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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: LTF MERGER SUB INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LTF MERGER SUB INC
Security Description
8.5% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
8.5
Original Face
0.00
Shares Par Value
700000.00
Base Market Value
752500.00
Base Total Cost
698750.00
Base Unrealized Gain Loss
53750.00
Base Accrued Interest
2644.44
Local Market Value
752500.00
Local Total Cost Amount
698750.00
Local Unrealized Gain Loss
53750.00
Local Accrued Interest
2644.44
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa1
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LUNDIN MINING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LUNDIN MINING CORP
Security Description
7.5% 01 Nov 2020
Maturity Date
2020-11-01T00:00:00.000
Interest Rate
7.5
Original Face
0.00
Shares Par Value
514000.00
Base Market Value
540419.60
Base Total Cost
518260.00
Base Unrealized Gain Loss
22159.60
Base Accrued Interest
6425.00
Local Market Value
540419.60
Local Total Cost Amount
518260.00
Local Unrealized Gain Loss
22159.60
Local Accrued Interest
6425.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LUNDIN MINING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LUNDIN MINING CORP
Security Description
7.5% 01 Nov 2020
Maturity Date
2020-11-01T00:00:00.000
Interest Rate
7.5
Original Face
0.00
Shares Par Value
435000.00
Base Market Value
457359.00
Base Total Cost
444100.00
Base Unrealized Gain Loss
13259.00
Base Accrued Interest
5437.50
Local Market Value
457359.00
Local Total Cost Amount
444100.00
Local Unrealized Gain Loss
13259.00
Local Accrued Interest
5437.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LUNDIN MINING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LUNDIN MINING CORP
Security Description
7.875% 01 Nov 2022
Maturity Date
2022-11-01T00:00:00.000
Interest Rate
7.875
Original Face
0.00
Shares Par Value
154000.00
Base Market Value
167860.00
Base Total Cost
154000.00
Base Unrealized Gain Loss
13860.00
Base Accrued Interest
2021.25
Local Market Value
167860.00
Local Total Cost Amount
154000.00
Local Unrealized Gain Loss
13860.00
Local Accrued Interest
2021.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LYB INTL FINANCE BV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LYB INTL FINANCE BV
Security Description
4% 15 Jul 2023
Maturity Date
2023-07-15T00:00:00.000
Interest Rate
4
Original Face
0.00
Shares Par Value
2160000.00
Base Market Value
2288476.80
Base Total Cost
2204636.00
Base Unrealized Gain Loss
83840.80
Base Accrued Interest
39840.00
Local Market Value
2288476.80
Local Total Cost Amount
2204636.00
Local Unrealized Gain Loss
83840.80
Local Accrued Interest
39840.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LYB INTL FINANCE BV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LYB INTL FINANCE BV
Security Description
4.875% 15 Mar 2044
Maturity Date
2044-03-15T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
680000.00
Base Market Value
720079.20
Base Total Cost
704116.78
Base Unrealized Gain Loss
15962.42
Base Accrued Interest
9760.83
Local Market Value
720079.20
Local Total Cost Amount
704116.78
Local Unrealized Gain Loss
15962.42
Local Accrued Interest
9760.83
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LYB INTL FINANCE BV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LYB INTL FINANCE BV
Security Description
4.875% 15 Mar 2044
Maturity Date
2044-03-15T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
365000.00
Base Market Value
386513.10
Base Total Cost
362217.46
Base Unrealized Gain Loss
24295.64
Base Accrued Interest
5239.27
Local Market Value
386513.10
Local Total Cost Amount
362217.46
Local Unrealized Gain Loss
24295.64
Local Accrued Interest
5239.27
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LYB INTL FINANCE BV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LYB INTL FINANCE BV
Security Description
5.25% 15 Jul 2043
