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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: NORTHWEST FLORIDA TIMBER
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NORTHWEST FLORIDA TIMBER
Security Description
4.75% 04 Mar 2029
Maturity Date
2029-03-04T00:00:00.000
Interest Rate
4.75
Original Face
0.00
Shares Par Value
330000.00
Base Market Value
314631.90
Base Total Cost
324993.90
Base Unrealized Gain Loss
-10362.00
Base Accrued Interest
4789.58
Local Market Value
314631.90
Local Total Cost Amount
324993.90
Local Unrealized Gain Loss
-10362.00
Local Accrued Interest
4789.58
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
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: NOVA CHEMICALS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOVA CHEMICALS CORP
Security Description
5.25% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
760000.00
Base Market Value
756200.00
Base Total Cost
759962.50
Base Unrealized Gain Loss
-3762.50
Base Accrued Interest
2442.71
Local Market Value
756200.00
Local Total Cost Amount
759962.50
Local Unrealized Gain Loss
-3762.50
Local Accrued Interest
2442.71
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
Ba2
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: NOVA CHEMICALS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOVA CHEMICALS CORP
Security Description
5% 01 May 2025
Maturity Date
2025-05-01T00:00:00.000
Interest Rate
5
Original Face
0.00
Shares Par Value
710000.00
Base Market Value
706450.00
Base Total Cost
713608.75
Base Unrealized Gain Loss
-7158.75
Base Accrued Interest
5920.84
Local Market Value
706450.00
Local Total Cost Amount
713608.75
Local Unrealized Gain Loss
-7158.75
Local Accrued Interest
5920.84
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
Ba2
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: NOVA CHEMICALS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOVA CHEMICALS CORP
Security Description
4.875% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
595000.00
Base Market Value
592768.75
Base Total Cost
595000.00
Base Unrealized Gain Loss
-2231.25
Base Accrued Interest
1772.60
Local Market Value
592768.75
Local Total Cost Amount
595000.00
Local Unrealized Gain Loss
-2231.25
Local Accrued Interest
1772.60
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
Ba2
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: NOVA CHEMICALS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOVA CHEMICALS CORP
Security Description
4.875% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
525000.00
Base Market Value
523031.25
Base Total Cost
525000.00
Base Unrealized Gain Loss
-1968.75
Base Accrued Interest
1564.06
Local Market Value
523031.25
Local Total Cost Amount
525000.00
Local Unrealized Gain Loss
-1968.75
Local Accrued Interest
1564.06
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
Ba2
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: NOVA CHEMICALS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOVA CHEMICALS CORP
Security Description
4.875% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
510000.00
Base Market Value
508087.50
Base Total Cost
509962.50
Base Unrealized Gain Loss
-1875.00
Base Accrued Interest
1523.44
Local Market Value
508087.50
Local Total Cost Amount
509962.50
Local Unrealized Gain Loss
-1875.00
Local Accrued Interest
1523.44
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
CANADIAN
Moody S Quality Rating
Ba2
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: NOVA CHEMICALS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOVA CHEMICALS CORP
Security Description
5.25% 01 Aug 2023
Maturity Date
2023-08-01T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
299000.00
Base Market Value
307222.50
Base Total Cost
300495.00
Base Unrealized Gain Loss
6727.50
Base Accrued Interest
6540.62
Local Market Value
307222.50
Local Total Cost Amount
300495.00
Local Unrealized Gain Loss
6727.50
Local Accrued Interest
6540.62
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
Ba2
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: NOVA CHEMICALS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOVA CHEMICALS CORP
Security Description
5.25% 01 Aug 2023
Maturity Date
2023-08-01T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
200000.00
Base Market Value
205500.00
Base Total Cost
197500.00
Base Unrealized Gain Loss
8000.00
Base Accrued Interest
4375.00
Local Market Value
205500.00
Local Total Cost Amount
197500.00
