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Office of The Comptroller: Teachers Retirement System Holdings Data

This dataset sets forth the Teachers 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 5u2d-n46s 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: DEPOMED INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DEPOMED INC
Security Description
2.5% 01 Sep 2021
Maturity Date
2021-09-01T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
2887000.00
Base Market Value
2533342.50
Base Total Cost
2597402.09
Base Unrealized Gain Loss
-64059.59
Base Accrued Interest
24058.33
Local Market Value
2533342.50
Local Total Cost Amount
2597402.09
Local Unrealized Gain Loss
-64059.59
Local Accrued Interest
24058.33
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: MOLINA HEALTHCARE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MOLINA HEALTHCARE INC
Security Description
1.625% 15 Aug 2044
Maturity Date
2044-08-15T00:00:00.000
Interest Rate
1.625
Original Face
0
Shares Par Value
3995000.00
Base Market Value
5096141.85
Base Total Cost
4176834.79
Base Unrealized Gain Loss
919307.06
Base Accrued Interest
24524.85
Local Market Value
5096141.85
Local Total Cost Amount
4176834.79
Local Unrealized Gain Loss
919307.06
Local Accrued Interest
24524.85
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: PRA GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PRA GROUP INC
Security Description
3% 01 Aug 2020
Maturity Date
2020-08-01T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
4020000.00
Base Market Value
3836607.60
Base Total Cost
3813192.86
Base Unrealized Gain Loss
23414.74
Base Accrued Interest
50250.00
Local Market Value
3836607.60
Local Total Cost Amount
3813192.86
Local Unrealized Gain Loss
23414.74
Local Accrued Interest
50250.00
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CARDTRONICS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CARDTRONICS INC
Security Description
1% 01 Dec 2020
Maturity Date
2020-12-01T00:00:00.000
Interest Rate
1
Original Face
0
Shares Par Value
3000000.00
Base Market Value
2874390.00
Base Total Cost
2893357.98
Base Unrealized Gain Loss
-18967.98
Base Accrued Interest
2500.01
Local Market Value
2874390.00
Local Total Cost Amount
2893357.98
Local Unrealized Gain Loss
-18967.98
Local Accrued Interest
2500.01
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: LIBERTY MEDIA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIBERTY MEDIA CORP
Security Description
1.375% 15 Oct 2023
Maturity Date
2023-10-15T00:00:00.000
Interest Rate
1.375
Original Face
0
Shares Par Value
5073000.00
Base Market Value
6005924.70
Base Total Cost
4842324.46
Base Unrealized Gain Loss
1163600.24
Base Accrued Interest
14725.78
Local Market Value
6005924.70
Local Total Cost Amount
4842324.46
Local Unrealized Gain Loss
1163600.24
Local Accrued Interest
14725.78
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: QUIDEL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
QUIDEL CORP
Security Description
3.25% 15 Dec 2020
Maturity Date
2020-12-15T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
3232000.00
Base Market Value
3583480.00
Base Total Cost
3161654.11
Base Unrealized Gain Loss
421825.89
Base Accrued Interest
4668.45
Local Market Value
3583480.00
Local Total Cost Amount
3161654.11
Local Unrealized Gain Loss
421825.89
Local Accrued Interest
4668.45
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ALTABA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALTABA INC
Security Description
0.01% 01 Dec 2018
Maturity Date
2018-12-01T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
10043000.00
Base Market Value
11417685.84
Base Total Cost
10406550.25
Base Unrealized Gain Loss
1011135.59
Base Accrued Interest
0
Local Market Value
11417685.84
Local Total Cost Amount
10406550.25
Local Unrealized Gain Loss
1011135.59
Local Accrued Interest
0
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: FINISAR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FINISAR CORP
