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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 BC2629
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BC2629
Security Description
2.5% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
2.5
Original Face
100456.00
Shares Par Value
94619.74
Base Market Value
95271.67
Base Total Cost
97643.14
Base Unrealized Gain Loss
-2371.47
Base Accrued Interest
0
Local Market Value
95271.67
Local Total Cost Amount
97643.14
Local Unrealized Gain Loss
-2371.47
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 BC2631
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BC2631
Security Description
2.5% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
2.5
Original Face
189976.00
Shares Par Value
181419.56
Base Market Value
182615.11
Base Total Cost
187103.11
Base Unrealized Gain Loss
-4488.00
Base Accrued Interest
0
Local Market Value
182615.11
Local Total Cost Amount
187103.11
Local Unrealized Gain Loss
-4488.00
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 BC2673
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BC2673
Security Description
3% 01 Mar 2046
Maturity Date
2046-03-01T00:00:00.000
Interest Rate
3
Original Face
315000.00
Shares Par Value
270650.59
Base Market Value
270477.37
Base Total Cost
266675.41
Base Unrealized Gain Loss
3801.96
Base Accrued Interest
0
Local Market Value
270477.37
Local Total Cost Amount
266675.41
Local Unrealized Gain Loss
3801.96
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 BC2733
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BC2733
Security Description
3% 01 May 2046
Maturity Date
2046-05-01T00:00:00.000
Interest Rate
3
Original Face
360000.00
Shares Par Value
335404.31
Base Market Value
335189.65
Base Total Cost
332600.55
Base Unrealized Gain Loss
2589.10
Base Accrued Interest
0
Local Market Value
335189.65
Local Total Cost Amount
332600.55
Local Unrealized Gain Loss
2589.10
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 BC2837
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BC2837
Security Description
4.5% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
4.5
Original Face
2717828.00
Shares Par Value
2567081.96
Base Market Value
2815036.41
Base Total Cost
2816570.25
Base Unrealized Gain Loss
-1533.84
Base Accrued Interest
0
Local Market Value
2815036.41
Local Total Cost Amount
2816570.25
Local Unrealized Gain Loss
-1533.84
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 BC4439
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BC4439
Security Description
4% 01 Apr 2046
Maturity Date
2046-04-01T00:00:00.000
Interest Rate
4
Original Face
680000.00
Shares Par Value
579712.19
Base Market Value
609689.11
Base Total Cost
601541.99
Base Unrealized Gain Loss
8147.12
Base Accrued Interest
0
Local Market Value
609689.11
Local Total Cost Amount
601541.99
Local Unrealized Gain Loss
8147.12
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BC7299
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BC7299
Security Description
3.5% 01 Nov 2046
Maturity Date
2046-11-01T00:00:00.000
Interest Rate
3.5
Original Face
62000.00
Shares Par Value
61266.87
Base Market Value
63232.31
Base Total Cost
63511.73
Base Unrealized Gain Loss
-279.42
Base Accrued Interest
71.48
Local Market Value
63232.31
Local Total Cost Amount
63511.73
Local Unrealized Gain Loss
-279.42
Local Accrued Interest
71.48
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 BC8368
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BC8368
Security Description
3.5% 01 Mar 2031
Maturity Date
2031-03-01T00:00:00.000
Interest Rate
3.5
Original Face
103995.00
Shares Par Value
91093.32
Base Market Value
95282.70
Base Total Cost
97612.19
Base Unrealized Gain Loss
-2329.49
Base Accrued Interest
0
Local Market Value
95282.70
Local Total Cost Amount
97612.19
Local Unrealized Gain Loss
-2329.49
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 BC9468
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BC9468
Security Description
3% 01 Jun 2046