Local Unrealized Gain Loss
8000.00
Local Accrued Interest
4375.00
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
Ba2
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: NOVA CHEMICALS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOVA CHEMICALS CORP
Security Description
4.875% 01 Jun 2024
Maturity Date
2024-06-01T00:00:00.000
Interest Rate
4.875
Original Face
0.00
Shares Par Value
175000.00
Base Market Value
174343.75
Base Total Cost
175000.00
Base Unrealized Gain Loss
-656.25
Base Accrued Interest
521.35
Local Market Value
174343.75
Local Total Cost Amount
175000.00
Local Unrealized Gain Loss
-656.25
Local Accrued Interest
521.35
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
Ba2
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: NOVA CHEMICALS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOVA CHEMICALS CORP
Security Description
5.25% 01 Jun 2027
Maturity Date
2027-06-01T00:00:00.000
Interest Rate
5.25
Original Face
0.00
Shares Par Value
75000.00
Base Market Value
74625.00
Base Total Cost
75000.00
Base Unrealized Gain Loss
-375.00
Base Accrued Interest
240.63
Local Market Value
74625.00
Local Total Cost Amount
75000.00
Local Unrealized Gain Loss
-375.00
Local Accrued Interest
240.63
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
Ba2
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: NOVARTIS CAPITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOVARTIS CAPITAL CORP
Security Description
2.4% 17 May 2022
Maturity Date
2022-05-17T00:00:00.000
Interest Rate
2.4
Original Face
0.00
Shares Par Value
1500000.00
Base Market Value
1511805.00
Base Total Cost
1491735.00
Base Unrealized Gain Loss
20070.00
Base Accrued Interest
4400.00
Local Market Value
1511805.00
Local Total Cost Amount
1491735.00
Local Unrealized Gain Loss
20070.00
Local Accrued Interest
4400.00
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
Aa3
S And P Quality Rating
AA-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NOVARTIS CAPITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOVARTIS CAPITAL CORP
Security Description
2.4% 17 May 2022
Maturity Date
2022-05-17T00:00:00.000
Interest Rate
2.4
Original Face
0.00
Shares Par Value
875000.00
Base Market Value
881886.25
Base Total Cost
885281.25
Base Unrealized Gain Loss
-3395.00
Base Accrued Interest
2566.67
Local Market Value
881886.25
Local Total Cost Amount
885281.25
Local Unrealized Gain Loss
-3395.00
Local Accrued Interest
2566.67
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
Aa3
S And P Quality Rating
AA-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NOVARTIS CAPITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOVARTIS CAPITAL CORP
Security Description
2.4% 21 Sep 2022
Maturity Date
2022-09-21T00:00:00.000
Interest Rate
2.4
Original Face
0.00
Shares Par Value
747000.00
Base Market Value
750189.69
Base Total Cost
741210.75
Base Unrealized Gain Loss
8978.94
Base Accrued Interest
4980.00
Local Market Value
750189.69
Local Total Cost Amount
741210.75
Local Unrealized Gain Loss
8978.94
Local Accrued Interest
4980.00
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
Aa3
S And P Quality Rating
AA-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NOVELIS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOVELIS CORP
Security Description
6.25% 15 Aug 2024
Maturity Date
2024-08-15T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
1170000.00
Base Market Value
1228500.00
Base Total Cost
1193006.25
Base Unrealized Gain Loss
35493.75
Base Accrued Interest
27625.00
Local Market Value
1228500.00
Local Total Cost Amount
1193006.25
Local Unrealized Gain Loss
35493.75
Local Accrued Interest
27625.00
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
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: NOVELIS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOVELIS CORP
Security Description
5.875% 30 Sep 2026
Maturity Date
2026-09-30T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
955000.00
Base Market Value
983650.00
Base Total Cost
964360.00
Base Unrealized Gain Loss
19290.00
Base Accrued Interest
7169.13
Local Market Value
983650.00
Local Total Cost Amount
964360.00
Local Unrealized Gain Loss
19290.00
Local Accrued Interest
7169.13
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
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: NOVELIS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOVELIS CORP
Security Description
5.875% 30 Sep 2026
Maturity Date
