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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 AX3706
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX3706
Security Description
4% 01 Sep 2042
Maturity Date
2042-09-01T00:00:00.000
Interest Rate
4
Original Face
221871.00
Shares Par Value
131968.93
Base Market Value
139237.78
Base Total Cost
141454.20
Base Unrealized Gain Loss
-2216.42
Base Accrued Interest
0
Local Market Value
139237.78
Local Total Cost Amount
141454.20
Local Unrealized Gain Loss
-2216.42
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 AX6255
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX6255
Security Description
4% 01 Dec 2044
Maturity Date
2044-12-01T00:00:00.000
Interest Rate
4
Original Face
87197.00
Shares Par Value
63830.18
Base Market Value
68180.85
Base Total Cost
69026.35
Base Unrealized Gain Loss
-845.50
Base Accrued Interest
0
Local Market Value
68180.85
Local Total Cost Amount
69026.35
Local Unrealized Gain Loss
-845.50
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AX7409
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX7409
Security Description
4% 01 Mar 2045
Maturity Date
2045-03-01T00:00:00.000
Interest Rate
4
Original Face
216501.00
Shares Par Value
153531.66
Base Market Value
163621.76
Base Total Cost
165598.29
Base Unrealized Gain Loss
-1976.53
Base Accrued Interest
0
Local Market Value
163621.76
Local Total Cost Amount
165598.29
Local Unrealized Gain Loss
-1976.53
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: 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
19252.54
Base Market Value
19252.54
Base Total Cost
19252.54
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
19252.54
Local Total Cost Amount
19252.54
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 AX8912
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX8912
Security Description
4% 01 Dec 2044
Maturity Date
2044-12-01T00:00:00.000
Interest Rate
4
Original Face
1006000.00
Shares Par Value
840122.79
Base Market Value
895293.65
Base Total Cost
909957.99
Base Unrealized Gain Loss
-14664.34
Base Accrued Interest
0
Local Market Value
895293.65
Local Total Cost Amount
909957.99
Local Unrealized Gain Loss
-14664.34
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 AX9538
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX9538
Security Description
3% 01 Feb 2030
Maturity Date
2030-02-01T00:00:00.000
Interest Rate
3
Original Face
275000.00
Shares Par Value
213449.49
Base Market Value
219340.70
Base Total Cost
222087.54
Base Unrealized Gain Loss
-2746.84
Base Accrued Interest
0
Local Market Value
219340.70
Local Total Cost Amount
222087.54
Local Unrealized Gain Loss
-2746.84
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 AX9700
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AX9700
Security Description
3% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
3
Original Face
228041.00
Shares Par Value
185187.89
Base Market Value
190586.12
Base Total Cost
192769.01
Base Unrealized Gain Loss
-2182.89
Base Accrued Interest
0
Local Market Value
190586.12
Local Total Cost Amount
192769.01
Local Unrealized Gain Loss
-2182.89
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 AY0299
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY0299
Security Description
4% 01 Dec 2044
Maturity Date
2044-12-01T00:00:00.000
Interest Rate
4
Original Face
88040.00
Shares Par Value
73430.19
Base Market Value
78431.52
Base Total Cost
79407.88
Base Unrealized Gain Loss
-976.36
Base Accrued Interest
0
Local Market Value
78431.52
Local Total Cost Amount
79407.88
Local Unrealized Gain Loss
-976.36
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 AY0337
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY0337
Security Description
4% 01 Dec 2044
Maturity Date
2044-12-01T00:00:00.000
Interest Rate
4
Original Face
789471.00
Shares Par Value
657348.49
Base Market Value
700358.80
Base Total Cost
709011.99
Base Unrealized Gain Loss
-8653.19
Base Accrued Interest
0
Local Market Value
700358.80
Local Total Cost Amount
709011.99
Local Unrealized Gain Loss
-8653.19
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 AY0771
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY0771
Security Description
3% 01 Mar 2045
Maturity Date
2045-03-01T00:00:00.000
Interest Rate
3
Original Face
330457.00
Shares Par Value
280244.81
Base Market Value
281301.33
Base Total Cost
287097.67
Base Unrealized Gain Loss
-5796.34
Base Accrued Interest
0
Local Market Value
281301.33
Local Total Cost Amount
287097.67
Local Unrealized Gain Loss
-5796.34
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 AY0830
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY0830