Maturity Date
2046-06-01T00:00:00.000
Interest Rate
3
Original Face
240000.00
Shares Par Value
223822.92
Base Market Value
223679.67
Base Total Cost
225711.43
Base Unrealized Gain Loss
-2031.76
Base Accrued Interest
0
Local Market Value
223679.67
Local Total Cost Amount
225711.43
Local Unrealized Gain Loss
-2031.76
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 BD1481
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD1481
Security Description
4% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
4
Original Face
462220.00
Shares Par Value
445035.48
Base Market Value
475288.99
Base Total Cost
474519.09
Base Unrealized Gain Loss
769.90
Base Accrued Interest
0
Local Market Value
475288.99
Local Total Cost Amount
474519.09
Local Unrealized Gain Loss
769.90
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
JPY
Local Currency Code: JPY • Trade Country Name: JAPAN • Security Name: JAPAN POST BANK CO LTD
Local Currency Code
JPY
Trade Country Name
JAPAN
Security Name
JAPAN POST BANK CO LTD
Security Description
COMMON STOCK
Interest Rate
0
Original Face
0
Shares Par Value
31600
Base Market Value
320868.76
Base Total Cost
393169.78
Base Unrealized Gain Loss
-72301.02
Base Accrued Interest
0
Local Market Value
34570400
Local Total Cost Amount
44127580
Local Unrealized Gain Loss
-9557180
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
FINANCIALS
Minor Industry Name
BANKS
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 BD3933
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD3933
Security Description
4% 01 Aug 2046
Maturity Date
2046-08-01T00:00:00.000
Interest Rate
4
Original Face
127698.00
Shares Par Value
125850.68
Base Market Value
134406.01
Base Total Cost
134188.30
Base Unrealized Gain Loss
217.71
Base Accrued Interest
0
Local Market Value
134406.01
Local Total Cost Amount
134188.30
Local Unrealized Gain Loss
217.71
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BD4524
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD4524
Security Description
2.5% 01 Sep 2031
Maturity Date
2031-09-01T00:00:00.000
Interest Rate
2.5
Original Face
196000.00
Shares Par Value
184856.74
Base Market Value
186180.31
Base Total Cost
185954.33
Base Unrealized Gain Loss
225.98
Base Accrued Interest
0
Local Market Value
186180.31
Local Total Cost Amount
185954.33
Local Unrealized Gain Loss
225.98
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 BD4900
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD4900
Security Description
4% 01 Aug 2046
Maturity Date
2046-08-01T00:00:00.000
Interest Rate
4
Original Face
231888.00
Shares Par Value
207862.81
Base Market Value
221993.32
Base Total Cost
221633.71
Base Unrealized Gain Loss
359.61
Base Accrued Interest
0
Local Market Value
221993.32
Local Total Cost Amount
221633.71
Local Unrealized Gain Loss
359.61
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 BD5049
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD5049
Security Description
3% 01 Feb 2047
Maturity Date
2047-02-01T00:00:00.000
Interest Rate
3
Original Face
495826.00
Shares Par Value
487719.15
Base Market Value
488845.78
Base Total Cost
483794.54
Base Unrealized Gain Loss
5051.24
Base Accrued Interest
0
Local Market Value
488845.78
Local Total Cost Amount
483794.54
Local Unrealized Gain Loss
5051.24
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 BD5056
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD5056
Security Description
3% 01 Feb 2047
Maturity Date
2047-02-01T00:00:00.000
Interest Rate
3
Original Face
145298.00
Shares Par Value
144151.42
Base Market Value
144680.46
Base Total Cost
143070.29
Base Unrealized Gain Loss
1610.17
Base Accrued Interest
0
Local Market Value
144680.46
Local Total Cost Amount
143070.29
Local Unrealized Gain Loss
1610.17
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 BD7826
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD7826
Security Description
4% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
4
Original Face
159714.00
Shares Par Value