2026-09-30T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
670000.00
Base Market Value
690100.00
Base Total Cost
676700.00
Base Unrealized Gain Loss
13400.00
Base Accrued Interest
5029.65
Local Market Value
690100.00
Local Total Cost Amount
676700.00
Local Unrealized Gain Loss
13400.00
Local Accrued Interest
5029.65
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
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: NOVELIS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOVELIS CORP
Security Description
5.875% 30 Sep 2026
Maturity Date
2026-09-30T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
575000.00
Base Market Value
592250.00
Base Total Cost
576615.16
Base Unrealized Gain Loss
15634.84
Base Accrued Interest
4321.40
Local Market Value
592250.00
Local Total Cost Amount
576615.16
Local Unrealized Gain Loss
15634.84
Local Accrued Interest
4321.40
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
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: NOVELIS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOVELIS CORP
Security Description
6.25% 15 Aug 2024
Maturity Date
2024-08-15T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
525000.00
Base Market Value
551250.00
Base Total Cost
526575.00
Base Unrealized Gain Loss
24675.00
Base Accrued Interest
12395.84
Local Market Value
551250.00
Local Total Cost Amount
526575.00
Local Unrealized Gain Loss
24675.00
Local Accrued Interest
12395.84
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
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: NOVELIS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOVELIS CORP
Security Description
6.25% 15 Aug 2024
Maturity Date
2024-08-15T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
300000.00
Base Market Value
315000.00
Base Total Cost
302500.00
Base Unrealized Gain Loss
12500.00
Base Accrued Interest
7083.33
Local Market Value
315000.00
Local Total Cost Amount
302500.00
Local Unrealized Gain Loss
12500.00
Local Accrued Interest
7083.33
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
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: NOVELIS CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOVELIS CORP
Security Description
5.875% 30 Sep 2026
Maturity Date
2026-09-30T00:00:00.000
Interest Rate
5.875
Original Face
0.00
Shares Par Value
150000.00
Base Market Value
154500.00
Base Total Cost
150149.98
Base Unrealized Gain Loss
4350.02
Base Accrued Interest
1126.04
Local Market Value
154500.00
Local Total Cost Amount
150149.98
Local Unrealized Gain Loss
4350.02
Local Accrued Interest
1126.04
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
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: NOVELLUS SYSTEMS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NOVELLUS SYSTEMS INC
Security Description
2.625% 15 May 2041
Maturity Date
2041-05-15T00:00:00.000
Interest Rate
2.625
Original Face
0.00
Shares Par Value
1075000.00
Base Market Value
4487458.50
Base Total Cost
1669843.40
Base Unrealized Gain Loss
2817615.10
Base Accrued Interest
3605.73
Local Market Value
4487458.50
Local Total Cost Amount
1669843.40
Local Unrealized Gain Loss
2817615.10
Local Accrued Interest
3605.73
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
6.625% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
6.625
Original Face
0.00
Shares Par Value
3125000.00
Base Market Value
3128906.25
Base Total Cost
3095237.50
Base Unrealized Gain Loss
33668.75
Base Accrued Interest
95464.40
Local Market Value
3128906.25
Local Total Cost Amount
3095237.50
Local Unrealized Gain Loss
33668.75
Local Accrued Interest
95464.40
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
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
7.25% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
7.25
Original Face
0.00
Shares Par Value
2395000.00
Base Market Value
2478825.00
Base Total Cost
2422200.89
Base Unrealized Gain Loss
56624.11
Base Accrued Interest
22187.01
Local Market Value
2478825.00
Local Total Cost Amount
2422200.89
Local Unrealized Gain Loss
56624.11
Local Accrued Interest
22187.01
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
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
6.625% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
6.625
Original Face
0.00
Shares Par Value
1835000.00
Base Market Value
1837293.75
Base Total Cost
1820400.00
Base Unrealized Gain Loss
16893.75
Base Accrued Interest
56056.67
Local Market Value
1837293.75
