969.02
Local Market Value
857038.90
Local Total Cost Amount
860117.81
Local Unrealized Gain Loss
-3078.91
Local Accrued Interest
969.02
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 AL8570
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL8570
Security Description
1% 01 May 2046
Maturity Date
2046-05-01T00:00:00.000
Interest Rate
3.5
Original Face
832000.00
Shares Par Value
738522.70
Base Market Value
762148.04
Base Total Cost
763332.45
Base Unrealized Gain Loss
-1184.41
Base Accrued Interest
0
Local Market Value
762148.04
Local Total Cost Amount
763332.45
Local Unrealized Gain Loss
-1184.41
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 AL8867
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL8867
Security Description
1% 01 Sep 2041
Maturity Date
2041-09-01T00:00:00.000
Interest Rate
5
Original Face
240000.00
Shares Par Value
190537.29
Base Market Value
209217.57
Base Total Cost
210007.82
Base Unrealized Gain Loss
-790.25
Base Accrued Interest
0
Local Market Value
209217.57
Local Total Cost Amount
210007.82
Local Unrealized Gain Loss
-790.25
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 AL8952
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL8952
Security Description
1% 01 Aug 2046
Maturity Date
2046-08-01T00:00:00.000
Interest Rate
3.5
Original Face
1559566.00
Shares Par Value
1445909.04
Base Market Value
1492235.97
Base Total Cost
1494877.92
Base Unrealized Gain Loss
-2641.95
Base Accrued Interest
0
Local Market Value
1492235.97
Local Total Cost Amount
1494877.92
Local Unrealized Gain Loss
-2641.95
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 AL9031
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9031
Security Description
1% 01 Aug 2046
Maturity Date
2046-08-01T00:00:00.000
Interest Rate
3
Original Face
283405.00
Shares Par Value
267625.03
Base Market Value
268743.70
Base Total Cost
280713.56
Base Unrealized Gain Loss
-11969.86
Base Accrued Interest
0
Local Market Value
268743.70
Local Total Cost Amount
280713.56
Local Unrealized Gain Loss
-11969.86
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
NOK
Local Currency Code: NOK • Trade Country Name: NORWAY • Security Name: NORWEGIAN KRONE
Local Currency Code
NOK
Trade Country Name
NORWAY
Security Name
NORWEGIAN KRONE
Interest Rate
0
Original Face
0
Shares Par Value
-0.01
Base Market Value
0
Base Total Cost
0
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
-0.01
Local Total Cost Amount
-0.01
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 AL9045
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9045
Security Description
1% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
3
Original Face
817709.00
Shares Par Value
783532.82
Base Market Value
785797.23
Base Total Cost
813160.17
Base Unrealized Gain Loss
-27362.94
Base Accrued Interest
0
Local Market Value
785797.23
Local Total Cost Amount
813160.17
Local Unrealized Gain Loss
-27362.94
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 AL9093
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9093
Security Description
1% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
4
Original Face
2712000.00
Shares Par Value
2587468.95
Base Market Value
2738447.76
Base Total Cost
2733822.67
Base Unrealized Gain Loss
4625.09
Base Accrued Interest
0
Local Market Value
2738447.76
Local Total Cost Amount
2733822.67
Local Unrealized Gain Loss
4625.09
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 AL9214
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9214
Security Description
1% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
3
Original Face
1106195.00
Shares Par Value
1073254.88
Base Market Value
1075015.02
Base Total Cost
1069062.48
Base Unrealized Gain Loss
5952.54
Base Accrued Interest
0
Local Market Value
1075015.02
Local Total Cost Amount
1069062.48
Local Unrealized Gain Loss
5952.54
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 AL9215
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9215
Security Description
1% 01 Oct 2046
Maturity Date
2046-10-01T00:00:00.000
Interest Rate