Security Description
0.5% 15 Dec 2033
Maturity Date
2033-12-15T00:00:00.000
Interest Rate
0.5
Original Face
0
Shares Par Value
1892000.00
Base Market Value
2103676.96
Base Total Cost
1998712.14
Base Unrealized Gain Loss
104964.82
Base Accrued Interest
420.45
Local Market Value
2103676.96
Local Total Cost Amount
1998712.14
Local Unrealized Gain Loss
104964.82
Local Accrued Interest
420.45
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: HERBALIFE LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HERBALIFE LTD
Security Description
2% 15 Aug 2019
Maturity Date
2019-08-15T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
6159000.00
Base Market Value
6405360.00
Base Total Cost
5225950.48
Base Unrealized Gain Loss
1179409.52
Base Accrued Interest
46534.64
Local Market Value
6405360.00
Local Total Cost Amount
5225950.48
Local Unrealized Gain Loss
1179409.52
Local Accrued Interest
46534.64
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: LIVE NATION ENTERTAINMEN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIVE NATION ENTERTAINMEN
Security Description
2.5% 15 May 2019
Maturity Date
2019-05-15T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
5244000.00
Base Market Value
5978160.00
Base Total Cost
5352899.48
Base Unrealized Gain Loss
625260.52
Base Accrued Interest
16751.67
Local Market Value
5978160.00
Local Total Cost Amount
5352899.48
Local Unrealized Gain Loss
625260.52
Local Accrued Interest
16751.67
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: ATLAS AIR WORLDWIDE HLDG
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ATLAS AIR WORLDWIDE HLDG
Security Description
2.25% 01 Jun 2022
Maturity Date
2022-06-01T00:00:00.000
Interest Rate
2.25
Original Face
0
Shares Par Value
3725000.00
Base Market Value
3915906.25
Base Total Cost
3760958.78
Base Unrealized Gain Loss
154947.47
Base Accrued Interest
6984.38
Local Market Value
3915906.25
Local Total Cost Amount
3760958.78
Local Unrealized Gain Loss
154947.47
Local Accrued Interest
6984.38
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: ILLUMINA INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ILLUMINA INC
Security Description
0.5% 15 Jun 2021
Maturity Date
2021-06-15T00:00:00.000
Interest Rate
0.5
Original Face
0
Shares Par Value
8018000.00
Base Market Value
8529147.50
Base Total Cost
8141446.41
Base Unrealized Gain Loss
387701.09
Base Accrued Interest
1781.78
Local Market Value
8529147.50
Local Total Cost Amount
8141446.41
Local Unrealized Gain Loss
387701.09
Local Accrued Interest
1781.78
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 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
Shares Par Value
7705000.00
Base Market Value
7729116.65
Base Total Cost
7466678.57
Base Unrealized Gain Loss
262438.08
Base Accrued Interest
20867.71
Local Market Value
7729116.65
Local Total Cost Amount
7466678.57
Local Unrealized Gain Loss
262438.08
Local Accrued Interest
20867.71
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: JAZZ INVESTMENTS I LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JAZZ INVESTMENTS I LTD
Security Description
1.875% 15 Aug 2021
Maturity Date
2021-08-15T00:00:00.000
Interest Rate
1.875
Original Face
0
Shares Par Value
8921000.00
Base Market Value
9757343.75
Base Total Cost
9153980.24
Base Unrealized Gain Loss
603363.51
Base Accrued Interest
63190.41
Local Market Value
9757343.75
Local Total Cost Amount
9153980.24
Local Unrealized Gain Loss
603363.51
Local Accrued Interest
63190.41
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
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ELECTRONICS FOR IMAGING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ELECTRONICS FOR IMAGING
Security Description
0.75% 01 Sep 2019
Maturity Date
2019-09-01T00:00:00.000
Interest Rate
0.75
Original Face
0
Shares Par Value
5011000.00
Base Market Value
5383718.18
Base Total Cost
5211364.72
Base Unrealized Gain Loss
172353.46
Base Accrued Interest
12527.50
