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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 AQ8657
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AQ8657
Security Description
3% 01 Dec 2042
Maturity Date
2042-12-01T00:00:00.000
Interest Rate
3
Original Face
2428773.00
Shares Par Value
1495326.75
Base Market Value
1505943.57
Base Total Cost
1537558.05
Base Unrealized Gain Loss
-31614.48
Base Accrued Interest
0
Local Market Value
1505943.57
Local Total Cost Amount
1537558.05
Local Unrealized Gain Loss
-31614.48
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
45343.00
Base Market Value
45343.00
Base Total Cost
45343.00
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
45343.00
Local Total Cost Amount
45343.00
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 AR3218
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AR3218
Security Description
3.5% 01 Apr 2043
Maturity Date
2043-04-01T00:00:00.000
Interest Rate
3.5
Original Face
107622.00
Shares Par Value
84341.45
Base Market Value
87497.51
Base Total Cost
87267.04
Base Unrealized Gain Loss
230.47
Base Accrued Interest
0
Local Market Value
87497.51
Local Total Cost Amount
87267.04
Local Unrealized Gain Loss
230.47
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 AR7568
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AR7568
Security Description
3% 01 Mar 2043
Maturity Date
2043-03-01T00:00:00.000
Interest Rate
3
Original Face
383000.00
Shares Par Value
259152.81
Base Market Value
260181.65
Base Total Cost
267894.09
Base Unrealized Gain Loss
-7712.44
Base Accrued Interest
0
Local Market Value
260181.65
Local Total Cost Amount
267894.09
Local Unrealized Gain Loss
-7712.44
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 AR7576
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AR7576
Security Description
3% 01 Mar 2043
Maturity Date
2043-03-01T00:00:00.000
Interest Rate
3
Original Face
500000.00
Shares Par Value
327190.50
Base Market Value
328489.45
Base Total Cost
338923.36
Base Unrealized Gain Loss
-10433.91
Base Accrued Interest
0
Local Market Value
328489.45
Local Total Cost Amount
338923.36
Local Unrealized Gain Loss
-10433.91
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 AR7932
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AR7932
Security Description
4% 01 Mar 2043
Maturity Date
2043-03-01T00:00:00.000
Interest Rate
4
Original Face
1700000.00
Shares Par Value
1138751.19
Base Market Value
1214603.41
Base Total Cost
1193197.74
Base Unrealized Gain Loss
21405.67
Base Accrued Interest
0
Local Market Value
1214603.41
Local Total Cost Amount
1193197.74
Local Unrealized Gain Loss
21405.67
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 AR8293
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AR8293
Security Description
3% 01 May 2043
Maturity Date
2043-05-01T00:00:00.000
Interest Rate
3
Original Face
1375000.00
Shares Par Value
944174.22
Base Market Value
948083.10
Base Total Cost
899621.00
Base Unrealized Gain Loss
48462.10
Base Accrued Interest
0
Local Market Value
948083.10
Local Total Cost Amount
899621.00
Local Unrealized Gain Loss
48462.10
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 AR8630
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AR8630
Security Description
3% 01 Apr 2043
Maturity Date
2043-04-01T00:00:00.000
Interest Rate
3
Original Face
800000.00
Shares Par Value
568065.58
Base Market Value
570383.29
Base Total Cost
588214.15
Base Unrealized Gain Loss
-17830.86
Base Accrued Interest
0
Local Market Value
570383.29
Local Total Cost Amount
588214.15
Local Unrealized Gain Loss
-17830.86
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 AR9194
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AR9194
Security Description
3% 01 Mar 2043
Maturity Date
2043-03-01T00:00:00.000
Interest Rate
3
Original Face
2072000.00
Shares Par Value
1393605.34
Base Market Value
1403541.75
Base Total Cost
1445756.64
Base Unrealized Gain Loss
-42214.89
Base Accrued Interest
0
Local Market Value
1403541.75
Local Total Cost Amount
1445756.64
Local Unrealized Gain Loss
-42214.89
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 AR9218
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AR9218
Security Description
3% 01 Mar 2043
Maturity Date
2043-03-01T00:00:00.000
Interest Rate
3
Original Face
902000.00
Shares Par Value
553694.66
Base Market Value
556003.57
Base Total Cost
573593.05
Base Unrealized Gain Loss
-17589.48
Base Accrued Interest
0
Local Market Value
556003.57
Local Total Cost Amount
573593.05
Local Unrealized Gain Loss
-17589.48
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 AS0016
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS0016
Security Description
