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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 AS9317
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS9317
Security Description
2.5% 01 Mar 2032
Maturity Date
2032-03-01T00:00:00.000
Interest Rate
2.5
Original Face
576218.00
Shares Par Value
562540.45
Base Market Value
566360.10
Base Total Cost
559837.62
Base Unrealized Gain Loss
6522.48
Base Accrued Interest
0
Local Market Value
566360.10
Local Total Cost Amount
559837.62
Local Unrealized Gain Loss
6522.48
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 AS9318
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS9318
Security Description
2.5% 01 Mar 2032
Maturity Date
2032-03-01T00:00:00.000
Interest Rate
2.5
Original Face
1120722.00
Shares Par Value
1090285.79
Base Market Value
1097470.77
Base Total Cost
1084919.55
Base Unrealized Gain Loss
12551.22
Base Accrued Interest
0
Local Market Value
1097470.77
Local Total Cost Amount
1084919.55
Local Unrealized Gain Loss
12551.22
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AS9319
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS9319
Security Description
2.5% 01 Mar 2032
Maturity Date
2032-03-01T00:00:00.000
Interest Rate
2.5
Original Face
1167112.00
Shares Par Value
1148627.62
Base Market Value
1155393.04
Base Total Cost
1142390.94
Base Unrealized Gain Loss
13002.10
Base Accrued Interest
0
Local Market Value
1155393.04
Local Total Cost Amount
1142390.94
Local Unrealized Gain Loss
13002.10
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 AS9321
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS9321
Security Description
2.5% 01 Mar 2032
Maturity Date
2032-03-01T00:00:00.000
Interest Rate
2.5
Original Face
898958.00
Shares Par Value
880143.40
Base Market Value
886462.83
Base Total Cost
876464.68
Base Unrealized Gain Loss
9998.15
Base Accrued Interest
0
Local Market Value
886462.83
Local Total Cost Amount
876464.68
Local Unrealized Gain Loss
9998.15
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 AS9520
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AS9520
Security Description
3.5% 01 Apr 2032
Maturity Date
2032-04-01T00:00:00.000
Interest Rate
3.5
Original Face
150000.00
Shares Par Value
148692.00
Base Market Value
155002.49
Base Total Cost
155778.11
Base Unrealized Gain Loss
-775.62
Base Accrued Interest
0
Local Market Value
155002.49
Local Total Cost Amount
155778.11
Local Unrealized Gain Loss
-775.62
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 AT2037
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT2037
Security Description
3% 01 Apr 2043
Maturity Date
2043-04-01T00:00:00.000
Interest Rate
3
Original Face
331200.00
Shares Par Value
198660.58
Base Market Value
199488.99
Base Total Cost
200509.88
Base Unrealized Gain Loss
-1020.89
Base Accrued Interest
0
Local Market Value
199488.99
Local Total Cost Amount
200509.88
Local Unrealized Gain Loss
-1020.89
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 AT2040
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT2040
Security Description
3% 01 Apr 2043
Maturity Date
2043-04-01T00:00:00.000
Interest Rate
3
Original Face
1100000.00
Shares Par Value
684234.02
Base Market Value
687080.43
Base Total Cost
711443.00
Base Unrealized Gain Loss
-24362.57
Base Accrued Interest
0
Local Market Value
687080.43
Local Total Cost Amount
711443.00
Local Unrealized Gain Loss
-24362.57
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AT2043
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT2043
Security Description
3% 01 Apr 2043
Maturity Date
2043-04-01T00:00:00.000
Interest Rate
3
Original Face
500000.00
Shares Par Value
354255.75
Base Market Value
355708.20
Base Total Cost
368495.22
Base Unrealized Gain Loss
-12787.02
Base Accrued Interest
0
Local Market Value
355708.20
Local Total Cost Amount
368495.22
Local Unrealized Gain Loss
-12787.02
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: 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