Local Market Value
5383718.18
Local Total Cost Amount
5211364.72
Local Unrealized Gain Loss
172353.46
Local Accrued Interest
12527.50
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: GERMANY • Security Name: SIEMENS FINANCIERINGSMAT
Local Currency Code
USD
Trade Country Name
GERMANY
Security Name
SIEMENS FINANCIERINGSMAT
Security Description
1.65% 16 Aug 2019
Maturity Date
2019-08-16T00:00:00.000
Interest Rate
1.65
Original Face
0
Shares Par Value
3750000.00
Base Market Value
4635000.00
Base Total Cost
4152329.64
Base Unrealized Gain Loss
482670.36
Base Accrued Interest
23203.12
Local Market Value
4635000.00
Local Total Cost Amount
4152329.64
Local Unrealized Gain Loss
482670.36
Local Accrued Interest
23203.12
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
A+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: EXTRA SPACE STORAGE LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
EXTRA SPACE STORAGE LP
Security Description
3.125% 01 Oct 2035
Maturity Date
2035-10-01T00:00:00.000
Interest Rate
3.125
Original Face
0
Shares Par Value
6021000.00
Base Market Value
6431210.73
Base Total Cost
6222693.33
Base Unrealized Gain Loss
208517.40
Base Accrued Interest
47039.02
Local Market Value
6431210.73
Local Total Cost Amount
6222693.33
Local Unrealized Gain Loss
208517.40
Local Accrued Interest
47039.02
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: CEMEX SAB DE CV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CEMEX SAB DE CV
Security Description
3.72% 15 Mar 2020
Maturity Date
2020-03-15T00:00:00.000
Interest Rate
3.72
Original Face
0
Shares Par Value
5407000.00
Base Market Value
6224808.75
Base Total Cost
5646118.10
Base Unrealized Gain Loss
578690.65
Base Accrued Interest
59224.67
Local Market Value
6224808.75
Local Total Cost Amount
5646118.10
Local Unrealized Gain Loss
578690.65
Local Accrued Interest
59224.67
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: PRICELINE GROUP INC/THE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PRICELINE GROUP INC/THE
Security Description
0.9% 15 Sep 2021
Maturity Date
2021-09-15T00:00:00.000
Interest Rate
0.9
Original Face
0
Shares Par Value
5594000.00
Base Market Value
6405130.00
Base Total Cost
5756798.62
Base Unrealized Gain Loss
648331.38
Base Accrued Interest
14824.10
Local Market Value
6405130.00
Local Total Cost Amount
5756798.62
Local Unrealized Gain Loss
648331.38
Local Accrued Interest
14824.10
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: TWITTER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TWITTER INC
Security Description
0.25% 15 Sep 2019
Maturity Date
2019-09-15T00:00:00.000
Interest Rate
0.25
Original Face
0
Shares Par Value
9474000.00
Base Market Value
8947056.12
Base Total Cost
9104935.29
Base Unrealized Gain Loss
-157879.17
Base Accrued Interest
6973.91
Local Market Value
8947056.12
Local Total Cost Amount
9104935.29
Local Unrealized Gain Loss
-157879.17
Local Accrued Interest
6973.91
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: TWITTER INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TWITTER INC
Security Description
1% 15 Sep 2021
Maturity Date
2021-09-15T00:00:00.000
Interest Rate
1
Original Face
0
Shares Par Value
5465000.00
Base Market Value
5000475.00
Base Total Cost
4815413.13
Base Unrealized Gain Loss
185061.87
Base Accrued Interest
16091.39
Local Market Value
5000475.00
Local Total Cost Amount
4815413.13
Local Unrealized Gain Loss
185061.87
Local Accrued Interest
16091.39
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: IONIS PHARMACEUTICALS IN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IONIS PHARMACEUTICALS IN
Security Description
1% 15 Nov 2021
Maturity Date
2021-11-15T00:00:00.000
Interest Rate
1
Original Face
0
Shares Par Value
3558000.00
Base Market Value
3773721.54
Base Total Cost
3515028.60
Base Unrealized Gain Loss
258692.94
Base Accrued Interest
4546.33
Local Market Value
3773721.54
Local Total Cost Amount
3515028.60
Local Unrealized Gain Loss
258692.94