3% 01 Jul 2043
Maturity Date
2043-07-01T00:00:00.000
Interest Rate
3
Original Face
575000.00
Shares Par Value
411929.18
Base Market Value
413568.66
Base Total Cost
422613.59
Base Unrealized Gain Loss
-9044.93
Base Accrued Interest
0
Local Market Value
413568.66
Local Total Cost Amount
422613.59
Local Unrealized Gain Loss
-9044.93
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 AS0189
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS0189
Security Description
2.5% 01 Aug 2028
Maturity Date
2028-08-01T00:00:00.000
Interest Rate
2.5
Original Face
1375000.00
Shares Par Value
785800.28
Base Market Value
794852.70
Base Total Cost
771312.10
Base Unrealized Gain Loss
23540.60
Base Accrued Interest
0
Local Market Value
794852.70
Local Total Cost Amount
771312.10
Local Unrealized Gain Loss
23540.60
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 AS0201
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS0201
Security Description
3% 01 Aug 2043
Maturity Date
2043-08-01T00:00:00.000
Interest Rate
3
Original Face
188636.00
Shares Par Value
134849.18
Base Market Value
135810.65
Base Total Cost
138431.12
Base Unrealized Gain Loss
-2620.47
Base Accrued Interest
0
Local Market Value
135810.65
Local Total Cost Amount
138431.12
Local Unrealized Gain Loss
-2620.47
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 AS0209
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS0209
Security Description
3.5% 01 Aug 2043
Maturity Date
2043-08-01T00:00:00.000
Interest Rate
3.5
Original Face
2000000.00
Shares Par Value
1336774.54
Base Market Value
1380433.60
Base Total Cost
1347635.86
Base Unrealized Gain Loss
32797.74
Base Accrued Interest
0
Local Market Value
1380433.60
Local Total Cost Amount
1347635.86
Local Unrealized Gain Loss
32797.74
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 AS0226
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS0226
Security Description
4% 01 Aug 2043
Maturity Date
2043-08-01T00:00:00.000
Interest Rate
4
Original Face
300000.00
Shares Par Value
168826.03
Base Market Value
178668.59
Base Total Cost
174286.48
Base Unrealized Gain Loss
4382.11
Base Accrued Interest
0
Local Market Value
178668.59
Local Total Cost Amount
174286.48
Local Unrealized Gain Loss
4382.11
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 AS0331
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS0331
Security Description
3% 01 Aug 2043
Maturity Date
2043-08-01T00:00:00.000
Interest Rate
3
Original Face
1271833.00
Shares Par Value
938015.02
Base Market Value
941748.32
Base Total Cost
940433.34
Base Unrealized Gain Loss
1314.98
Base Accrued Interest
0
Local Market Value
941748.32
Local Total Cost Amount
940433.34
Local Unrealized Gain Loss
1314.98
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 AS1453
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS1453
Security Description
3.5% 01 Jan 2044
Maturity Date
2044-01-01T00:00:00.000
Interest Rate
3.5
Original Face
270819.00
Shares Par Value
182019.46
Base Market Value
188794.22
Base Total Cost
184607.55
Base Unrealized Gain Loss
4186.67
Base Accrued Interest
0
Local Market Value
188794.22
Local Total Cost Amount
184607.55
Local Unrealized Gain Loss
4186.67
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 AS1539
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS1539
Security Description
3.5% 01 Jan 2044
Maturity Date
2044-01-01T00:00:00.000
Interest Rate
3.5
Original Face
432961.00
Shares Par Value
302030.45
Base Market Value
312308.55
Base Total Cost
306183.36
Base Unrealized Gain Loss
6125.19
Base Accrued Interest
0
Local Market Value
312308.55
Local Total Cost Amount
306183.36
Local Unrealized Gain Loss
6125.19
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 AS1701
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS1701
Security Description
3.5% 01 Feb 2044
Maturity Date
2044-02-01T00:00:00.000
Interest Rate
3.5
Original Face
1700509.00
Shares Par Value
1267225.79
Base Market Value
1314163.83
Base Total Cost
1302866.52
Base Unrealized Gain Loss
11297.31
Base Accrued Interest
0
Local Market Value
1314163.83
Local Total Cost Amount
1302866.52
Local Unrealized Gain Loss
11297.31
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 AS1767
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS1767
Security Description
4% 01 Feb 2044
Maturity Date
2044-02-01T00:00:00.000
Interest Rate
4
Original Face
4548800.00
Shares Par Value
2850143.07
Base Market Value
3024600.33
Base Total Cost
3064237.81
Base Unrealized Gain Loss
-39637.48
Base Accrued Interest
0
Local Market Value
3024600.33
Local Total Cost Amount
3064237.81
Local Unrealized Gain Loss
-39637.48
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 AS1773