Local Total Cost Amount
1820400.00
Local Unrealized Gain Loss
16893.75
Local Accrued Interest
56056.67
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
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
6.25% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
1730000.00
Base Market Value
1775412.50
Base Total Cost
1745043.75
Base Unrealized Gain Loss
30368.75
Base Accrued Interest
49857.64
Local Market Value
1775412.50
Local Total Cost Amount
1745043.75
Local Unrealized Gain Loss
30368.75
Local Accrued Interest
49857.64
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
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
6.625% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
6.625
Original Face
0.00
Shares Par Value
1430000.00
Base Market Value
1469325.00
Base Total Cost
1443383.96
Base Unrealized Gain Loss
25941.04
Base Accrued Interest
27894.92
Local Market Value
1469325.00
Local Total Cost Amount
1443383.96
Local Unrealized Gain Loss
25941.04
Local Accrued Interest
27894.92
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
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
7.25% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
7.25
Original Face
0.00
Shares Par Value
1355000.00
Base Market Value
1402425.00
Base Total Cost
1364004.19
Base Unrealized Gain Loss
38420.81
Base Accrued Interest
12552.56
Local Market Value
1402425.00
Local Total Cost Amount
1364004.19
Local Unrealized Gain Loss
38420.81
Local Accrued Interest
12552.56
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
ELECTRIC/GAS
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
6.625% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
6.625
Original Face
0.00
Shares Par Value
925000.00
Base Market Value
950437.50
Base Total Cost
914296.15
Base Unrealized Gain Loss
36141.35
Base Accrued Interest
18043.92
Local Market Value
950437.50
Local Total Cost Amount
914296.15
Local Unrealized Gain Loss
36141.35
Local Accrued Interest
18043.92
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
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
7.25% 15 May 2026
Maturity Date
2026-05-15T00:00:00.000
Interest Rate
7.25
Original Face
0.00
Shares Par Value
790000.00
Base Market Value
817650.00
Base Total Cost
790000.00
Base Unrealized Gain Loss
27650.00
Base Accrued Interest
7318.47
Local Market Value
817650.00
Local Total Cost Amount
790000.00
Local Unrealized Gain Loss
27650.00
Local Accrued Interest
7318.47
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
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
6.25% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
680000.00
Base Market Value
697850.00
Base Total Cost
680992.28
Base Unrealized Gain Loss
16857.72
Base Accrued Interest
19597.22
Local Market Value
697850.00
Local Total Cost Amount
680992.28
Local Unrealized Gain Loss
16857.72
Local Accrued Interest
19597.22
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
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
6.25% 01 May 2024
Maturity Date
2024-05-01T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
679000.00
Base Market Value
685790.00
Base Total Cost
679000.00
Base Unrealized Gain Loss
6790.00
Base Accrued Interest
7072.92
Local Market Value
685790.00
Local Total Cost Amount
679000.00
Local Unrealized Gain Loss
6790.00
Local Accrued Interest
7072.92
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
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
6.625% 15 Mar 2023
Maturity Date
2023-03-15T00:00:00.000
Interest Rate
6.625
Original Face
0.00
Shares Par Value
430000.00
Base Market Value
441825.00
Base Total Cost
443640.50
Base Unrealized Gain Loss
-1815.50
Base Accrued Interest
8387.98
Local Market Value
441825.00
Local Total Cost Amount
443640.50
Local Unrealized Gain Loss
-1815.50
Local Accrued Interest
8387.98
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
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
6.625% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
6.625
Original Face
0.00
Shares Par Value
415000.00
Base Market Value
415518.75
Base Total Cost
415000.00
Base Unrealized Gain Loss
518.75
Base Accrued Interest
12677.67
Local Market Value
415518.75
Local Total Cost Amount
415000.00
Local Unrealized Gain Loss
518.75
Local Accrued Interest
12677.67
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
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
6.625% 15 Jan 2027
Maturity Date
2027-01-15T00:00:00.000
Interest Rate