Local Accrued Interest
4546.33
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: NXP SEMICONDUCTOR NV
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NXP SEMICONDUCTOR NV
Security Description
1% 01 Dec 2019
Maturity Date
2019-12-01T00:00:00.000
Interest Rate
1
Original Face
0
Shares Par Value
4569000.00
Base Market Value
5448532.50
Base Total Cost
4919555.41
Base Unrealized Gain Loss
528977.09
Base Accrued Interest
3807.50
Local Market Value
5448532.50
Local Total Cost Amount
4919555.41
Local Unrealized Gain Loss
528977.09
Local Accrued Interest
3807.50
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
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: FREDDIE MAC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FREDDIE MAC
Security Description
6.75% 15 Mar 2031
Maturity Date
2031-03-15T00:00:00.000
Interest Rate
6.75
Original Face
0
Shares Par Value
80000.00
Base Market Value
115744.80
Base Total Cost
107418.75
Base Unrealized Gain Loss
8326.05
Base Accrued Interest
1590.00
Local Market Value
115744.80
Local Total Cost Amount
107418.75
Local Unrealized Gain Loss
8326.05
Local Accrued Interest
1590.00
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
Moody S Quality Rating
Aaa
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: WRIGHT MEDICAL GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WRIGHT MEDICAL GROUP INC
Security Description
2% 15 Feb 2020
Maturity Date
2020-02-15T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
7418000.00
Base Market Value
8243252.50
Base Total Cost
7567025.19
Base Unrealized Gain Loss
676227.31
Base Accrued Interest
56047.11
Local Market Value
8243252.50
Local Total Cost Amount
7567025.19
Local Unrealized Gain Loss
676227.31
Local Accrued Interest
56047.11
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: HORIZON PHARMA INV LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
HORIZON PHARMA INV LTD
Security Description
2.5% 15 Mar 2022
Maturity Date
2022-03-15T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
8337000.00
Base Market Value
7185493.56
Base Total Cost
7767071.67
Base Unrealized Gain Loss
-581578.11
Base Accrued Interest
61369.59
Local Market Value
7185493.56
Local Total Cost Amount
7767071.67
Local Unrealized Gain Loss
-581578.11
Local Accrued Interest
61369.59
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
CCC+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: CALAMP CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALAMP CORP
Security Description
1.625% 15 May 2020
Maturity Date
2020-05-15T00:00:00.000
Interest Rate
1.625
Original Face
0
Shares Par Value
2866000.00
Base Market Value
2919737.50
Base Total Cost
2718822.94
Base Unrealized Gain Loss
200914.56
Base Accrued Interest
5950.92
Local Market Value
2919737.50
Local Total Cost Amount
2718822.94
Local Unrealized Gain Loss
200914.56
Local Accrued Interest
5950.92
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: ON SEMICONDUCTOR CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ON SEMICONDUCTOR CORP
Security Description
1% 01 Dec 2020
Maturity Date
2020-12-01T00:00:00.000
Interest Rate
1
Original Face
0
Shares Par Value
8408000.00
Base Market Value
8723300.00
Base Total Cost
8531236.64
Base Unrealized Gain Loss
192063.36
Base Accrued Interest
7006.67
Local Market Value
8723300.00
Local Total Cost Amount
8531236.64
Local Unrealized Gain Loss
192063.36
Local Accrued Interest
7006.67
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: WEATHERFORD BERMUDA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WEATHERFORD BERMUDA
Security Description
5.875% 01 Jul 2021
Maturity Date
2021-07-01T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
7218000.00
Base Market Value
7303749.84
Base Total Cost
7775264.15
Base Unrealized Gain Loss
-471514.31
Base Accrued Interest
313.99
Local Market Value
7303749.84
Local Total Cost Amount
7775264.15
Local Unrealized Gain Loss
-471514.31
Local Accrued Interest
313.99
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