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS1773
Security Description
4% 01 Feb 2044
Maturity Date
2044-02-01T00:00:00.000
Interest Rate
4
Original Face
9619109.00
Shares Par Value
6743694.33
Base Market Value
7197275.21
Base Total Cost
7286350.99
Base Unrealized Gain Loss
-89075.78
Base Accrued Interest
0
Local Market Value
7197275.21
Local Total Cost Amount
7286350.99
Local Unrealized Gain Loss
-89075.78
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 AS1867
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS1867
Security Description
3.5% 01 Mar 2029
Maturity Date
2029-03-01T00:00:00.000
Interest Rate
3.5
Original Face
709707.00
Shares Par Value
409984.08
Base Market Value
427724.09
Base Total Cost
436120.57
Base Unrealized Gain Loss
-8396.48
Base Accrued Interest
0
Local Market Value
427724.09
Local Total Cost Amount
436120.57
Local Unrealized Gain Loss
-8396.48
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 AS2591
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS2591
Security Description
3.5% 01 Jun 2044
Maturity Date
2044-06-01T00:00:00.000
Interest Rate
3.5
Original Face
105307.00
Shares Par Value
69901.45
Base Market Value
72278.80
Base Total Cost
71932.98
Base Unrealized Gain Loss
345.82
Base Accrued Interest
0
Local Market Value
72278.80
Local Total Cost Amount
71932.98
Local Unrealized Gain Loss
345.82
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: 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
38060.20
Base Market Value
38060.20
Base Total Cost
38060.20
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
38060.20
Local Total Cost Amount
38060.20
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 AS2676
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS2676
Security Description
3% 01 Jun 2029
Maturity Date
2029-06-01T00:00:00.000
Interest Rate
3
Original Face
3260851.00
Shares Par Value
2112434.61
Base Market Value
2174920.43
Base Total Cost
2190165.64
Base Unrealized Gain Loss
-15245.21
Base Accrued Interest
0
Local Market Value
2174920.43
Local Total Cost Amount
2190165.64
Local Unrealized Gain Loss
-15245.21
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 AS3011
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS3011
Security Description
3% 01 Aug 2029
Maturity Date
2029-08-01T00:00:00.000
Interest Rate
3
Original Face
2208050.00
Shares Par Value
1535494.75
Base Market Value
1580945.39
Base Total Cost
1591876.21
Base Unrealized Gain Loss
-10930.82
Base Accrued Interest
0
Local Market Value
1580945.39
Local Total Cost Amount
1591876.21
Local Unrealized Gain Loss
-10930.82
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 AS3355
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS3355
Security Description
3% 01 Sep 2029
Maturity Date
2029-09-01T00:00:00.000
Interest Rate
3
Original Face
750717.00
Shares Par Value
537208.79
Base Market Value
553255.22
Base Total Cost
557522.01
Base Unrealized Gain Loss
-4266.79
Base Accrued Interest
0
Local Market Value
553255.22
Local Total Cost Amount
557522.01
Local Unrealized Gain Loss
-4266.79
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS3648
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS3648
Security Description
4.5% 01 Oct 2044
Maturity Date
2044-10-01T00:00:00.000
Interest Rate
4.5
Original Face
10210391.00
Shares Par Value
7382639.54
Base Market Value
8070923.02
Base Total Cost
8095525.68
Base Unrealized Gain Loss
-24602.66
Base Accrued Interest
0
Local Market Value
8070923.02
Local Total Cost Amount
8095525.68
Local Unrealized Gain Loss
-24602.66
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 AS3955
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS3955
Security Description
4% 01 Dec 2044
Maturity Date
2044-12-01T00:00:00.000
Interest Rate
4
Original Face
150000.00
Shares Par Value
80535.09
Base Market Value
84699.56
Base Total Cost
83592.91
Base Unrealized Gain Loss
1106.65
Base Accrued Interest
0
Local Market Value
84699.56
Local Total Cost Amount
83592.91
Local Unrealized Gain Loss
1106.65
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 AS4308
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS4308
Security Description
4% 01 Feb 2045
Maturity Date
2045-02-01T00:00:00.000
Interest Rate
4
Original Face
901510.00
Shares Par Value
683003.63
Base Market Value
725664.04
Base Total Cost
742979.89
Base Unrealized Gain Loss
-17315.85
Base Accrued Interest
0
Local Market Value
725664.04
Local Total Cost Amount
742979.89
Local Unrealized Gain Loss
-17315.85
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS4374
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS4374
Security Description
3.5% 01 Feb 2045
Maturity Date
2045-02-01T00:00:00.000