148500.77
Base Market Value
158595.85
Base Total Cost
158338.95
Base Unrealized Gain Loss
256.90
Base Accrued Interest
0
Local Market Value
158595.85
Local Total Cost Amount
158338.95
Local Unrealized Gain Loss
256.90
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 BD8477
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD8477
Security Description
3.5% 01 Nov 2046
Maturity Date
2046-11-01T00:00:00.000
Interest Rate
3.5
Original Face
198000.00
Shares Par Value
195928.33
Base Market Value
202213.71
Base Total Cost
203107.27
Base Unrealized Gain Loss
-893.56
Base Accrued Interest
228.58
Local Market Value
202213.71
Local Total Cost Amount
203107.27
Local Unrealized Gain Loss
-893.56
Local Accrued Interest
228.58
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 BD8531
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD8531
Security Description
3.5% 01 Jan 2047
Maturity Date
2047-01-01T00:00:00.000
Interest Rate
3.5
Original Face
441090.00
Shares Par Value
431769.03
Base Market Value
446021.73
Base Total Cost
446577.36
Base Unrealized Gain Loss
-555.63
Base Accrued Interest
503.73
Local Market Value
446021.73
Local Total Cost Amount
446577.36
Local Unrealized Gain Loss
-555.63
Local Accrued Interest
503.73
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
5403.84
Base Market Value
5403.84
Base Total Cost
5403.84
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
5403.84
Local Total Cost Amount
5403.84
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 BD8575
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD8575
Security Description
2.5% 01 Sep 2031
Maturity Date
2031-09-01T00:00:00.000
Interest Rate
2.5
Original Face
360000.00
Shares Par Value
341036.21
Base Market Value
343488.26
Base Total Cost
343061.12
Base Unrealized Gain Loss
427.14
Base Accrued Interest
0
Local Market Value
343488.26
Local Total Cost Amount
343061.12
Local Unrealized Gain Loss
427.14
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 BD8962
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD8962
Security Description
3% 01 Nov 2046
Maturity Date
2046-11-01T00:00:00.000
Interest Rate
3
Original Face
145441.00
Shares Par Value
140999.98
Base Market Value
141320.05
Base Total Cost
145345.64
Base Unrealized Gain Loss
-4025.59
Base Accrued Interest
0
Local Market Value
141320.05
Local Total Cost Amount
145345.64
Local Unrealized Gain Loss
-4025.59
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BD8963
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BD8963
Security Description
3% 01 Nov 2046
Maturity Date
2046-11-01T00:00:00.000
Interest Rate
3
Original Face
108000.00
Shares Par Value
104302.11
Base Market Value
104485.68
Base Total Cost
107484.13
Base Unrealized Gain Loss
-2998.45
Base Accrued Interest
0
Local Market Value
104485.68
Local Total Cost Amount
107484.13
Local Unrealized Gain Loss
-2998.45
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BE0547
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE0547
Security Description
3.5% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
3.5
Original Face
36000.00
Shares Par Value
30588.62
Base Market Value
31541.46
Base Total Cost
31709.42
Base Unrealized Gain Loss
-167.96
Base Accrued Interest
35.69
Local Market Value
31541.46
Local Total Cost Amount
31709.42
Local Unrealized Gain Loss
-167.96
Local Accrued Interest
35.69
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 BE1082
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE1082
Security Description
2.5% 01 Oct 2031
Maturity Date
2031-10-01T00:00:00.000
Interest Rate
2.5
Original Face
416000.00
Shares Par Value
392313.91
Base Market Value
395130.72
Base Total Cost
394643.27
Base Unrealized Gain Loss
487.45
Base Accrued Interest
0
Local Market Value
395130.72
Local Total Cost Amount
394643.27
Local Unrealized Gain Loss
487.45
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BE1895
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE1895
Security Description
3% 01 Dec 2036
Maturity Date