Maturity Date
2043-07-15T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
95000.00
Base Market Value
105978.20
Base Total Cost
92153.80
Base Unrealized Gain Loss
13824.40
Base Accrued Interest
2299.79
Local Market Value
105978.20
Local Total Cost Amount
92153.80
Local Unrealized Gain Loss
13824.40
Local Accrued Interest
2299.79
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LYONDELLBASELL IND NV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LYONDELLBASELL IND NV
Security Description
5% 15 Apr 2019
Maturity Date
2019-04-15T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
626000.00
Base Market Value
654445.44
Base Total Cost
694515.23
Base Unrealized Gain Loss
-40069.79
Base Accrued Interest
6607.78
Local Market Value
654445.44
Local Total Cost Amount
694515.23
Local Unrealized Gain Loss
-40069.79
Local Accrued Interest
6607.78
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LYONDELLBASELL IND NV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LYONDELLBASELL IND NV
Security Description
6% 15 Nov 2021
Maturity Date
2021-11-15T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
620000.00
Base Market Value
700414.00
Base Total Cost
714246.20
Base Unrealized Gain Loss
-13832.20
Base Accrued Interest
4753.33
Local Market Value
700414.00
Local Total Cost Amount
714246.20
Local Unrealized Gain Loss
-13832.20
Local Accrued Interest
4753.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: LYONDELLBASELL IND NV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LYONDELLBASELL IND NV
Security Description
4.625% 26 Feb 2055
Maturity Date
2055-02-26T00:00:00.000
Interest Rate
4.625
Original Face
0.00
Shares Par Value
290000.00
Base Market Value
284072.40
Base Total Cost
282016.30
Base Unrealized Gain Loss
2056.10
Base Accrued Interest
4657.12
Local Market Value
284072.40
Local Total Cost Amount
282016.30
Local Unrealized Gain Loss
2056.10
Local Accrued Interest
4657.12
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: M/I HOMES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
M/I HOMES INC
Security Description
6.75% 15 Jan 2021
Maturity Date
2021-01-15T00:00:00.000
Interest Rate
6.75
Original Face
0.00
Shares Par Value
324000.00
Base Market Value
339390.00
Base Total Cost
324000.00
Base Unrealized Gain Loss
15390.00
Base Accrued Interest
10084.50
Local Market Value
339390.00
Local Total Cost Amount
324000.00
Local Unrealized Gain Loss
15390.00
Local Accrued Interest
10084.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: M+T BANK CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
M+T BANK CORPORATION
Security Description
1% 29 Dec 2049
Maturity Date
2049-12-29T00:00:00.000
Interest Rate
5.125
Original Face
0.00
Shares Par Value
5945000.00
Base Market Value
6175368.75
Base Total Cost
5812075.00
Base Unrealized Gain Loss
363293.75
Base Accrued Interest
50780.20
Local Market Value
6175368.75
Local Total Cost Amount
5812075.00
Local Unrealized Gain Loss
363293.75
Local Accrued Interest
50780.20
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MACK CALI REALTY LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MACK CALI REALTY LP
Security Description
2.5% 15 Dec 2017
Maturity Date
2017-12-15T00:00:00.000
Interest Rate
2.5
Original Face
0.00
Shares Par Value
107000.00
Base Market Value
107160.50
Base Total Cost
106411.43
Base Unrealized Gain Loss
749.07
Base Accrued Interest
118.89
Local Market Value
107160.50
Local Total Cost Amount
106411.43
Local Unrealized Gain Loss
749.07
Local Accrued Interest
118.89
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MACK CALI REALTY LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MACK CALI REALTY LP
Security Description
4.5% 18 Apr 2022
Maturity Date
2022-04-18T00:00:00.000
Interest Rate
4.5
Original Face
0.00
Shares Par Value
37000.00
Base Market Value
37797.72
Base Total Cost
36926.37
Base Unrealized Gain Loss
871.35
Base Accrued Interest
351.50
Local Market Value
37797.72
Local Total Cost Amount