3
Original Face
2292492.00
Shares Par Value
2226826.62
Base Market Value
2231948.32
Base Total Cost
2306853.21
Base Unrealized Gain Loss
-74904.89
Base Accrued Interest
0
Local Market Value
2231948.32
Local Total Cost Amount
2306853.21
Local Unrealized Gain Loss
-74904.89
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 AL9227
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9227
Security Description
1% 01 Oct 2036
Maturity Date
2036-10-01T00:00:00.000
Interest Rate
3
Original Face
83286.00
Shares Par Value
80048.57
Base Market Value
81427.81
Base Total Cost
81111.72
Base Unrealized Gain Loss
316.09
Base Accrued Interest
0
Local Market Value
81427.81
Local Total Cost Amount
81111.72
Local Unrealized Gain Loss
316.09
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 AL9266
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9266
Security Description
1% 01 Oct 2046
Maturity Date
2046-10-01T00:00:00.000
Interest Rate
3
Original Face
1802024.00
Shares Par Value
1727929.15
Base Market Value
1730762.95
Base Total Cost
1786786.75
Base Unrealized Gain Loss
-56023.80
Base Accrued Interest
0
Local Market Value
1730762.95
Local Total Cost Amount
1786786.75
Local Unrealized Gain Loss
-56023.80
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 AL9325
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9325
Security Description
1% 01 Nov 2046
Maturity Date
2046-11-01T00:00:00.000
Interest Rate
3
Original Face
2350000.00
Shares Par Value
2263533.58
Base Market Value
2268739.71
Base Total Cost
2345940.35
Base Unrealized Gain Loss
-77200.64
Base Accrued Interest
0
Local Market Value
2268739.71
Local Total Cost Amount
2345940.35
Local Unrealized Gain Loss
-77200.64
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: 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
51533.95
Base Market Value
51533.95
Base Total Cost
51533.95
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
51533.95
Local Total Cost Amount
51533.95
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 AL9357
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9357
Security Description
1% 01 Oct 2046
Maturity Date
2046-10-01T00:00:00.000
Interest Rate
4
Original Face
956000.00
Shares Par Value
922950.66
Base Market Value
979702.90
Base Total Cost
977174.02
Base Unrealized Gain Loss
2528.88
Base Accrued Interest
0
Local Market Value
979702.90
Local Total Cost Amount
977174.02
Local Unrealized Gain Loss
2528.88
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 AL9405
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9405
Security Description
1% 01 Jun 2044
Maturity Date
2044-06-01T00:00:00.000
Interest Rate
3.5
Original Face
7722000.00
Shares Par Value
7035824.93
Base Market Value
7259915.95
Base Total Cost
7269985.98
Base Unrealized Gain Loss
-10070.03
Base Accrued Interest
0
Local Market Value
7259915.95
Local Total Cost Amount
7269985.98
Local Unrealized Gain Loss
-10070.03
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AL9422
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9422
Security Description
1% 01 Jan 2044
Maturity Date
2044-01-01T00:00:00.000
Interest Rate
3.5
Original Face
1543431.00
Shares Par Value
1431046.73
Base Market Value
1484467.70
Base Total Cost
1491642.62
Base Unrealized Gain Loss
-7174.92
Base Accrued Interest
1669.55
Local Market Value
1484467.70
Local Total Cost Amount
1491642.62
Local Unrealized Gain Loss
-7174.92
Local Accrued Interest
1669.55
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 AL9481
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9481
Security Description
1% 01 Nov 2046
Maturity Date
2046-11-01T00:00:00.000
Interest Rate
3
Original Face
401182.00
Shares Par Value
384639.25
Base Market Value
386004.72
Base Total Cost
384038.26
Base Unrealized Gain Loss
1966.46
Base Accrued Interest
0
Local Market Value
386004.72
Local Total Cost Amount
384038.26
Local Unrealized Gain Loss
1966.46
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 AL9511
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9511
Security Description
1% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
3.5
Original Face
1504723.00
Shares Par Value
1457503.81
Base Market Value
1505441.11
Base Total Cost
1509996.72
Base Unrealized Gain Loss
-4555.61
Base Accrued Interest
0
Local Market Value
1505441.11
Local Total Cost Amount
1509996.72
Local Unrealized Gain Loss
-4555.61
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 AL9600
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9600
Security Description
1% 01 Jan 2044
Maturity Date
2044-01-01T00:00:00.000
Interest Rate
3.5
Original Face
1239937.00
Shares Par Value
1160913.16
Base Market Value
1198991.11
Base Total Cost
1179052.43
Base Unrealized Gain Loss
19938.68
Base Accrued Interest
0
Local Market Value
1198991.11
Local Total Cost Amount
1179052.43
Local Unrealized Gain Loss
19938.68
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 AL9725
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AL9725
Security Description
1% 01 Jan 2047
Maturity Date
2047-01-01T00:00:00.000
Interest Rate
3.5
Original Face
4167000.00
Shares Par Value
4066894.70
Base Market Value
4219850.61
Base Total Cost
4214319.64
Base Unrealized Gain Loss
5530.97
Base Accrued Interest
0
Local Market Value
4219850.61
Local Total Cost Amount
4214319.64
Local Unrealized Gain Loss
5530.97
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 AO0289
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AO0289
Security Description
3.5% 01 Apr 2042
Maturity Date
2042-04-01T00:00:00.000
Interest Rate
3.5
Original Face
121719.00
Shares Par Value
74057.12
Base Market Value
76868.33
Base Total Cost
76024.27
Base Unrealized Gain Loss
844.06
Base Accrued Interest
0
Local Market Value
76868.33
Local Total Cost Amount
76024.27
Local Unrealized Gain Loss
844.06
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 AO0292
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AO0292
Security Description
3.5% 01 Apr 2042
Maturity Date
2042-04-01T00:00:00.000
Interest Rate
3.5
Original Face
671594.00
Shares Par Value
434749.24
Base Market Value
448965.54
Base Total Cost
445753.83
Base Unrealized Gain Loss
3211.71
Base Accrued Interest
0
Local Market Value
448965.54
Local Total Cost Amount
445753.83
Local Unrealized Gain Loss
3211.71
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AO2881
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AO2881
Security Description
3.5% 01 May 2042
Maturity Date
2042-05-01T00:00:00.000
Interest Rate
3.5
Original Face
44597.00
Shares Par Value
29749.90
Base Market Value
30629.60
Base Total Cost
30586.62
Base Unrealized Gain Loss
42.98
Base Accrued Interest
0
Local Market Value
30629.60
Local Total Cost Amount
30586.62
Local Unrealized Gain Loss
42.98
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 AO2974
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AO2974
Security Description
3.5% 01 May 2042
Maturity Date
2042-05-01T00:00:00.000
Interest Rate
3.5
Original Face
291700.00
Shares Par Value
170134.97
Base Market Value
175939.98
Base Total Cost
176913.79
Base Unrealized Gain Loss
-973.81
Base Accrued Interest
198.49
Local Market Value
175939.98
Local Total Cost Amount
176913.79
Local Unrealized Gain Loss
-973.81
Local Accrued Interest
198.49
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 AO3048
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AO3048
Security Description
3.5% 01 Jun 2042
Maturity Date
2042-06-01T00:00:00.000
Interest Rate
3.5
Original Face
66503.00
Shares Par Value
34701.64
Base Market Value
35810.01
Base Total Cost
35677.63
Base Unrealized Gain Loss
132.38
Base Accrued Interest
0
Local Market Value
35810.01
Local Total Cost Amount
35677.63
Local Unrealized Gain Loss
132.38
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 AO4131
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AO4131
Security Description
3.5% 01 Jun 2042
Maturity Date
2042-06-01T00:00:00.000
Interest Rate
3.5
Original Face
118500.00
Shares Par Value
71588.62
Base Market Value
74268.18
Base Total Cost
73736.27
Base Unrealized Gain Loss
531.91