2036-12-01T00:00:00.000
Interest Rate
3
Original Face
2966171.00
Shares Par Value
2887660.34
Base Market Value
2932938.85
Base Total Cost
2938645.60
Base Unrealized Gain Loss
-5706.75
Base Accrued Interest
0
Local Market Value
2932938.85
Local Total Cost Amount
2938645.60
Local Unrealized Gain Loss
-5706.75
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 BE1896
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE1896
Security Description
3% 01 Dec 2036
Maturity Date
2036-12-01T00:00:00.000
Interest Rate
3
Original Face
666197.00
Shares Par Value
637671.72
Base Market Value
647670.41
Base Total Cost
646295.04
Base Unrealized Gain Loss
1375.37
Base Accrued Interest
0
Local Market Value
647670.41
Local Total Cost Amount
646295.04
Local Unrealized Gain Loss
1375.37
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 BE1932
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE1932
Security Description
3.5% 01 Nov 2046
Maturity Date
2046-11-01T00:00:00.000
Interest Rate
3.5
Original Face
88000.00
Shares Par Value
87077.00
Base Market Value
89866.95
Base Total Cost
90267.56
Base Unrealized Gain Loss
-400.61
Base Accrued Interest
101.59
Local Market Value
89866.95
Local Total Cost Amount
90267.56
Local Unrealized Gain Loss
-400.61
Local Accrued Interest
101.59
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 BE2930
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE2930
Security Description
3.5% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3.5
Original Face
584490.00
Shares Par Value
575611.81
Base Market Value
595389.83
Base Total Cost
591261.26
Base Unrealized Gain Loss
4128.57
Base Accrued Interest
0
Local Market Value
595389.83
Local Total Cost Amount
591261.26
Local Unrealized Gain Loss
4128.57
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 BE2980
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE2980
Security Description
3% 01 Feb 2032
Maturity Date
2032-02-01T00:00:00.000
Interest Rate
3
Original Face
5545982.00
Shares Par Value
5387109.69
Base Market Value
5538325.86
Base Total Cost
5541989.10
Base Unrealized Gain Loss
-3663.24
Base Accrued Interest
0
Local Market Value
5538325.86
Local Total Cost Amount
5541989.10
Local Unrealized Gain Loss
-3663.24
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 BE3188
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE3188
Security Description
3.5% 01 Feb 2047
Maturity Date
2047-02-01T00:00:00.000
Interest Rate
3.5
Original Face
847465.00
Shares Par Value
835424.37
Base Market Value
864171.32
Base Total Cost
852524.46
Base Unrealized Gain Loss
11646.86
Base Accrued Interest
0
Local Market Value
864171.32
Local Total Cost Amount
852524.46
Local Unrealized Gain Loss
11646.86
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 BE4913
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE4913
Security Description
3.5% 01 Jan 2047
Maturity Date
2047-01-01T00:00:00.000
Interest Rate
3.5
Original Face
260057.00
Shares Par Value
255046.35
Base Market Value
263223.14
Base Total Cost
263225.78
Base Unrealized Gain Loss
-2.64
Base Accrued Interest
0
Local Market Value
263223.14
Local Total Cost Amount
263225.78
Local Unrealized Gain Loss
-2.64
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BE9285
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BE9285
Security Description
3.5% 01 Mar 2047
Maturity Date
2047-03-01T00:00:00.000
Interest Rate
3.5
Original Face
187297.00
Shares Par Value
186483.25
Base Market Value
192204.56
Base Total Cost
190620.85
Base Unrealized Gain Loss
1583.71
Base Accrued Interest
0
Local Market Value
192204.56
Local Total Cost Amount
190620.85
Local Unrealized Gain Loss
1583.71
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BH0157
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BH0157
Security Description
3.5% 01 Apr 2047
Maturity Date
2047-04-01T00:00:00.000
Interest Rate
3.5
Original Face
1574953.00
Shares Par Value
1567842.53
Base Market Value
1611271.77
Base Total Cost
1603792.67
Base Unrealized Gain Loss