36926.37
Local Unrealized Gain Loss
871.35
Local Accrued Interest
351.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MACQUARIE BANK LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MACQUARIE BANK LTD
Security Description
6.625% 07 Apr 2021
Maturity Date
2021-04-07T00:00:00.000
Interest Rate
6.625
Original Face
0.00
Shares Par Value
550000.00
Base Market Value
619811.50
Base Total Cost
548927.50
Base Unrealized Gain Loss
70884.00
Base Accrued Interest
8502.08
Local Market Value
619811.50
Local Total Cost Amount
548927.50
Local Unrealized Gain Loss
70884.00
Local Accrued Interest
8502.08
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MACQUARIE GROUP LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MACQUARIE GROUP LTD
Security Description
3% 03 Dec 2018
Maturity Date
2018-12-03T00:00:00.000
Interest Rate
3
Original Face
0.00
Shares Par Value
625000.00
Base Market Value
632775.00
Base Total Cost
627899.88
Base Unrealized Gain Loss
4875.12
Base Accrued Interest
1458.33
Local Market Value
632775.00
Local Total Cost Amount
627899.88
Local Unrealized Gain Loss
4875.12
Local Accrued Interest
1458.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
Moody S Quality Rating
A3
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MACQUARIE INFRASTRUCTURE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MACQUARIE INFRASTRUCTURE
Security Description
2.875% 15 Jul 2019
Maturity Date
2019-07-15T00:00:00.000
Interest Rate
2.875
Original Face
0.00
Shares Par Value
2390000.00
Base Market Value
2640950.00
Base Total Cost
2698294.36
Base Unrealized Gain Loss
-57344.36
Base Accrued Interest
31684.03
Local Market Value
2640950.00
Local Total Cost Amount
2698294.36
Local Unrealized Gain Loss
-57344.36
Local Accrued Interest
31684.03
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MACQUARIE INFRASTRUCTURE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MACQUARIE INFRASTRUCTURE
Security Description
2% 01 Oct 2023
Maturity Date
2023-10-01T00:00:00.000
Interest Rate
2
Original Face
0.00
Shares Par Value
1485000.00
Base Market Value
1478510.55
Base Total Cost
1488220.19
Base Unrealized Gain Loss
-9709.64
Base Accrued Interest
7425.00
Local Market Value
1478510.55
Local Total Cost Amount
1488220.19
Local Unrealized Gain Loss
-9709.64
Local Accrued Interest
7425.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MACQUARIE INFRASTRUCTURE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MACQUARIE INFRASTRUCTURE
Security Description
2% 01 Oct 2023
Maturity Date
2023-10-01T00:00:00.000
Interest Rate
2
Original Face
0.00
Shares Par Value
1340000.00
Base Market Value
1334144.20
Base Total Cost
1345407.51
Base Unrealized Gain Loss
-11263.31
Base Accrued Interest
6700.00
Local Market Value
1334144.20
Local Total Cost Amount
1345407.51
Local Unrealized Gain Loss
-11263.31
Local Accrued Interest
6700.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MACQUARIE INFRASTRUCTURE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MACQUARIE INFRASTRUCTURE
Security Description
2.875% 15 Jul 2019
Maturity Date
2019-07-15T00:00:00.000
Interest Rate
2.875
Original Face
0.00
Shares Par Value
537000.00
Base Market Value
593385.00
Base Total Cost
600127.22
Base Unrealized Gain Loss
-6742.22
Base Accrued Interest
7118.98
Local Market Value
593385.00
Local Total Cost Amount
600127.22
Local Unrealized Gain Loss
-6742.22
Local Accrued Interest
7118.98
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
CONVERTIBLES
Minor Industry Name
CONVERTIBLE BOND
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MACYS RETAIL HLDGS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MACYS RETAIL HLDGS INC
Security Description
2.875% 15 Feb 2023
Maturity Date
2023-02-15T00:00:00.000
Interest Rate
2.875
Original Face
0.00
Shares Par Value
1455000.00
Base Market Value
1334031.30
Base Total Cost
1397057.05
Base Unrealized Gain Loss
-63025.75
Base Accrued Interest
15802.91
Local Market Value
1334031.30
Local Total Cost Amount