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FIREEYE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIREEYE INC
Security Description
1% 01 Jun 2035
Maturity Date
2035-06-01T00:00:00.000
Interest Rate
1
Original Face
0
Shares Par Value
4074000.00
Base Market Value
3839745.00
Base Total Cost
3761692.14
Base Unrealized Gain Loss
78052.86
Base Accrued Interest
3395.00
Local Market Value
3839745.00
Local Total Cost Amount
3761692.14
Local Unrealized Gain Loss
78052.86
Local Accrued Interest
3395.00
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FIREEYE INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FIREEYE INC
Security Description
1.625% 01 Jun 2035
Maturity Date
2035-06-01T00:00:00.000
Interest Rate
1.625
Original Face
0
Shares Par Value
8304000.00
Base Market Value
7561871.52
Base Total Cost
7866242.64
Base Unrealized Gain Loss
-304371.12
Base Accrued Interest
11245.00
Local Market Value
7561871.52
Local Total Cost Amount
7866242.64
Local Unrealized Gain Loss
-304371.12
Local Accrued Interest
11245.00
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WHITING PETROLEUM CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WHITING PETROLEUM CORP
Security Description
1.25% 01 Apr 2020
Maturity Date
2020-04-01T00:00:00.000
Interest Rate
1.25
Original Face
0
Shares Par Value
8674000.00
Base Market Value
7329530.00
Base Total Cost
7306057.53
Base Unrealized Gain Loss
23472.47
Base Accrued Interest
27106.24
Local Market Value
7329530.00
Local Total Cost Amount
7306057.53
Local Unrealized Gain Loss
23472.47
Local Accrued Interest
27106.24
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
Moody S Quality Rating
B3
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: IMPAX LABORATORIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
IMPAX LABORATORIES INC
Security Description
2% 15 Jun 2022
Maturity Date
2022-06-15T00:00:00.000
Interest Rate
2
Original Face
0
Shares Par Value
4817000.00
Base Market Value
4097484.71
Base Total Cost
4284948.74
Base Unrealized Gain Loss
-187464.03
Base Accrued Interest
4373.56
Local Market Value
4097484.71
Local Total Cost Amount
4284948.74
Local Unrealized Gain Loss
-187464.03
Local Accrued Interest
4373.56
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
B+
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: SM ENERGY CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SM ENERGY CO
Security Description
1.5% 01 Jul 2021
Maturity Date
2021-07-01T00:00:00.000
Interest Rate
1.5
Original Face
0
Shares Par Value
2448000.00
Base Market Value
2200140.00
Base Total Cost
2338008.70
Base Unrealized Gain Loss
-137868.70
Base Accrued Interest
0
Local Market Value
2200140.00
Local Total Cost Amount
2338008.70
Local Unrealized Gain Loss
-137868.70
Local Accrued Interest
0
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: LIBERTY MEDIA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIBERTY MEDIA CORP
Security Description
2.25% 30 Sep 2046
Maturity Date
2046-09-30T00:00:00.000
Interest Rate
2.25
Original Face
0
Shares Par Value
7024000.00
Base Market Value
7559580.00
Base Total Cost
7133605.60
Base Unrealized Gain Loss
425974.40
Base Accrued Interest
439.01
Local Market Value
7559580.00
Local Total Cost Amount
7133605.60
Local Unrealized Gain Loss
425974.40
Local Accrued Interest
439.01
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: LIBERTY INTERACTIVE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIBERTY INTERACTIVE LLC
Security Description
1.75% 30 Sep 2046
Maturity Date
2046-09-30T00:00:00.000
Interest Rate
1.75
Original Face
0
Shares Par Value
4506000.00
Base Market Value
5150943.78
Base Total Cost
4658310.62
Base Unrealized Gain Loss
492633.16
Base Accrued Interest
219.04
Local Market Value
5150943.78
Local Total Cost Amount
4658310.62
Local Unrealized Gain Loss
492633.16
Local Accrued Interest
219.04
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
Moody S Quality Rating
B2