Security Description
2.5% 01 May 2030
Maturity Date
2030-05-01T00:00:00.000
Interest Rate
2.5
Original Face
722159.00
Shares Par Value
525359.46
Base Market Value
529945.85
Base Total Cost
531474.99
Base Unrealized Gain Loss
-1529.14
Base Accrued Interest
0
Local Market Value
529945.85
Local Total Cost Amount
531474.99
Local Unrealized Gain Loss
-1529.14
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 AY1866
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY1866
Security Description
4% 01 Feb 2045
Maturity Date
2045-02-01T00:00:00.000
Interest Rate
4
Original Face
125000.00
Shares Par Value
102922.05
Base Market Value
109938.25
Base Total Cost
111300.53
Base Unrealized Gain Loss
-1362.28
Base Accrued Interest
0
Local Market Value
109938.25
Local Total Cost Amount
111300.53
Local Unrealized Gain Loss
-1362.28
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 AY2021
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY2021
Security Description
4% 01 Mar 2045
Maturity Date
2045-03-01T00:00:00.000
Interest Rate
4
Original Face
201097.00
Shares Par Value
164970.71
Base Market Value
175799.39
Base Total Cost
177859.05
Base Unrealized Gain Loss
-2059.66
Base Accrued Interest
0
Local Market Value
175799.39
Local Total Cost Amount
177859.05
Local Unrealized Gain Loss
-2059.66
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 AY2693
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY2693
Security Description
4% 01 Feb 2045
Maturity Date
2045-02-01T00:00:00.000
Interest Rate
4
Original Face
601281.00
Shares Par Value
473558.59
Base Market Value
501081.82
Base Total Cost
510555.35
Base Unrealized Gain Loss
-9473.53
Base Accrued Interest
0
Local Market Value
501081.82
Local Total Cost Amount
510555.35
Local Unrealized Gain Loss
-9473.53
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 AY2922
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY2922
Security Description
4% 01 Mar 2045
Maturity Date
2045-03-01T00:00:00.000
Interest Rate
4
Original Face
97765.00
Shares Par Value
77234.41
Base Market Value
82499.48
Base Total Cost
83570.04
Base Unrealized Gain Loss
-1070.56
Base Accrued Interest
0
Local Market Value
82499.48
Local Total Cost Amount
83570.04
Local Unrealized Gain Loss
-1070.56
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 AY2923
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY2923
Security Description
4% 01 Mar 2045
Maturity Date
2045-03-01T00:00:00.000
Interest Rate
4
Original Face
102043.00
Shares Par Value
67751.39
Base Market Value
72198.59
Base Total Cost
73107.99
Base Unrealized Gain Loss
-909.40
Base Accrued Interest
0
Local Market Value
72198.59
Local Total Cost Amount
73107.99
Local Unrealized Gain Loss
-909.40
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 AY2924
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY2924
Security Description
4% 01 Mar 2045
Maturity Date
2045-03-01T00:00:00.000
Interest Rate
4
Original Face
98942.00
Shares Par Value
69940.50
Base Market Value
74288.00
Base Total Cost
75295.33
Base Unrealized Gain Loss
-1007.33
Base Accrued Interest
0
Local Market Value
74288.00
Local Total Cost Amount
75295.33
Local Unrealized Gain Loss
-1007.33
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 AY3407
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY3407
Security Description
2.5% 01 Apr 2030
Maturity Date
2030-04-01T00:00:00.000
Interest Rate
2.5
Original Face
1325000.00
Shares Par Value
1039555.83
Base Market Value
1048662.34
Base Total Cost
1054986.73
Base Unrealized Gain Loss
-6324.39
Base Accrued Interest
0
Local Market Value
1048662.34
Local Total Cost Amount
1054986.73
Local Unrealized Gain Loss
-6324.39
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 AY3414
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY3414
Security Description
2.5% 01 Apr 2030
Maturity Date
2030-04-01T00:00:00.000
Interest Rate
2.5
Original Face
349180.00
Shares Par Value
269450.00
Base Market Value
271813.08
Base Total Cost
272649.73
Base Unrealized Gain Loss
-836.65
Base Accrued Interest
0
Local Market Value
271813.08
Local Total Cost Amount
272649.73
Local Unrealized Gain Loss
-836.65
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 AY5380
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY5380
Security Description
3% 01 Apr 2045
Maturity Date
2045-04-01T00:00:00.000
Interest Rate
3
Original Face
1119676.00
Shares Par Value
887210.39
Base Market Value
890555.17
Base Total Cost
908905.47
Base Unrealized Gain Loss
-18350.30
Base Accrued Interest
0
Local Market Value
890555.17
Local Total Cost Amount
908905.47
Local Unrealized Gain Loss
-18350.30
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 AY6051