1397057.05
Local Unrealized Gain Loss
-63025.75
Local Accrued Interest
15802.91
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MAGELLAN MIDSTREAM PARTN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MAGELLAN MIDSTREAM PARTN
Security Description
4.2% 15 Mar 2045
Maturity Date
2045-03-15T00:00:00.000
Interest Rate
4.2
Original Face
0.00
Shares Par Value
600000.00
Base Market Value
557142.00
Base Total Cost
540078.50
Base Unrealized Gain Loss
17063.50
Base Accrued Interest
7420.00
Local Market Value
557142.00
Local Total Cost Amount
540078.50
Local Unrealized Gain Loss
17063.50
Local Accrued Interest
7420.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MAGELLAN MIDSTREAM PARTN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MAGELLAN MIDSTREAM PARTN
Security Description
5.15% 15 Oct 2043
Maturity Date
2043-10-15T00:00:00.000
Interest Rate
5.15
Original Face
0.00
Shares Par Value
125000.00
Base Market Value
135695.00
Base Total Cost
124450.00
Base Unrealized Gain Loss
11245.00
Base Accrued Interest
1359.03
Local Market Value
135695.00
Local Total Cost Amount
124450.00
Local Unrealized Gain Loss
11245.00
Local Accrued Interest
1359.03
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa1
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MAGNA INTERNATIONAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MAGNA INTERNATIONAL INC
Security Description
4.15% 01 Oct 2025
Maturity Date
2025-10-01T00:00:00.000
Interest Rate
4.15
Original Face
0.00
Shares Par Value
750000.00
Base Market Value
797265.00
Base Total Cost
796140.00
Base Unrealized Gain Loss
1125.00
Base Accrued Interest
7781.25
Local Market Value
797265.00
Local Total Cost Amount
796140.00
Local Unrealized Gain Loss
1125.00
Local Accrued Interest
7781.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
A3
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NFP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NFP CORP
Security Description
6.875% 15 Jul 2025
Maturity Date
2025-07-15T00:00:00.000
Interest Rate
6.875
Original Face
0.00
Shares Par Value
360000.00
Base Market Value
363600.00
Base Total Cost
360000.00
Base Unrealized Gain Loss
3600.00
Base Accrued Interest
0
Local Market Value
363600.00
Local Total Cost Amount
360000.00
Local Unrealized Gain Loss
3600.00
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Caa2
S And P Quality Rating
CCC+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MAGNA INTERNATIONAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MAGNA INTERNATIONAL INC
Security Description
3.625% 15 Jun 2024
Maturity Date
2024-06-15T00:00:00.000
Interest Rate
3.625
Original Face
0.00
Shares Par Value
60000.00
Base Market Value
61606.20
Base Total Cost
59213.40
Base Unrealized Gain Loss
2392.80
Base Accrued Interest
96.67
Local Market Value
61606.20
Local Total Cost Amount
59213.40
Local Unrealized Gain Loss
2392.80
Local Accrued Interest
96.67
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
Moody S Quality Rating
A3
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MALLINCKRODT FIN/SB
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MALLINCKRODT FIN/SB
Security Description
5.625% 15 Oct 2023
Maturity Date
2023-10-15T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
1675000.00
Base Market Value
1528437.50
Base Total Cost
1590562.50
Base Unrealized Gain Loss
-62125.00
Base Accrued Interest
19890.69
Local Market Value
1528437.50
Local Total Cost Amount
1590562.50
Local Unrealized Gain Loss
-62125.00
Local Accrued Interest
19890.69
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MALLINCKRODT FIN/SB
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MALLINCKRODT FIN/SB
Security Description
5.75% 01 Aug 2022
Maturity Date
2022-08-01T00:00:00.000
Interest Rate
5.75
Original Face
0.00
Shares Par Value
530000.00
Base Market Value
498200.00
Base Total Cost
546851.31
Base Unrealized Gain Loss
-48651.31
Base Accrued Interest
12697.91
Local Market Value
498200.00