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: INPHI CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INPHI CORP
Security Description
0.75% 01 Sep 2021
Maturity Date
2021-09-01T00:00:00.000
Interest Rate
0.75
Original Face
0
Shares Par Value
4689000.00
Base Market Value
4521977.82
Base Total Cost
4633770.08
Base Unrealized Gain Loss
-111792.26
Base Accrued Interest
11777.33
Local Market Value
4521977.82
Local Total Cost Amount
4633770.08
Local Unrealized Gain Loss
-111792.26
Local Accrued Interest
11777.33
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: INSULET CORPORATION
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INSULET CORPORATION
Security Description
1.25% 15 Sep 2021
Maturity Date
2021-09-15T00:00:00.000
Interest Rate
1.25
Original Face
0
Shares Par Value
2582000.00
Base Market Value
2833745.00
Base Total Cost
2386345.35
Base Unrealized Gain Loss
447399.65
Base Accrued Interest
9503.20
Local Market Value
2833745.00
Local Total Cost Amount
2386345.35
Local Unrealized Gain Loss
447399.65
Local Accrued Interest
9503.20
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: CHESAPEAKE ENERGY CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CHESAPEAKE ENERGY CORP
Security Description
5.5% 15 Sep 2026
Maturity Date
2026-09-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
7119000.00
Base Market Value
6656265.00
Base Total Cost
6875979.80
Base Unrealized Gain Loss
-219714.80
Base Accrued Interest
115288.24
Local Market Value
6656265.00
Local Total Cost Amount
6875979.80
Local Unrealized Gain Loss
-219714.80
Local Accrued Interest
115288.24
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
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: 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
Shares Par Value
5717000.00
Base Market Value
5692016.71
Base Total Cost
5740078.62
Base Unrealized Gain Loss
-48061.91
Base Accrued Interest
28585.00
Local Market Value
5692016.71
Local Total Cost Amount
5740078.62
Local Unrealized Gain Loss
-48061.91
Local Accrued Interest
28585.00
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: INTEGRATED DEVICE TECH
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTEGRATED DEVICE TECH
Security Description
0.875% 15 Nov 2022
Maturity Date
2022-11-15T00:00:00.000
Interest Rate
0.875
Original Face
0
Shares Par Value
4568000.00
Base Market Value
4836370.00
Base Total Cost
4549483.49
Base Unrealized Gain Loss
286886.51
Base Accrued Interest
5107.27
Local Market Value
4836370.00
Local Total Cost Amount
4549483.49
Local Unrealized Gain Loss
286886.51
Local Accrued Interest
5107.27
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
B+
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
Shares Par Value
9480000.00
Base Market Value
9136350.00
Base Total Cost
8474343.44
Base Unrealized Gain Loss
662006.56
Base Accrued Interest
4213.34
Local Market Value
9136350.00
Local Total Cost Amount
8474343.44
Local Unrealized Gain Loss
662006.56
Local Accrued Interest
4213.34
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: ENSCO JERSEY FINANCE LTD
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ENSCO JERSEY FINANCE LTD
Security Description
3% 31 Jan 2024
Maturity Date
2024-01-31T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
6651000.00
Base Market Value
5129583.75
Base Total Cost
6161525.93
Base Unrealized Gain Loss
-1031942.18
Base Accrued Interest
110295.74
Local Market Value
5129583.75
Local Total Cost Amount
6161525.93
Local Unrealized Gain Loss
-1031942.18
Local Accrued Interest
110295.74
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: STATE STREET BANK + TRUST CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STATE STREET BANK + TRUST CO
Security Description
SHORT TERM INVESTMENT FUND
Maturity Date
2030-12-31T00:00:00.000
Interest Rate
1.12176
Original Face
0
Shares Par Value
20121491.13
Base Market Value
20121491.13
Base Total Cost
20121491.13
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
20121491.13