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY6051
Security Description
3.5% 01 May 2045
Maturity Date
2045-05-01T00:00:00.000
Interest Rate
3.5
Original Face
1000000.00
Shares Par Value
836257.49
Base Market Value
859421.82
Base Total Cost
874411.75
Base Unrealized Gain Loss
-14989.93
Base Accrued Interest
0
Local Market Value
859421.82
Local Total Cost Amount
874411.75
Local Unrealized Gain Loss
-14989.93
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 AY8218
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY8218
Security Description
4% 01 May 2045
Maturity Date
2045-05-01T00:00:00.000
Interest Rate
4
Original Face
254119.00
Shares Par Value
205434.74
Base Market Value
217185.61
Base Total Cost
220585.55
Base Unrealized Gain Loss
-3399.94
Base Accrued Interest
0
Local Market Value
217185.61
Local Total Cost Amount
220585.55
Local Unrealized Gain Loss
-3399.94
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 AY8416
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY8416
Security Description
3% 01 Aug 2045
Maturity Date
2045-08-01T00:00:00.000
Interest Rate
3
Original Face
851347.00
Shares Par Value
750146.87
Base Market Value
751992.23
Base Total Cost
759406.51
Base Unrealized Gain Loss
-7414.28
Base Accrued Interest
0
Local Market Value
751992.23
Local Total Cost Amount
759406.51
Local Unrealized Gain Loss
-7414.28
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 AY8691
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AY8691
Security Description
3% 01 May 2045
Maturity Date
2045-05-01T00:00:00.000
Interest Rate
3
Original Face
127581.00
Shares Par Value
102326.39
Base Market Value
102578.11
Base Total Cost
103589.48
Base Unrealized Gain Loss
-1011.37
Base Accrued Interest
0
Local Market Value
102578.11
Local Total Cost Amount
103589.48
Local Unrealized Gain Loss
-1011.37
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 AZ2170
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ2170
Security Description
2.5% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
2.5
Original Face
235542.00
Shares Par Value
187208.24
Base Market Value
188850.06
Base Total Cost
189372.84
Base Unrealized Gain Loss
-522.78
Base Accrued Interest
0
Local Market Value
188850.06
Local Total Cost Amount
189372.84
Local Unrealized Gain Loss
-522.78
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: 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
16037.62
Base Market Value
16037.62
Base Total Cost
16037.62
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
16037.62
Local Total Cost Amount
16037.62
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 AZ2297
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ2297
Security Description
3% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
3
Original Face
140835.00
Shares Par Value
108122.96
Base Market Value
111139.59
Base Total Cost
112143.78
Base Unrealized Gain Loss
-1004.19
Base Accrued Interest
0
Local Market Value
111139.59
Local Total Cost Amount
112143.78
Local Unrealized Gain Loss
-1004.19
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 AZ4779
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ4779
Security Description
4% 01 Oct 2045
Maturity Date
2045-10-01T00:00:00.000
Interest Rate
4
Original Face
760000.00
Shares Par Value
546576.69
Base Market Value
574840.17
Base Total Cost
567158.73
Base Unrealized Gain Loss
7681.44
Base Accrued Interest
0
Local Market Value
574840.17
Local Total Cost Amount
567158.73
Local Unrealized Gain Loss
7681.44
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 AZ5719
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ5719
Security Description
3% 01 Sep 2030
Maturity Date
2030-09-01T00:00:00.000
Interest Rate
3
Original Face
394538.00
Shares Par Value
308410.40
Base Market Value
317008.88
Base Total Cost
319879.42
Base Unrealized Gain Loss
-2870.54
Base Accrued Interest
0
Local Market Value
317008.88
Local Total Cost Amount
319879.42
Local Unrealized Gain Loss
-2870.54
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 AZ5968
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ5968
Security Description
2.5% 01 Jul 2030
Maturity Date
2030-07-01T00:00:00.000
Interest Rate
2.5
Original Face
77458.00
Shares Par Value
63320.31
Base Market Value
63875.63
Base Total Cost
64052.47
Base Unrealized Gain Loss
-176.84
Base Accrued Interest
0
Local Market Value
63875.63
Local Total Cost Amount
64052.47
Local Unrealized Gain Loss
-176.84
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 AZ7833
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ7833
Security Description
3% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
3
Original Face
195131.00