Interest Rate
3.5
Original Face
1325000.00
Shares Par Value
1124127.68
Base Market Value
1158278.68
Base Total Cost
1165579.89
Base Unrealized Gain Loss
-7301.21
Base Accrued Interest
0
Local Market Value
1158278.68
Local Total Cost Amount
1165579.89
Local Unrealized Gain Loss
-7301.21
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 AS4784
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS4784
Security Description
3% 01 Apr 2045
Maturity Date
2045-04-01T00:00:00.000
Interest Rate
3
Original Face
1429902.00
Shares Par Value
1194954.56
Base Market Value
1199459.54
Base Total Cost
1224174.94
Base Unrealized Gain Loss
-24715.40
Base Accrued Interest
0
Local Market Value
1199459.54
Local Total Cost Amount
1224174.94
Local Unrealized Gain Loss
-24715.40
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 AS5444
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS5444
Security Description
3% 01 Jul 2045
Maturity Date
2045-07-01T00:00:00.000
Interest Rate
3
Original Face
775000.00
Shares Par Value
666390.49
Base Market Value
668029.81
Base Total Cost
677948.20
Base Unrealized Gain Loss
-9918.39
Base Accrued Interest
0
Local Market Value
668029.81
Local Total Cost Amount
677948.20
Local Unrealized Gain Loss
-9918.39
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 AS5453
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS5453
Security Description
3.5% 01 Jul 2045
Maturity Date
2045-07-01T00:00:00.000
Interest Rate
3.5
Original Face
2683295.00
Shares Par Value
2229680.57
Base Market Value
2300651.30
Base Total Cost
2305193.58
Base Unrealized Gain Loss
-4542.28
Base Accrued Interest
0
Local Market Value
2300651.30
Local Total Cost Amount
2305193.58
Local Unrealized Gain Loss
-4542.28
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 AS5548
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS5548
Security Description
2.5% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
2.5
Original Face
508329.00
Shares Par Value
412357.49
Base Market Value
415969.74
Base Total Cost
416867.64
Base Unrealized Gain Loss
-897.90
Base Accrued Interest
0
Local Market Value
415969.74
Local Total Cost Amount
416867.64
Local Unrealized Gain Loss
-897.90
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 AS5614
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS5614
Security Description
2.5% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
2.5
Original Face
688234.00
Shares Par Value
538618.35
Base Market Value
543342.03
Base Total Cost
547644.42
Base Unrealized Gain Loss
-4302.39
Base Accrued Interest
0
Local Market Value
543342.03
Local Total Cost Amount
547644.42
Local Unrealized Gain Loss
-4302.39
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 AS5616
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS5616
Security Description
2.5% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
2.5
Original Face
1336325.00
Shares Par Value
1033611.16
Base Market Value
1042675.93
Base Total Cost
1050609.22
Base Unrealized Gain Loss
-7933.29
Base Accrued Interest
0
Local Market Value
1042675.93
Local Total Cost Amount
1050609.22
Local Unrealized Gain Loss
-7933.29
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS5622
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS5622
Security Description
3% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
3
Original Face
948506.00
Shares Par Value
743501.13
Base Market Value
765003.18
Base Total Cost
774460.97
Base Unrealized Gain Loss
-9457.79
Base Accrued Interest
0
Local Market Value
765003.18
Local Total Cost Amount
774460.97
Local Unrealized Gain Loss
-9457.79
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS5623
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS5623
Security Description
3% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
3
Original Face
946062.00
Shares Par Value
748059.56
Base Market Value
769147.36
Base Total Cost
778800.13
Base Unrealized Gain Loss
-9652.77
Base Accrued Interest
0
Local Market Value
769147.36
Local Total Cost Amount
778800.13
Local Unrealized Gain Loss
-9652.77
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS5707
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS5707
Security Description
3.5% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
3.5
Original Face
178932.00
Shares Par Value
140945.13
Base Market Value
147136.85
Base Total Cost
149319.27
Base Unrealized Gain Loss
-2182.42
Base Accrued Interest
0
Local Market Value
147136.85
Local Total Cost Amount
149319.27
Local Unrealized Gain Loss
-2182.42
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 AS5708
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS5708
Security Description
3.5% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