7479.10
Base Accrued Interest
0
Local Market Value
1611271.77
Local Total Cost Amount
1603792.67
Local Unrealized Gain Loss
7479.10
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 BM1100
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1100
Security Description
1% 01 Feb 2045
Maturity Date
2045-02-01T00:00:00.000
Interest Rate
3.5
Original Face
962600.00
Shares Par Value
944696.65
Base Market Value
974841.92
Base Total Cost
979827.56
Base Unrealized Gain Loss
-4985.64
Base Accrued Interest
1102.15
Local Market Value
974841.92
Local Total Cost Amount
979827.56
Local Unrealized Gain Loss
-4985.64
Local Accrued Interest
1102.15
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 BM1174
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1174
Security Description
1% 01 May 2047
Maturity Date
2047-05-01T00:00:00.000
Interest Rate
3.5
Original Face
1416297.00
Shares Par Value
1406745.54
Base Market Value
1453027.47
Base Total Cost
1461696.54
Base Unrealized Gain Loss
-8669.07
Base Accrued Interest
0
Local Market Value
1453027.47
Local Total Cost Amount
1461696.54
Local Unrealized Gain Loss
-8669.07
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL BM1219
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL BM1219
Security Description
1% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3.5
Original Face
4993000.00
Shares Par Value
4971182.08
Base Market Value
5131303.85
Base Total Cost
5174689.86
Base Unrealized Gain Loss
-43386.01
Base Accrued Interest
0
Local Market Value
5131303.85
Local Total Cost Amount
5174689.86
Local Unrealized Gain Loss
-43386.01
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
CAD
Local Currency Code: CAD • Trade Country Name: CANADA • Security Name: HYDRO ONE LTD
Local Currency Code
CAD
Trade Country Name
CANADA
Security Name
HYDRO ONE LTD
Security Description
COMMON STOCK
Interest Rate
0
Original Face
0
Shares Par Value
2200
Base Market Value
38452.65
Base Total Cost
34452.4
Base Unrealized Gain Loss
4000.25
Base Accrued Interest
0
Local Market Value
50248
Local Total Cost Amount
45592.58
Local Unrealized Gain Loss
4655.42
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
EQUITY
Investment Type Name
COMMON STOCK
Major Industry Name
UTILITIES
Minor Industry Name
ELECTRIC UTILITIES
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 MA0171
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA0171
Security Description
4.5% 01 Sep 2029
Maturity Date
2029-09-01T00:00:00.000
Interest Rate
4.5
Original Face
1000000.00
Shares Par Value
130880.36
Base Market Value
140689.84
Base Total Cost
143007.25
Base Unrealized Gain Loss
-2317.41
Base Accrued Interest
0
Local Market Value
140689.84
Local Total Cost Amount
143007.25
Local Unrealized Gain Loss
-2317.41
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FNMA POOL MA2542
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA2542
Security Description
3% 01 Feb 2046
Maturity Date
2046-02-01T00:00:00.000
Interest Rate
3
Original Face
150000.00
Shares Par Value
129433.29
Base Market Value
129350.45
Base Total Cost
130060.24
Base Unrealized Gain Loss
-709.79
Base Accrued Interest
0
Local Market Value
129350.45
Local Total Cost Amount
130060.24
Local Unrealized Gain Loss
-709.79
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 MA2747
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA2747
Security Description
3.5% 01 Sep 2046
Maturity Date
2046-09-01T00:00:00.000
Interest Rate
3.5
Original Face
990000.00
Shares Par Value
914939.80
Base Market Value
940283.63
Base Total Cost
968335.13
Base Unrealized Gain Loss
-28051.50
Base Accrued Interest
0
Local Market Value
940283.63
Local Total Cost Amount
968335.13
Local Unrealized Gain Loss
-28051.50
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 MA2803
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA2803
Security Description
2.5% 01 Nov 2031
Maturity Date
2031-11-01T00:00:00.000
Interest Rate
2.5
Original Face
90000.00
Shares Par Value
84819.41
Base Market Value