Base Accrued Interest
0
Local Market Value
74268.18
Local Total Cost Amount
73736.27
Local Unrealized Gain Loss
531.91
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 AO5472
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AO5472
Security Description
3.5% 01 Jul 2042
Maturity Date
2042-07-01T00:00:00.000
Interest Rate
3.5
Original Face
1325000.00
Shares Par Value
699387.91
Base Market Value
721236.79
Base Total Cost
731078.93
Base Unrealized Gain Loss
-9842.14
Base Accrued Interest
0
Local Market Value
721236.79
Local Total Cost Amount
731078.93
Local Unrealized Gain Loss
-9842.14
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AO7152
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AO7152
Security Description
3.5% 01 Aug 2042
Maturity Date
2042-08-01T00:00:00.000
Interest Rate
3.5
Original Face
378800.00
Shares Par Value
173966.08
Base Market Value
179503.42
Base Total Cost
180353.90
Base Unrealized Gain Loss
-850.48
Base Accrued Interest
202.96
Local Market Value
179503.42
Local Total Cost Amount
180353.90
Local Unrealized Gain Loss
-850.48
Local Accrued Interest
202.96
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 AO9158
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AO9158
Security Description
3% 01 Jul 2027
Maturity Date
2027-07-01T00:00:00.000
Interest Rate
3
Original Face
510000.00
Shares Par Value
222501.21
Base Market Value
229000.47
Base Total Cost
231540.36
Base Unrealized Gain Loss
-2539.89
Base Accrued Interest
0
Local Market Value
229000.47
Local Total Cost Amount
231540.36
Local Unrealized Gain Loss
-2539.89
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 AO9707
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AO9707
Security Description
3.5% 01 Jul 2042
Maturity Date
2042-07-01T00:00:00.000
Interest Rate
3.5
Original Face
137482.00
Shares Par Value
74990.25
Base Market Value
77385.44
Base Total Cost
77099.35
Base Unrealized Gain Loss
286.09
Base Accrued Interest
0
Local Market Value
77385.44
Local Total Cost Amount
77099.35
Local Unrealized Gain Loss
286.09
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 AQ0393
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AQ0393
Security Description
3.5% 01 Oct 2042
Maturity Date
2042-10-01T00:00:00.000
Interest Rate
3.5
Original Face
341807.00
Shares Par Value
231394.91
Base Market Value
240056.02
Base Total Cost
239132.18
Base Unrealized Gain Loss
923.84
Base Accrued Interest
0
Local Market Value
240056.02
Local Total Cost Amount
239132.18
Local Unrealized Gain Loss
923.84
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
EUR
Local Currency Code: EUR • Trade Country Name: INTERNATIONAL • Security Name: EURO CURRENCY
Local Currency Code
EUR
Trade Country Name
INTERNATIONAL
Security Name
EURO CURRENCY
Interest Rate
0
Original Face
0
Shares Par Value
0.03
Base Market Value
0.03
Base Total Cost
0.03
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
0.03
Local Total Cost Amount
0.03
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 AQ7127
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AQ7127
Security Description
3.5% 01 Dec 2042
Maturity Date
2042-12-01T00:00:00.000
Interest Rate
3.5
Original Face
351700.00
Shares Par Value
210225.23
Base Market Value
216933.52
Base Total Cost
217944.45
Base Unrealized Gain Loss
-1010.93
Base Accrued Interest
245.26
Local Market Value
216933.52
Local Total Cost Amount
217944.45
Local Unrealized Gain Loss
-1010.93
Local Accrued Interest
245.26
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 AQ8484
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AQ8484
Security Description
3% 01 Jan 2043
Maturity Date
2043-01-01T00:00:00.000
Interest Rate
3
Original Face
4353310.00
Shares Par Value
2940608.88
Base Market Value
2961575.42
Base Total Cost
3023658.11
Base Unrealized Gain Loss
-62082.69
Base Accrued Interest
0
Local Market Value
2961575.42
Local Total Cost Amount
3023658.11
Local Unrealized Gain Loss
-62082.69
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
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