23392.83
Base Market Value
23392.83
Base Total Cost
23392.83
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
23392.83
Local Total Cost Amount
23392.83
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 AT2719
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT2719
Security Description
3% 01 May 2043
Maturity Date
2043-05-01T00:00:00.000
Interest Rate
3
Original Face
2100000.00
Shares Par Value
1389689.74
Base Market Value
1399598.23
Base Total Cost
1427471.92
Base Unrealized Gain Loss
-27873.69
Base Accrued Interest
0
Local Market Value
1399598.23
Local Total Cost Amount
1427471.92
Local Unrealized Gain Loss
-27873.69
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 AT2720
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT2720
Security Description
3% 01 May 2043
Maturity Date
2043-05-01T00:00:00.000
Interest Rate
3
Original Face
11427872.00
Shares Par Value
7598601.57
Base Market Value
7635226.83
Base Total Cost
7802220.36
Base Unrealized Gain Loss
-166993.53
Base Accrued Interest
0
Local Market Value
7635226.83
Local Total Cost Amount
7802220.36
Local Unrealized Gain Loss
-166993.53
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 AT4014
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT4014
Security Description
3% 01 Mar 2043
Maturity Date
2043-03-01T00:00:00.000
Interest Rate
3
Original Face
825000.00
Shares Par Value
581442.58
Base Market Value
583907.90
Base Total Cost
593616.53
Base Unrealized Gain Loss
-9708.63
Base Accrued Interest
0
Local Market Value
583907.90
Local Total Cost Amount
593616.53
Local Unrealized Gain Loss
-9708.63
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 AT4957
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT4957
Security Description
3.5% 01 May 2043
Maturity Date
2043-05-01T00:00:00.000
Interest Rate
3.5
Original Face
806168.00
Shares Par Value
563480.60
Base Market Value
584340.65
Base Total Cost
568323.00
Base Unrealized Gain Loss
16017.65
Base Accrued Interest
0
Local Market Value
584340.65
Local Total Cost Amount
568323.00
Local Unrealized Gain Loss
16017.65
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 AT5026
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT5026
Security Description
3% 01 May 2043
Maturity Date
2043-05-01T00:00:00.000
Interest Rate
3
Original Face
850000.00
Shares Par Value
555810.94
Base Market Value
558134.23
Base Total Cost
557547.85
Base Unrealized Gain Loss
586.38
Base Accrued Interest
0
Local Market Value
558134.23
Local Total Cost Amount
557547.85
Local Unrealized Gain Loss
586.38
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 AT5925
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT5925
Security Description
3% 01 Jun 2028
Maturity Date
2028-06-01T00:00:00.000
Interest Rate
3
Original Face
1675000.00
Shares Par Value
973107.77
Base Market Value
999449.80
Base Total Cost
1015985.34
Base Unrealized Gain Loss
-16535.54
Base Accrued Interest
0
Local Market Value
999449.80
Local Total Cost Amount
1015985.34
Local Unrealized Gain Loss
-16535.54
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 AT6144
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT6144
Security Description
4% 01 May 2042
Maturity Date
2042-05-01T00:00:00.000
Interest Rate
4
Original Face
400000.00
Shares Par Value
245370.34
Base Market Value
262161.03
Base Total Cost
254849.68
Base Unrealized Gain Loss
7311.35
Base Accrued Interest
0
Local Market Value
262161.03
Local Total Cost Amount
254849.68
Local Unrealized Gain Loss
7311.35
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AT7207
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT7207
Security Description
3.5% 01 Jun 2043
Maturity Date
2043-06-01T00:00:00.000
Interest Rate
3.5
Original Face
825000.00
Shares Par Value
545439.98
Base Market Value
561410.46
Base Total Cost
565638.32
Base Unrealized Gain Loss
-4227.86
Base Accrued Interest
0
Local Market Value
561410.46