85319.00
Base Total Cost
85084.48
Base Unrealized Gain Loss
234.52
Base Accrued Interest
0
Local Market Value
85319.00
Local Total Cost Amount
85084.48
Local Unrealized Gain Loss
234.52
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: 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
2858.80
Base Market Value
2858.80
Base Total Cost
2858.80
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
2858.80
Local Total Cost Amount
2858.80
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 MA2807
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA2807
Security Description
3.5% 01 Nov 2046
Maturity Date
2046-11-01T00:00:00.000
Interest Rate
3.5
Original Face
180000.00
Shares Par Value
173648.62
Base Market Value
178458.69
Base Total Cost
180893.02
Base Unrealized Gain Loss
-2434.33
Base Accrued Interest
0
Local Market Value
178458.69
Local Total Cost Amount
180893.02
Local Unrealized Gain Loss
-2434.33
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 MA2833
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA2833
Security Description
3% 01 Dec 2046
Maturity Date
2046-12-01T00:00:00.000
Interest Rate
3
Original Face
350000.00
Shares Par Value
340694.03
Base Market Value
340475.99
Base Total Cost
335849.79
Base Unrealized Gain Loss
4626.20
Base Accrued Interest
0
Local Market Value
340475.99
Local Total Cost Amount
335849.79
Local Unrealized Gain Loss
4626.20
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 MA2895
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA2895
Security Description
3% 01 Feb 2047
Maturity Date
2047-02-01T00:00:00.000
Interest Rate
3
Original Face
350000.00
Shares Par Value
344092.78
Base Market Value
343872.56
Base Total Cost
339146.45
Base Unrealized Gain Loss
4726.11
Base Accrued Interest
0
Local Market Value
343872.56
Local Total Cost Amount
339146.45
Local Unrealized Gain Loss
4726.11
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 MA2907
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA2907
Security Description
4% 01 Feb 2047
Maturity Date
2047-02-01T00:00:00.000
Interest Rate
4
Original Face
45000.00
Shares Par Value
43672.55
Base Market Value
45930.86
Base Total Cost
45958.54
Base Unrealized Gain Loss
-27.68
Base Accrued Interest
0
Local Market Value
45930.86
Local Total Cost Amount
45958.54
Local Unrealized Gain Loss
-27.68
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 MA2920
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA2920
Security Description
3% 01 Mar 2047
Maturity Date
2047-03-01T00:00:00.000
Interest Rate
3
Original Face
350000.00
Shares Par Value
345784.83
Base Market Value
345563.53
Base Total Cost
340787.16
Base Unrealized Gain Loss
4776.37
Base Accrued Interest
0
Local Market Value
345563.53
Local Total Cost Amount
340787.16
Local Unrealized Gain Loss
4776.37
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 MA3038
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL MA3038
Security Description
4.5% 01 Jun 2047
Maturity Date
2047-06-01T00:00:00.000
Interest Rate
4.5
Original Face
355000.00
Shares Par Value
353373.31
Base Market Value
379088.29
Base Total Cost
380925.39
Base Unrealized Gain Loss
-1837.10
Base Accrued Interest
530.06
Local Market Value
379088.29
Local Total Cost Amount
380925.39
Local Unrealized Gain Loss
-1837.10
Local Accrued Interest
530.06
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 PRIN STRIP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA PRIN STRIP
Security Description
0.01% 15 May 2029
Maturity Date
2029-05-15T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
870000.00
Base Market Value
604902.30
Base Total Cost
595871.70
Base Unrealized Gain Loss
9030.60
Base Accrued Interest
0
Local Market Value
604902.30
Local Total Cost Amount
595871.70
Local Unrealized Gain Loss
9030.60
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
GOVERNMENT ISSUES
Major Industry Name
AGENCY
Minor Industry Name
AGENCY
Direct Group Trust Holding
Direct
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