Local Total Cost Amount
546851.31
Local Unrealized Gain Loss
-48651.31
Local Accrued Interest
12697.91
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MALLINCKRODT FIN/SB
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MALLINCKRODT FIN/SB
Security Description
5.5% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
315000.00
Base Market Value
275625.00
Base Total Cost
304694.29
Base Unrealized Gain Loss
-29069.29
Base Accrued Interest
3663.61
Local Market Value
275625.00
Local Total Cost Amount
304694.29
Local Unrealized Gain Loss
-29069.29
Local Accrued Interest
3663.61
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MALLINCKRODT FIN/SB
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MALLINCKRODT FIN/SB
Security Description
5.5% 15 Apr 2025
Maturity Date
2025-04-15T00:00:00.000
Interest Rate
5.5
Original Face
0.00
Shares Par Value
156000.00
Base Market Value
136500.00
Base Total Cost
156000.00
Base Unrealized Gain Loss
-19500.00
Base Accrued Interest
1811.33
Local Market Value
136500.00
Local Total Cost Amount
156000.00
Local Unrealized Gain Loss
-19500.00
Local Accrued Interest
1811.33
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
B1
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MALLINCKRODT INTL FIN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MALLINCKRODT INTL FIN
Security Description
4.75% 15 Apr 2023
Maturity Date
2023-04-15T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
532000.00
Base Market Value
453530.00
Base Total Cost
471410.00
Base Unrealized Gain Loss
-17880.00
Base Accrued Interest
5334.78
Local Market Value
453530.00
Local Total Cost Amount
471410.00
Local Unrealized Gain Loss
-17880.00
Local Accrued Interest
5334.78
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
B2
S And P Quality Rating
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MANITOWOC FOODSERVICE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MANITOWOC FOODSERVICE
Security Description
1% 03 Mar 2023
Maturity Date
2023-03-03T00:00:00.000
Interest Rate
0
Original Face
0.00
Shares Par Value
259128.20
Base Market Value
262043.39
Base Total Cost
255899.57
Base Unrealized Gain Loss
6143.82
Base Accrued Interest
0
Local Market Value
262043.39
Local Total Cost Amount
255899.57
Local Unrealized Gain Loss
6143.82
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
BANK LOAN
Major Industry Name
BANK LOAN
Minor Industry Name
BANK LOAN
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MANULIFE FINANCIAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MANULIFE FINANCIAL CORP
Security Description
4.9% 17 Sep 2020
Maturity Date
2020-09-17T00:00:00.000
Interest Rate
4.9
Original Face
0.00
Shares Par Value
1025000.00
Base Market Value
1102028.75
Base Total Cost
1044854.25
Base Unrealized Gain Loss
57174.50
Base Accrued Interest
14509.44
Local Market Value
1102028.75
Local Total Cost Amount
1044854.25
Local Unrealized Gain Loss
57174.50
Local Accrued Interest
14509.44
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
S And P Quality Rating
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MANULIFE FINANCIAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MANULIFE FINANCIAL CORP
Security Description
1% 24 Feb 2032
Maturity Date
2032-02-24T00:00:00.000
Interest Rate
4.061
Original Face
0.00
Shares Par Value
60000.00
Base Market Value
60535.20
Base Total Cost
60035.80
Base Unrealized Gain Loss
499.40
Base Accrued Interest
859.58
Local Market Value
60535.20
Local Total Cost Amount
60035.80
Local Unrealized Gain Loss
499.40
Local Accrued Interest
859.58
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
CANADIAN
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MARATHON OIL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARATHON OIL CORP
Security Description
6% 01 Oct 2017
Maturity Date
2017-10-01T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
180000.00
Base Market Value
181710.00
Base Total Cost
148869.00
Base Unrealized Gain Loss
32841.00