Local Total Cost Amount
565638.32
Local Unrealized Gain Loss
-4227.86
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 AT7267
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT7267
Security Description
3.5% 01 Sep 2043
Maturity Date
2043-09-01T00:00:00.000
Interest Rate
3.5
Original Face
120570.00
Shares Par Value
75279.39
Base Market Value
77844.91
Base Total Cost
77314.30
Base Unrealized Gain Loss
530.61
Base Accrued Interest
0
Local Market Value
77844.91
Local Total Cost Amount
77314.30
Local Unrealized Gain Loss
530.61
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 AT7333
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT7333
Security Description
3.5% 01 Aug 2043
Maturity Date
2043-08-01T00:00:00.000
Interest Rate
3.5
Original Face
50618.00
Shares Par Value
38787.86
Base Market Value
40110.14
Base Total Cost
39915.14
Base Unrealized Gain Loss
195.00
Base Accrued Interest
0
Local Market Value
40110.14
Local Total Cost Amount
39915.14
Local Unrealized Gain Loss
195.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AT7676
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT7676
Security Description
3% 01 Jun 2043
Maturity Date
2043-06-01T00:00:00.000
Interest Rate
3
Original Face
315000.00
Shares Par Value
231420.47
Base Market Value
233065.87
Base Total Cost
231203.53
Base Unrealized Gain Loss
1862.34
Base Accrued Interest
0
Local Market Value
233065.87
Local Total Cost Amount
231203.53
Local Unrealized Gain Loss
1862.34
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 AT7940
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT7940
Security Description
3.5% 01 Jul 2043
Maturity Date
2043-07-01T00:00:00.000
Interest Rate
3.5
Original Face
3549173.00
Shares Par Value
2386598.76
Base Market Value
2475809.82
Base Total Cost
2471061.98
Base Unrealized Gain Loss
4747.84
Base Accrued Interest
0
Local Market Value
2475809.82
Local Total Cost Amount
2471061.98
Local Unrealized Gain Loss
4747.84
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 AT9667
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AT9667
Security Description
3.5% 01 Jul 2043
Maturity Date
2043-07-01T00:00:00.000
Interest Rate
3.5
Original Face
1492000.00
Shares Par Value
902166.08
Base Market Value
929185.95
Base Total Cost
938111.77
Base Unrealized Gain Loss
-8925.82
Base Accrued Interest
0
Local Market Value
929185.95
Local Total Cost Amount
938111.77
Local Unrealized Gain Loss
-8925.82
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 AU3032
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AU3032
Security Description
3.5% 01 Aug 2043
Maturity Date
2043-08-01T00:00:00.000
Interest Rate
3.5
Original Face
64278.00
Shares Par Value
47400.17
Base Market Value
49015.57
Base Total Cost
48777.75
Base Unrealized Gain Loss
237.82
Base Accrued Interest
0
Local Market Value
49015.57
Local Total Cost Amount
48777.75
Local Unrealized Gain Loss
237.82
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 AU4279
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AU4279
Security Description
3% 01 Sep 2043
Maturity Date
2043-09-01T00:00:00.000
Interest Rate
3
Original Face
800000.00
Shares Par Value
579025.13
Base Market Value
581329.65
Base Total Cost
580834.57
Base Unrealized Gain Loss
495.08
Base Accrued Interest
0
Local Market Value
581329.65
Local Total Cost Amount
580834.57
Local Unrealized Gain Loss
495.08
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 AU4376
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AU4376
Security Description
4.5% 01 Oct 2043
Maturity Date
2043-10-01T00:00:00.000
Interest Rate
4.5
Original Face
200000.00
Shares Par Value
82283.23
Base Market Value
88420.74
Base Total Cost
90640.12
Base Unrealized Gain Loss
-2219.38
Base Accrued Interest
0
Local Market Value
88420.74
Local Total Cost Amount
90640.12
Local Unrealized Gain Loss
-2219.38
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 AU5401
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AU5401