Shares Par Value
157926.51
Base Market Value
162541.12
Base Total Cost
164663.06
Base Unrealized Gain Loss
-2121.94
Base Accrued Interest
0
Local Market Value
162541.12
Local Total Cost Amount
164663.06
Local Unrealized Gain Loss
-2121.94
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 AZ8287
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ8287
Security Description
3% 01 Aug 2045
Maturity Date
2045-08-01T00:00:00.000
Interest Rate
3
Original Face
662347.00
Shares Par Value
540488.22
Base Market Value
541817.82
Base Total Cost
547159.87
Base Unrealized Gain Loss
-5342.05
Base Accrued Interest
0
Local Market Value
541817.82
Local Total Cost Amount
547159.87
Local Unrealized Gain Loss
-5342.05
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AZ8597
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ8597
Security Description
3% 01 Aug 2030
Maturity Date
2030-08-01T00:00:00.000
Interest Rate
3
Original Face
86333.00
Shares Par Value
70164.43
Base Market Value
72214.63
Base Total Cost
73157.39
Base Unrealized Gain Loss
-942.76
Base Accrued Interest
0
Local Market Value
72214.63
Local Total Cost Amount
73157.39
Local Unrealized Gain Loss
-942.76
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL AZ9243
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ9243
Security Description
4% 01 Oct 2045
Maturity Date
2045-10-01T00:00:00.000
Interest Rate
4
Original Face
249324.00
Shares Par Value
224473.15
Base Market Value
239717.12
Base Total Cost
242694.05
Base Unrealized Gain Loss
-2976.93
Base Accrued Interest
0
Local Market Value
239717.12
Local Total Cost Amount
242694.05
Local Unrealized Gain Loss
-2976.93
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 AZ9244
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL AZ9244
Security Description
4% 01 Oct 2045
Maturity Date
2045-10-01T00:00:00.000
Interest Rate
4
Original Face
309343.00
Shares Par Value
248790.95
Base Market Value
265076.81
Base Total Cost
268286.06
Base Unrealized Gain Loss
-3209.25
Base Accrued Interest
0
Local Market Value
265076.81
Local Total Cost Amount
268286.06
Local Unrealized Gain Loss
-3209.25
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 BA0781
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BA0781
Security Description
3% 01 Nov 2030
Maturity Date
2030-11-01T00:00:00.000
Interest Rate
3
Original Face
105924.00
Shares Par Value
97011.45
Base Market Value
99688.97
Base Total Cost
100952.53
Base Unrealized Gain Loss
-1263.56
Base Accrued Interest
0
Local Market Value
99688.97
Local Total Cost Amount
100952.53
Local Unrealized Gain Loss
-1263.56
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 BA2877
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BA2877
Security Description
4% 01 Oct 2045
Maturity Date
2045-10-01T00:00:00.000
Interest Rate
4
Original Face
333379.00
Shares Par Value
274542.49
Base Market Value
290479.68
Base Total Cost
296001.84
Base Unrealized Gain Loss
-5522.16
Base Accrued Interest
0
Local Market Value
290479.68
Local Total Cost Amount
296001.84
Local Unrealized Gain Loss
-5522.16
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 BA2878
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BA2878
Security Description
4% 01 Oct 2045
Maturity Date
2045-10-01T00:00:00.000
Interest Rate
4
Original Face
331619.00
Shares Par Value
268047.32
Base Market Value
285336.37
Base Total Cost
288245.10
Base Unrealized Gain Loss
-2908.73
Base Accrued Interest
0
Local Market Value
285336.37
Local Total Cost Amount
288245.10
Local Unrealized Gain Loss
-2908.73
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BA2879
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BA2879
Security Description
4% 01 Oct 2045
Maturity Date
2045-10-01T00:00:00.000
Interest Rate
4
Original Face
353925.00
Shares Par Value
288613.22
Base Market Value
306559.19
Base Total Cost
309413.65
Base Unrealized Gain Loss
-2854.46
Base Accrued Interest
0
Local Market Value
306559.19
Local Total Cost Amount
309413.65
Local Unrealized Gain Loss
-2854.46
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 BA2904
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BA2904
Security Description
4% 01 Nov 2045
Maturity Date
2045-11-01T00:00:00.000
Interest Rate
4
Original Face
935039.00
Shares Par Value
806777.89
Base Market Value
856410.87
Base Total Cost
866624.41
Base Unrealized Gain Loss
-10213.54
Base Accrued Interest
0
Local Market Value
856410.87
Local Total Cost Amount
866624.41
Local Unrealized Gain Loss
-10213.54
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 BA2905
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BA2905
Security Description
4% 01 Nov 2045
Maturity Date