6.625
Original Face
0.00
Shares Par Value
325000.00
Base Market Value
325406.25
Base Total Cost
325000.00
Base Unrealized Gain Loss
406.25
Base Accrued Interest
9928.29
Local Market Value
325406.25
Local Total Cost Amount
325000.00
Local Unrealized Gain Loss
406.25
Local Accrued Interest
9928.29
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
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
6.25% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
316000.00
Base Market Value
324295.00
Base Total Cost
322245.00
Base Unrealized Gain Loss
2050.00
Base Accrued Interest
9106.94
Local Market Value
324295.00
Local Total Cost Amount
322245.00
Local Unrealized Gain Loss
2050.00
Local Accrued Interest
9106.94
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
ELECTRIC/GAS
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
7.875% 15 May 2021
Maturity Date
2021-05-15T00:00:00.000
Interest Rate
7.875
Original Face
0.00
Shares Par Value
100000.00
Base Market Value
103250.00
Base Total Cost
103250.00
Base Unrealized Gain Loss
0
Base Accrued Interest
1006.25
Local Market Value
103250.00
Local Total Cost Amount
103250.00
Local Unrealized Gain Loss
0
Local Accrued Interest
1006.25
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
ELECTRIC/GAS
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
6.25% 01 May 2024
Maturity Date
2024-05-01T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
75000.00
Base Market Value
75750.00
Base Total Cost
76125.00
Base Unrealized Gain Loss
-375.00
Base Accrued Interest
781.25
Local Market Value
75750.00
Local Total Cost Amount
76125.00
Local Unrealized Gain Loss
-375.00
Local Accrued Interest
781.25
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
ELECTRIC/GAS
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
7.875% 15 May 2021
Maturity Date
2021-05-15T00:00:00.000
Interest Rate
7.875
Original Face
0.00
Shares Par Value
51000.00
Base Market Value
52657.50
Base Total Cost
55335.00
Base Unrealized Gain Loss
-2677.50
Base Accrued Interest
513.19
Local Market Value
52657.50
Local Total Cost Amount
55335.00
Local Unrealized Gain Loss
-2677.50
Local Accrued Interest
513.19
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
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: NRG ENERGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG ENERGY INC
Security Description
6.25% 15 Jul 2022
Maturity Date
2022-07-15T00:00:00.000
Interest Rate
6.25
Original Face
0.00
Shares Par Value
5000.00
Base Market Value
5131.25
Base Total Cost
5235.94
Base Unrealized Gain Loss
-104.69
Base Accrued Interest
144.10
Local Market Value
5131.25
Local Total Cost Amount
5235.94
Local Unrealized Gain Loss
-104.69
Local Accrued Interest
144.10
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
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: NRG YIELD INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG YIELD INC
Security Description
3.25% 01 Jun 2020
Maturity Date
2020-06-01T00:00:00.000
Interest Rate
3.25
Original Face
0.00
Shares Par Value
1809000.00
Base Market Value
1814662.17
Base Total Cost
1753062.25
Base Unrealized Gain Loss
61599.92
Base Accrued Interest
4899.36
Local Market Value
1814662.17
Local Total Cost Amount
1753062.25
Local Unrealized Gain Loss
61599.92
Local Accrued Interest
4899.36
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NRG YIELD OPERATING LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NRG YIELD OPERATING LLC
Security Description
5.375% 15 Aug 2024
Maturity Date
2024-08-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
1190000.00
Base Market Value
1248012.50
Base Total Cost
1105400.00
Base Unrealized Gain Loss
142612.50
Base Accrued Interest
24163.59
Local Market Value
1248012.50
Local Total Cost Amount
1105400.00
Local Unrealized Gain Loss
142612.50
Local Accrued Interest
24163.59
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
Ba2
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: NUANCE COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NUANCE COMMUNICATIONS
Security Description
1% 15 Dec 2035
Maturity Date
2035-12-15T00:00:00.000
Interest Rate
1
Original Face
0.00
Shares Par Value
2710000.00
Base Market Value
2611762.50
Base Total Cost
2591798.95
Base Unrealized Gain Loss
19963.55
Base Accrued Interest
1204.45
Local Market Value
2611762.50
Local Total Cost Amount
2591798.95
Local Unrealized Gain Loss
19963.55
Local Accrued Interest
1204.45
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