Security Description
3.5% 01 Aug 2043
Maturity Date
2043-08-01T00:00:00.000
Interest Rate
3.5
Original Face
1000000.00
Shares Par Value
693717.52
Base Market Value
716402.08
Base Total Cost
699570.79
Base Unrealized Gain Loss
16831.29
Base Accrued Interest
0
Local Market Value
716402.08
Local Total Cost Amount
699570.79
Local Unrealized Gain Loss
16831.29
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 AU5743
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AU5743
Security Description
3% 01 Sep 2028
Maturity Date
2028-09-01T00:00:00.000
Interest Rate
3
Original Face
744213.00
Shares Par Value
441985.49
Base Market Value
454029.59
Base Total Cost
456798.92
Base Unrealized Gain Loss
-2769.33
Base Accrued Interest
0
Local Market Value
454029.59
Local Total Cost Amount
456798.92
Local Unrealized Gain Loss
-2769.33
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 AU7247
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AU7247
Security Description
3.5% 01 Oct 2043
Maturity Date
2043-10-01T00:00:00.000
Interest Rate
3.5
Original Face
129999.00
Shares Par Value
86555.30
Base Market Value
89795.06
Base Total Cost
88989.70
Base Unrealized Gain Loss
805.36
Base Accrued Interest
0
Local Market Value
89795.06
Local Total Cost Amount
88989.70
Local Unrealized Gain Loss
805.36
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AV0736
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AV0736
Security Description
4.5% 01 Sep 2043
Maturity Date
2043-09-01T00:00:00.000
Interest Rate
4.5
Original Face
109001.00
Shares Par Value
59653.11
Base Market Value
64105.02
Base Total Cost
64499.93
Base Unrealized Gain Loss
-394.91
Base Accrued Interest
0
Local Market Value
64105.02
Local Total Cost Amount
64499.93
Local Unrealized Gain Loss
-394.91
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
JPY
Local Currency Code: JPY • Trade Country Name: JAPAN • Security Name: KOBE STEEL LTD
Local Currency Code
JPY
Trade Country Name
JAPAN
Security Name
KOBE STEEL LTD
Security Description
COMMON STOCK
Interest Rate
0
Original Face
0
Shares Par Value
4500
Base Market Value
29445.89
Base Total Cost
32875.74
Base Unrealized Gain Loss
-3429.85
Base Accrued Interest
0
Local Market Value
3172500
Local Total Cost Amount
3614437
Local Unrealized Gain Loss
-441937
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
MATERIALS
Minor Industry Name
METALS & MINING
Moody S Quality Rating
NA
S And P Quality Rating
NA
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 AV3994
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AV3994
Security Description
3.5% 01 Dec 2028
Maturity Date
2028-12-01T00:00:00.000
Interest Rate
3.5
Original Face
2334521.00
Shares Par Value
1422798.64
Base Market Value
1486824.58
Base Total Cost
1501941.78
Base Unrealized Gain Loss
-15117.20
Base Accrued Interest
0
Local Market Value
1486824.58
Local Total Cost Amount
1501941.78
Local Unrealized Gain Loss
-15117.20
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
21498.79
Base Market Value
21498.79
Base Total Cost
21498.79
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
21498.79
Local Total Cost Amount
21498.79
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 AV8052
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AV8052
Security Description
3.5% 01 Apr 2044
Maturity Date
2044-04-01T00:00:00.000
Interest Rate
3.5
Original Face
470578.00
Shares Par Value
329710.76
Base Market Value
340920.93
Base Total Cost
337927.79
Base Unrealized Gain Loss
2993.14
Base Accrued Interest
0
Local Market Value
340920.93
Local Total Cost Amount
337927.79
Local Unrealized Gain Loss
2993.14
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 AW1310
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW1310
Security Description
3.5% 01 Jul 2044
Maturity Date
2044-07-01T00:00:00.000
Interest Rate
3.5
Original Face
698310.00
Shares Par Value
471167.31
Base Market Value
486532.08
Base Total Cost