Local Total Cost Amount
20121491.13
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
CASH EQUIVALENT
Investment Type Name
STIF-TYPE INSTRUMENT
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: LIBERTY INTERACTIVE LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIBERTY INTERACTIVE LLC
Security Description
3.5% 15 Jan 2031
Maturity Date
2031-01-15T00:00:00.000
Interest Rate
3.5
Original Face
8408000.00
Shares Par Value
9562000.00
Base Market Value
5139575.00
Base Total Cost
5053209.83
Base Unrealized Gain Loss
86365.17
Base Accrued Interest
154320.06
Local Market Value
5139575.00
Local Total Cost Amount
5053209.83
Local Unrealized Gain Loss
86365.17
Local Accrued Interest
154320.06
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
Moody S Quality Rating
B2
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: MERITOR INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MERITOR INC
Security Description
1% 15 Feb 2027
Maturity Date
2027-02-15T00:00:00.000
Interest Rate
4
Original Face
0
Shares Par Value
3817000.00
Base Market Value
3976855.96
Base Total Cost
3897758.90
Base Unrealized Gain Loss
79097.06
Base Accrued Interest
57679.12
Local Market Value
3976855.96
Local Total Cost Amount
3897758.90
Local Unrealized Gain Loss
79097.06
Local Accrued Interest
57679.12
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
B
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: JEFFERIES GROUP LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JEFFERIES GROUP LLC
Security Description
3.875% 01 Nov 2029
Maturity Date
2029-11-01T00:00:00.000
Interest Rate
3.875
Original Face
0
Shares Par Value
7889000.00
Base Market Value
7918583.75
Base Total Cost
8504810.89
Base Unrealized Gain Loss
-586227.14
Base Accrued Interest
50949.80
Local Market Value
7918583.75
Local Total Cost Amount
8504810.89
Local Unrealized Gain Loss
-586227.14
Local Accrued Interest
50949.80
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
Moody S Quality Rating
Baa3
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
BRL
Local Currency Code: BRL • Trade Country Name: BRAZIL • Security Name: BRAZILIAN REAL
Local Currency Code
BRL
Trade Country Name
BRAZIL
Security Name
BRAZILIAN REAL
Interest Rate
0
Original Face
0
Shares Par Value
578826
Base Market Value
151025.01
Base Total Cost
150349.02
Base Unrealized Gain Loss
675.99
Base Accrued Interest
0
Local Market Value
578826
Local Total Cost Amount
578826
Local Unrealized Gain Loss
0
Local Accrued Interest
0
Period End Date
2019-06-30T00:00:00.000
Asset Class
CASH
Investment Type Name
FOREIGN CURRENCY
Major Industry Name
CASH EQUIVALENT
Minor Industry Name
CASH EQUIVALENT
Direct Group Trust Holding
Direct
Data As Of
2020-01-30T00:00:00.000
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: FANNIE MAE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FANNIE MAE
Security Description
0.01% 15 May 2030
Maturity Date
2030-05-15T00:00:00.000
Interest Rate
0.01
Original Face
0
Shares Par Value
1280000.00
Base Market Value
855616.00
Base Total Cost
706364.00
Base Unrealized Gain Loss
149252.00
Base Accrued Interest
0
Local Market Value
855616.00
Local Total Cost Amount
706364.00
Local Unrealized Gain Loss
149252.00
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
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: FNMA POOL 254449
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FNMA POOL 254449
Security Description
7% 01 Sep 2032
Maturity Date
2032-09-01T00:00:00.000
Interest Rate
7
Original Face
145000.00
Shares Par Value
2720.46
Base Market Value
3115.55
Base Total Cost
2852.24
Base Unrealized Gain Loss
263.31
Base Accrued Interest
0
Local Market Value
3115.55
Local Total Cost Amount
2852.24
Local Unrealized Gain Loss
263.31
Local Accrued Interest
0
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
FNMA
Major Industry Name
MORTGAGE PASS-THROUGH
Minor Industry Name
FNMA
Direct Group Trust Holding
Direct
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