Base Accrued Interest
2700.00
Local Market Value
181710.00
Local Total Cost Amount
148869.00
Local Unrealized Gain Loss
32841.00
Local Accrued Interest
2700.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MARATHON PETROLEUM CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARATHON PETROLEUM CORP
Security Description
6.5% 01 Mar 2041
Maturity Date
2041-03-01T00:00:00.000
Interest Rate
6.5
Original Face
0.00
Shares Par Value
225000.00
Base Market Value
259850.25
Base Total Cost
277028.10
Base Unrealized Gain Loss
-17177.85
Base Accrued Interest
4875.00
Local Market Value
259850.25
Local Total Cost Amount
277028.10
Local Unrealized Gain Loss
-17177.85
Local Accrued Interest
4875.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
ELECTRIC/GAS
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MARB BONDCO PLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARB BONDCO PLC
Security Description
7% 15 Mar 2024
Maturity Date
2024-03-15T00:00:00.000
Interest Rate
7
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
193250.00
Base Total Cost
203000.00
Base Unrealized Gain Loss
-9750.00
Base Accrued Interest
4122.22
Local Market Value
193250.00
Local Total Cost Amount
203000.00
Local Unrealized Gain Loss
-9750.00
Local Accrued Interest
4122.22
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
YANKEE
Minor Industry Name
OTHER YANKEE
S And P Quality Rating
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MARKEL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARKEL CORP
Security Description
5% 05 Apr 2046
Maturity Date
2046-04-05T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
445000.00
Base Market Value
486789.95
Base Total Cost
450384.50
Base Unrealized Gain Loss
36405.45
Base Accrued Interest
5315.28
Local Market Value
486789.95
Local Total Cost Amount
450384.50
Local Unrealized Gain Loss
36405.45
Local Accrued Interest
5315.28
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MARKEL CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARKEL CORPORATION
Security Description
5% 30 Mar 2043
Maturity Date
2043-03-30T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
50000.00
Base Market Value
53692.50
Base Total Cost
49090.00
Base Unrealized Gain Loss
4602.50
Base Accrued Interest
631.94
Local Market Value
53692.50
Local Total Cost Amount
49090.00
Local Unrealized Gain Loss
4602.50
Local Accrued Interest
631.94
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MARRIOTT INTERNATIONAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARRIOTT INTERNATIONAL
Security Description
4.5% 01 Oct 2034
Maturity Date
2034-10-01T00:00:00.000
Interest Rate
4.5
Original Face
0.00
Shares Par Value
750000.00
Base Market Value
783637.50
Base Total Cost
728253.75
Base Unrealized Gain Loss
55383.75
Base Accrued Interest
8437.50
Local Market Value
783637.50
Local Total Cost Amount
728253.75
Local Unrealized Gain Loss
55383.75
Local Accrued Interest
8437.50
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa2
S And P Quality Rating
BBB
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
-179.11
Base Market Value
-179.11
Base Total Cost
-179.11
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
-179.11
Local Total Cost Amount
-179.11
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: MARSH + MCLENNAN COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARSH + MCLENNAN COS INC
Security Description
3.5% 10 Mar 2025
Maturity Date
2025-03-10T00:00:00.000
Interest Rate
3.5
Original Face
0.00
Shares Par Value
2665000.00
Base Market Value
2735222.75
Base Total Cost
2654793.05
Base Unrealized Gain Loss
80429.70
Base Accrued Interest
28759.79
Local Market Value
2735222.75
Local Total Cost Amount
2654793.05
Local Unrealized Gain Loss
80429.70
Local Accrued Interest
28759.79
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MARSH + MCLENNAN COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARSH + MCLENNAN COS INC
Security Description
3.3% 14 Mar 2023
Maturity Date