482799.26
Base Unrealized Gain Loss
3732.82
Base Accrued Interest
0
Local Market Value
486532.08
Local Total Cost Amount
482799.26
Local Unrealized Gain Loss
3732.82
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 AW1319
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW1319
Security Description
3% 01 Aug 2029
Maturity Date
2029-08-01T00:00:00.000
Interest Rate
3
Original Face
737020.00
Shares Par Value
501795.85
Base Market Value
515379.46
Base Total Cost
521318.83
Base Unrealized Gain Loss
-5939.37
Base Accrued Interest
0
Local Market Value
515379.46
Local Total Cost Amount
521318.83
Local Unrealized Gain Loss
-5939.37
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 AW2901
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW2901
Security Description
3% 01 Apr 2029
Maturity Date
2029-04-01T00:00:00.000
Interest Rate
3
Original Face
284669.00
Shares Par Value
206074.47
Base Market Value
212145.42
Base Total Cost
212852.38
Base Unrealized Gain Loss
-706.96
Base Accrued Interest
0
Local Market Value
212145.42
Local Total Cost Amount
212852.38
Local Unrealized Gain Loss
-706.96
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 AW3640
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW3640
Security Description
3% 01 Jun 2029
Maturity Date
2029-06-01T00:00:00.000
Interest Rate
3
Original Face
475000.00
Shares Par Value
303229.18
Base Market Value
311652.89
Base Total Cost
314884.56
Base Unrealized Gain Loss
-3231.67
Base Accrued Interest
0
Local Market Value
311652.89
Local Total Cost Amount
314884.56
Local Unrealized Gain Loss
-3231.67
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 AW3693
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW3693
Security Description
3.5% 01 May 2029
Maturity Date
2029-05-01T00:00:00.000
Interest Rate
3.5
Original Face
4815860.00
Shares Par Value
2892859.41
Base Market Value
3022748.80
Base Total Cost
3078635.24
Base Unrealized Gain Loss
-55886.44
Base Accrued Interest
0
Local Market Value
3022748.80
Local Total Cost Amount
3078635.24
Local Unrealized Gain Loss
-55886.44
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 AW3739
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW3739
Security Description
3.5% 01 May 2029
Maturity Date
2029-05-01T00:00:00.000
Interest Rate
3.5
Original Face
5265771.00
Shares Par Value
2969819.17
Base Market Value
3103639.22
Base Total Cost
3160537.24
Base Unrealized Gain Loss
-56898.02
Base Accrued Interest
0
Local Market Value
3103639.22
Local Total Cost Amount
3160537.24
Local Unrealized Gain Loss
-56898.02
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 AW5242
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW5242
Security Description
3% 01 May 2029
Maturity Date
2029-05-01T00:00:00.000
Interest Rate
3
Original Face
2442884.00
Shares Par Value
1689391.77
Base Market Value
1739347.08
Base Total Cost
1744956.91
Base Unrealized Gain Loss
-5609.83
Base Accrued Interest
0
Local Market Value
1739347.08
Local Total Cost Amount
1744956.91
Local Unrealized Gain Loss
-5609.83
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AW5283
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW5283
Security Description
3% 01 Jun 2029
Maturity Date
2029-06-01T00:00:00.000
Interest Rate
3
Original Face
1308139.00
Shares Par Value
732081.91
Base Market Value
752777.87
Base Total Cost
756618.08
Base Unrealized Gain Loss
-3840.21
Base Accrued Interest
0
Local Market Value
752777.87
Local Total Cost Amount
756618.08
Local Unrealized Gain Loss
-3840.21
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 AW6405
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW6405
Security Description
3.5% 01 Jun 2044
Maturity Date
2044-06-01T00:00:00.000
Interest Rate
3.5
Original Face
95914.00
Shares Par Value
74489.58
Base Market Value
77020.74
Base Total Cost
76049.19
Base Unrealized Gain Loss
971.55
Base Accrued Interest
0
Local Market Value
77020.74
Local Total Cost Amount