2045-11-01T00:00:00.000
Interest Rate
4
Original Face
1510034.00
Shares Par Value
1242984.56
Base Market Value
1323430.52
Base Total Cost
1331887.10
Base Unrealized Gain Loss
-8456.58
Base Accrued Interest
0
Local Market Value
1323430.52
Local Total Cost Amount
1331887.10
Local Unrealized Gain Loss
-8456.58
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 BA2924
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BA2924
Security Description
4% 01 Dec 2045
Maturity Date
2045-12-01T00:00:00.000
Interest Rate
4
Original Face
429031.00
Shares Par Value
342869.22
Base Market Value
362601.34
Base Total Cost
365463.78
Base Unrealized Gain Loss
-2862.44
Base Accrued Interest
0
Local Market Value
362601.34
Local Total Cost Amount
365463.78
Local Unrealized Gain Loss
-2862.44
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 BA4736
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BA4736
Security Description
4% 01 Dec 2045
Maturity Date
2045-12-01T00:00:00.000
Interest Rate
4
Original Face
764211.00
Shares Par Value
680038.38
Base Market Value
726219.79
Base Total Cost
725037.78
Base Unrealized Gain Loss
1182.01
Base Accrued Interest
0
Local Market Value
726219.79
Local Total Cost Amount
725037.78
Local Unrealized Gain Loss
1182.01
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BA4737
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BA4737
Security Description
4% 01 Dec 2045
Maturity Date
2045-12-01T00:00:00.000
Interest Rate
4
Original Face
905652.00
Shares Par Value
790496.14
Base Market Value
842249.92
Base Total Cost
840735.86
Base Unrealized Gain Loss
1514.06
Base Accrued Interest
0
Local Market Value
842249.92
Local Total Cost Amount
840735.86
Local Unrealized Gain Loss
1514.06
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 BA4781
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BA4781
Security Description
4% 01 Jan 2046
Maturity Date
2046-01-01T00:00:00.000
Interest Rate
4
Original Face
1054655.00
Shares Par Value
906978.14
Base Market Value
968634.51
Base Total Cost
969758.03
Base Unrealized Gain Loss
-1123.52
Base Accrued Interest
0
Local Market Value
968634.51
Local Total Cost Amount
969758.03
Local Unrealized Gain Loss
-1123.52
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 BC0890
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BC0890
Security Description
3.5% 01 May 2046
Maturity Date
2046-05-01T00:00:00.000
Interest Rate
3.5
Original Face
381906.00
Shares Par Value
342298.85
Base Market Value
351780.53
Base Total Cost
352407.37
Base Unrealized Gain Loss
-626.84
Base Accrued Interest
0
Local Market Value
351780.53
Local Total Cost Amount
352407.37
Local Unrealized Gain Loss
-626.84
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 BC1450
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BC1450
Security Description
3% 01 Jul 2046
Maturity Date
2046-07-01T00:00:00.000
Interest Rate
3
Original Face
5277662.00
Shares Par Value
5012778.68
Base Market Value
5020949.51
Base Total Cost
4934454.02
Base Unrealized Gain Loss
86495.49
Base Accrued Interest
0
Local Market Value
5020949.51
Local Total Cost Amount
4934454.02
Local Unrealized Gain Loss
86495.49
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BC1486
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BC1486
Security Description
3% 01 Aug 2046
Maturity Date
2046-08-01T00:00:00.000
Interest Rate
3
Original Face
5520313.00
Shares Par Value
5248555.22
Base Market Value
5257110.37
Base Total Cost
5166546.55
Base Unrealized Gain Loss
90563.82
Base Accrued Interest
0
Local Market Value
5257110.37
Local Total Cost Amount
5166546.55
Local Unrealized Gain Loss
90563.82
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 BC1599
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BC1599
Security Description
3.5% 01 Feb 2031
Maturity Date
2031-02-01T00:00:00.000
Interest Rate
3.5
Original Face
48375.00
Shares Par Value
44953.65
Base Market Value
47019.72
Base Total Cost
48142.56
Base Unrealized Gain Loss
-1122.84
Base Accrued Interest
0
Local Market Value
47019.72
Local Total Cost Amount
48142.56
Local Unrealized Gain Loss
-1122.84
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 BC2628
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BC2628
Security Description
2.5% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
2.5
Original Face
93509.00
Shares Par Value
88770.67
Base Market Value
89407.16
Base Total Cost
91659.19
Base Unrealized Gain Loss
-2252.03
Base Accrued Interest
0
Local Market Value
89407.16
Local Total Cost Amount
91659.19
Local Unrealized Gain Loss
-2252.03
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
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