2023-03-14T00:00:00.000
Interest Rate
3.3
Original Face
0.00
Shares Par Value
1185000.00
Base Market Value
1217848.20
Base Total Cost
1183672.80
Base Unrealized Gain Loss
34175.40
Base Accrued Interest
11622.88
Local Market Value
1217848.20
Local Total Cost Amount
1183672.80
Local Unrealized Gain Loss
34175.40
Local Accrued Interest
11622.88
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MARSH + MCLENNAN COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARSH + MCLENNAN COS INC
Security Description
4.05% 15 Oct 2023
Maturity Date
2023-10-15T00:00:00.000
Interest Rate
4.05
Original Face
0.00
Shares Par Value
375000.00
Base Market Value
398565.00
Base Total Cost
373522.50
Base Unrealized Gain Loss
25042.50
Base Accrued Interest
3206.25
Local Market Value
398565.00
Local Total Cost Amount
373522.50
Local Unrealized Gain Loss
25042.50
Local Accrued Interest
3206.25
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MARSH + MCLENNAN COS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARSH + MCLENNAN COS INC
Security Description
4.8% 15 Jul 2021
Maturity Date
2021-07-15T00:00:00.000
Interest Rate
4.8
Original Face
0.00
Shares Par Value
360000.00
Base Market Value
391381.20
Base Total Cost
360252.76
Base Unrealized Gain Loss
31128.44
Base Accrued Interest
7968.00
Local Market Value
391381.20
Local Total Cost Amount
360252.76
Local Unrealized Gain Loss
31128.44
Local Accrued Interest
7968.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
FINANCE
Moody S Quality Rating
Baa1
S And P Quality Rating
A-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MARTIN MARIETTA MATERIAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARTIN MARIETTA MATERIAL
Security Description
4.25% 02 Jul 2024
Maturity Date
2024-07-02T00:00:00.000
Interest Rate
4.25
Original Face
0.00
Shares Par Value
3985000.00
Base Market Value
4182018.40
Base Total Cost
4008876.80
Base Unrealized Gain Loss
173141.60
Base Accrued Interest
84210.80
Local Market Value
4182018.40
Local Total Cost Amount
4008876.80
Local Unrealized Gain Loss
173141.60
Local Accrued Interest
84210.80
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MARTIN MARIETTA MATERIAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARTIN MARIETTA MATERIAL
Security Description
3.45% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
3.45
Original Face
0.00
Shares Par Value
2895000.00
Base Market Value
2879917.05
Base Total Cost
2889152.10
Base Unrealized Gain Loss
-9235.05
Base Accrued Interest
10820.06
Local Market Value
2879917.05
Local Total Cost Amount
2889152.10
Local Unrealized Gain Loss
-9235.05
Local Accrued Interest
10820.06
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MARTIN MARIETTA MATERIAL
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MARTIN MARIETTA MATERIAL
Security Description
4.25% 02 Jul 2024
Maturity Date
2024-07-02T00:00:00.000
Interest Rate
4.25
Original Face
0.00
Shares Par Value
425000.00
Base Market Value
446012.00
Base Total Cost
422569.00
Base Unrealized Gain Loss
23443.00
Base Accrued Interest
8981.08
Local Market Value
446012.00
Local Total Cost Amount
422569.00
Local Unrealized Gain Loss
23443.00
Local Accrued Interest
8981.08
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: MASCO CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MASCO CORP
Security Description
3.5% 15 Nov 2027
Maturity Date
2027-11-15T00:00:00.000
Interest Rate
3.5
Original Face
0.00
Shares Par Value
3400000.00
Base Market Value
3370318.00
Base Total Cost
3396838.00
Base Unrealized Gain Loss
-26520.00
Base Accrued Interest
3305.56
Local Market Value
3370318.00
Local Total Cost Amount
3396838.00
Local Unrealized Gain Loss
-26520.00
Local Accrued Interest
3305.56
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CORPORATE BONDS
Major Industry Name
CORPORATE
Minor Industry Name
INDUSTRIAL
Moody S Quality Rating
Ba1
S And P Quality Rating
BBB
Direct Group Trust Holding
Direct
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