76049.19
Local Unrealized Gain Loss
971.55
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 AW6898
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW6898
Security Description
3.5% 01 Jul 2029
Maturity Date
2029-07-01T00:00:00.000
Interest Rate
3.5
Original Face
2196356.00
Shares Par Value
1454537.86
Base Market Value
1519875.70
Base Total Cost
1549537.35
Base Unrealized Gain Loss
-29661.65
Base Accrued Interest
0
Local Market Value
1519875.70
Local Total Cost Amount
1549537.35
Local Unrealized Gain Loss
-29661.65
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 AW7055
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW7055
Security Description
4% 01 Jul 2044
Maturity Date
2044-07-01T00:00:00.000
Interest Rate
4
Original Face
264393.00
Shares Par Value
178399.67
Base Market Value
188580.94
Base Total Cost
191556.63
Base Unrealized Gain Loss
-2975.69
Base Accrued Interest
0
Local Market Value
188580.94
Local Total Cost Amount
191556.63
Local Unrealized Gain Loss
-2975.69
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 AW8154
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW8154
Security Description
3.5% 01 Jan 2042
Maturity Date
2042-01-01T00:00:00.000
Interest Rate
3.5
Original Face
1334021.00
Shares Par Value
886441.25
Base Market Value
915365.83
Base Total Cost
912480.47
Base Unrealized Gain Loss
2885.36
Base Accrued Interest
0
Local Market Value
915365.83
Local Total Cost Amount
912480.47
Local Unrealized Gain Loss
2885.36
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AW9175
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW9175
Security Description
4% 01 Jul 2044
Maturity Date
2044-07-01T00:00:00.000
Interest Rate
4
Original Face
405464.00
Shares Par Value
295484.87
Base Market Value
313878.80
Base Total Cost
318246.46
Base Unrealized Gain Loss
-4367.66
Base Accrued Interest
0
Local Market Value
313878.80
Local Total Cost Amount
318246.46
Local Unrealized Gain Loss
-4367.66
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 AW9543
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AW9543
Security Description
3.5% 01 Jul 2044
Maturity Date
2044-07-01T00:00:00.000
Interest Rate
3.5
Original Face
100735.00
Shares Par Value
65339.66
Base Market Value
67471.69
Base Total Cost
66855.74
Base Unrealized Gain Loss
615.95
Base Accrued Interest
0
Local Market Value
67471.69
Local Total Cost Amount
66855.74
Local Unrealized Gain Loss
615.95
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 AX2741
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX2741
Security Description
3.5% 01 Oct 2029
Maturity Date
2029-10-01T00:00:00.000
Interest Rate
3.5
Original Face
202941.00
Shares Par Value
158150.86
Base Market Value
165262.90
Base Total Cost
168282.41
Base Unrealized Gain Loss
-3019.51
Base Accrued Interest
0
Local Market Value
165262.90
Local Total Cost Amount
168282.41
Local Unrealized Gain Loss
-3019.51
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 AX3271
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX3271
Security Description
3% 01 May 2030
Maturity Date
2030-05-01T00:00:00.000
Interest Rate
3
Original Face
705735.00
Shares Par Value
588826.46
Base Market Value
605855.32
Base Total Cost
612379.52
Base Unrealized Gain Loss
-6524.20
Base Accrued Interest
0
Local Market Value
605855.32
Local Total Cost Amount
612379.52
Local Unrealized Gain Loss
-6524.20
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 AX3298
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX3298
Security Description
3% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
3
Original Face
178965.00
Shares Par Value
137372.83
Base Market Value
141381.37
Base Total Cost
143232.64
Base Unrealized Gain Loss
-1851.27
Base Accrued Interest
0
Local Market Value
141381.37
Local Total Cost Amount
143232.64
Local Unrealized Gain Loss
-1851.27
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
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