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NUANCE COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NUANCE COMMUNICATIONS
Security Description
1% 15 Dec 2035
Maturity Date
2035-12-15T00:00:00.000
Interest Rate
1
Original Face
0.00
Shares Par Value
2228000.00
Base Market Value
2147235.00
Base Total Cost
1992086.68
Base Unrealized Gain Loss
155148.32
Base Accrued Interest
990.23
Local Market Value
2147235.00
Local Total Cost Amount
1992086.68
Local Unrealized Gain Loss
155148.32
Local Accrued Interest
990.23
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
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NUANCE COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NUANCE COMMUNICATIONS
Security Description
6% 01 Jul 2024
Maturity Date
2024-07-01T00:00:00.000
Interest Rate
6
Original Face
0.00
Shares Par Value
1155000.00
Base Market Value
1230075.00
Base Total Cost
1173025.00
Base Unrealized Gain Loss
57050.00
Base Accrued Interest
0
Local Market Value
1230075.00
Local Total Cost Amount
1173025.00
Local Unrealized Gain Loss
57050.00
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
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: NUANCE COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NUANCE COMMUNICATIONS
Security Description
1.5% 01 Nov 2035
Maturity Date
2035-11-01T00:00:00.000
Interest Rate
1.5
Original Face
0.00
Shares Par Value
994000.00
Base Market Value
1021961.22
Base Total Cost
995725.44
Base Unrealized Gain Loss
26235.78
Base Accrued Interest
2485.00
Local Market Value
1021961.22
Local Total Cost Amount
995725.44
Local Unrealized Gain Loss
26235.78
Local Accrued Interest
2485.00
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
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NUANCE COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NUANCE COMMUNICATIONS
Security Description
5.625% 15 Dec 2026
Maturity Date
2026-12-15T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
870000.00
Base Market Value
928725.00
Base Total Cost
868022.60
Base Unrealized Gain Loss
60702.40
Base Accrued Interest
2175.00
Local Market Value
928725.00
Local Total Cost Amount
868022.60
Local Unrealized Gain Loss
60702.40
Local Accrued Interest
2175.00
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
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: 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
-2000.80
Base Market Value
-2000.80
Base Total Cost
-2000.80
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
-2000.80
Local Total Cost Amount
-2000.80
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: NUANCE COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NUANCE COMMUNICATIONS
Security Description
5.375% 15 Aug 2020
Maturity Date
2020-08-15T00:00:00.000
Interest Rate
5.375
Original Face
0.00
Shares Par Value
272000.00
Base Market Value
276420.00
Base Total Cost
277799.53
Base Unrealized Gain Loss
-1379.53
Base Accrued Interest
5523.11
Local Market Value
276420.00
Local Total Cost Amount
277799.53
Local Unrealized Gain Loss
-1379.53
Local Accrued Interest
5523.11
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
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: NUANCE COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NUANCE COMMUNICATIONS
Security Description
1.25% 01 Apr 2025
Maturity Date
2025-04-01T00:00:00.000
Interest Rate
1.25
Original Face
0.00
Shares Par Value
175000.00
Base Market Value
176531.25
Base Total Cost
170764.55
Base Unrealized Gain Loss
5766.70
Base Accrued Interest
631.94
Local Market Value
176531.25
Local Total Cost Amount
170764.55
Local Unrealized Gain Loss
5766.70
Local Accrued Interest
631.94
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
BB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: NUANCE COMMUNICATIONS
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NUANCE COMMUNICATIONS
Security Description
5.625% 15 Dec 2026
Maturity Date
2026-12-15T00:00:00.000
Interest Rate
5.625
Original Face
0.00
Shares Par Value
125000.00
Base Market Value
133437.50
Base Total Cost
123827.50
Base Unrealized Gain Loss
9610.00
Base Accrued Interest
312.50
Local Market Value
133437.50
Local Total Cost Amount
123827.50
Local Unrealized Gain Loss
9610.00
Local Accrued Interest
312.50
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
Ba3
S And P Quality Rating
BB-
Direct Group Trust Holding
Direct
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