3.5
Original Face
729549.00
Shares Par Value
572371.11
Base Market Value
598831.83
Base Total Cost
608524.39
Base Unrealized Gain Loss
-9692.56
Base Accrued Interest
0
Local Market Value
598831.83
Local Total Cost Amount
608524.39
Local Unrealized Gain Loss
-9692.56
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 AS5714
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS5714
Security Description
3% 01 Sep 2030
Maturity Date
2030-09-01T00:00:00.000
Interest Rate
3
Original Face
638978.00
Shares Par Value
523140.45
Base Market Value
538306.29
Base Total Cost
543003.45
Base Unrealized Gain Loss
-4697.16
Base Accrued Interest
0
Local Market Value
538306.29
Local Total Cost Amount
543003.45
Local Unrealized Gain Loss
-4697.16
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS5728
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS5728
Security Description
3% 01 Sep 2030
Maturity Date
2030-09-01T00:00:00.000
Interest Rate
3
Original Face
878365.00
Shares Par Value
692482.89
Base Market Value
712703.39
Base Total Cost
719424.82
Base Unrealized Gain Loss
-6721.43
Base Accrued Interest
0
Local Market Value
712703.39
Local Total Cost Amount
719424.82
Local Unrealized Gain Loss
-6721.43
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 AS5786
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS5786
Security Description
2.5% 01 Sep 2030
Maturity Date
2030-09-01T00:00:00.000
Interest Rate
2.5
Original Face
711906.00
Shares Par Value
583854.10
Base Market Value
588968.66
Base Total Cost
593455.77
Base Unrealized Gain Loss
-4487.11
Base Accrued Interest
0
Local Market Value
588968.66
Local Total Cost Amount
593455.77
Local Unrealized Gain Loss
-4487.11
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 AS5872
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS5872
Security Description
2.5% 01 Sep 2030
Maturity Date
2030-09-01T00:00:00.000
Interest Rate
2.5
Original Face
851208.00
Shares Par Value
700079.88
Base Market Value
706219.58
Base Total Cost
711756.98
Base Unrealized Gain Loss
-5537.40
Base Accrued Interest
0
Local Market Value
706219.58
Local Total Cost Amount
711756.98
Local Unrealized Gain Loss
-5537.40
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 AS6115
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS6115
Security Description
2.5% 01 Nov 2030
Maturity Date
2030-11-01T00:00:00.000
Interest Rate
2.5
Original Face
840000.00
Shares Par Value
662107.93
Base Market Value
666411.63
Base Total Cost
677393.31
Base Unrealized Gain Loss
-10981.68
Base Accrued Interest
0
Local Market Value
666411.63
Local Total Cost Amount
677393.31
Local Unrealized Gain Loss
-10981.68
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 AS6116
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS6116
Security Description
2.5% 01 Nov 2030
Maturity Date
2030-11-01T00:00:00.000
Interest Rate
2.5
Original Face
840000.00
Shares Par Value
686735.85
Base Market Value
690780.72
Base Total Cost
702267.90
Base Unrealized Gain Loss
-11487.18
Base Accrued Interest
0
Local Market Value
690780.72
Local Total Cost Amount
702267.90
Local Unrealized Gain Loss
-11487.18
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 AS6141
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS6141
Security Description
2.5% 01 Nov 2030
Maturity Date
2030-11-01T00:00:00.000
Interest Rate
2.5
Original Face
859945.00
Shares Par Value
675085.19
Base Market Value
681005.69
Base Total Cost
683128.20
Base Unrealized Gain Loss
-2122.51
Base Accrued Interest
0
Local Market Value
681005.69
Local Total Cost Amount
683128.20
Local Unrealized Gain Loss
-2122.51
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 AS6142
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS6142
Security Description
2.5% 01 Nov 2030
Maturity Date
2030-11-01T00:00:00.000
Interest Rate
2.5
Original Face
722222.00
Shares Par Value
612620.62
Base Market Value
616688.42
Base Total Cost
619871.56
Base Unrealized Gain Loss
-3183.14
Base Accrued Interest
0
Local Market Value
616688.42
Local Total Cost Amount
619871.56
Local Unrealized Gain Loss
-3183.14
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 AS6233
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS6233
Security Description
4.5% 01 Nov 2045
Maturity Date
2045-11-01T00:00:00.000
Interest Rate
4.5
Original Face
142317.00
Shares Par Value
100775.14
Base Market Value
108658.78
Base Total Cost
110293.67
Base Unrealized Gain Loss
-1634.89
Base Accrued Interest
0
Local Market Value
108658.78
Local Total Cost Amount
110293.67
Local Unrealized Gain Loss
-1634.89
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
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