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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: BROOKDALE SENIOR LIVING
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BROOKDALE SENIOR LIVING
Security Description
2.75% 15 Jun 2018
Maturity Date
2018-06-15T00:00:00.000
Interest Rate
2.75
Original Face
0
Shares Par Value
5137000.00
Base Market Value
5095287.56
Base Total Cost
5800510.04
Base Unrealized Gain Loss
-705222.48
Base Accrued Interest
6278.56
Local Market Value
5095287.56
Local Total Cost Amount
5800510.04
Local Unrealized Gain Loss
-705222.48
Local Accrued Interest
6278.56
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: WEBMD HEALTH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WEBMD HEALTH CORP
Security Description
2.5% 31 Jan 2018
Maturity Date
2018-01-31T00:00:00.000
Interest Rate
2.5
Original Face
0
Shares Par Value
3713000.00
Base Market Value
3826729.19
Base Total Cost
3458380.04
Base Unrealized Gain Loss
368349.15
Base Accrued Interest
38677.08
Local Market Value
3826729.19
Local Total Cost Amount
3458380.04
Local Unrealized Gain Loss
368349.15
Local Accrued Interest
38677.08
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: ROYAL GOLD INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ROYAL GOLD INC
Security Description
2.875% 15 Jun 2019
Maturity Date
2019-06-15T00:00:00.000
Interest Rate
2.875
Original Face
0
Shares Par Value
6375000.00
Base Market Value
6873078.75
Base Total Cost
6469885.27
Base Unrealized Gain Loss
403193.48
Base Accrued Interest
8145.83
Local Market Value
6873078.75
Local Total Cost Amount
6469885.27
Local Unrealized Gain Loss
403193.48
Local Accrued Interest
8145.83
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: BROADSOFT INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BROADSOFT INC
Security Description
1.5% 01 Jul 2018
Maturity Date
2018-07-01T00:00:00.000
Interest Rate
1.5
Original Face
0
Shares Par Value
3644000.00
Base Market Value
4249815.00
Base Total Cost
3658398.82
Base Unrealized Gain Loss
591416.18
Base Accrued Interest
0
Local Market Value
4249815.00
Local Total Cost Amount
3658398.82
Local Unrealized Gain Loss
591416.18
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: FOREST CITY REALTY TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
FOREST CITY REALTY TRUST
Security Description
4.25% 15 Aug 2018
Maturity Date
2018-08-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
5524000.00
Base Market Value
6459655.12
Base Total Cost
6110925.00
Base Unrealized Gain Loss
348730.12
Base Accrued Interest
88690.89
Local Market Value
6459655.12
Local Total Cost Amount
6110925.00
Local Unrealized Gain Loss
348730.12
Local Accrued Interest
88690.89
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
WR
S And P Quality Rating
NR
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 2036
Maturity Date
2036-12-15T00:00:00.000
Interest Rate
0.5
Original Face
0
Shares Par Value
8093000.00
Base Market Value
7900791.25
Base Total Cost
8128386.12
Base Unrealized Gain Loss
-227594.87
Base Accrued Interest
1798.44
Local Market Value
7900791.25
Local Total Cost Amount
8128386.12
Local Unrealized Gain Loss
-227594.87
Local Accrued Interest
1798.44
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: STARWOOD WAYPOINT HOMES
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STARWOOD WAYPOINT HOMES
Security Description
3.5% 15 Jan 2022
Maturity Date
2022-01-15T00:00:00.000
Interest Rate
3.5
Original Face
0
Shares Par Value
4272000.00
Base Market Value
4565700.00
Base Total Cost
4338376.96
Base Unrealized Gain Loss
227323.04
Base Accrued Interest
71022.00
Local Market Value
4565700.00
Local Total Cost Amount
4338376.96
Local Unrealized Gain Loss
227323.04
Local Accrued Interest
71022.00
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: NABORS INDUSTRIES INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NABORS INDUSTRIES INC
Security Description
0.75% 15 Jan 2024
Maturity Date
2024-01-15T00:00:00.000
Interest Rate
0.75
Original Face
0
Shares Par Value
9921000.00
Base Market Value
7893445.23
Base Total Cost
9610161.84
Base Unrealized Gain Loss
-1716716.61
Base Accrued Interest
34723.50
Local Market Value
7893445.23
Local Total Cost Amount
9610161.84
Local Unrealized Gain Loss
-1716716.61
Local Accrued Interest
34723.50
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
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ARES CAPITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARES CAPITAL CORP
Security Description
3.75% 01 Feb 2022
Maturity Date
2022-02-01T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
2687000.00
Base Market Value
2700435.00
Base Total Cost
2687000.00
Base Unrealized Gain Loss
13435.00
Base Accrued Interest
43103.95
Local Market Value
2700435.00
Local Total Cost Amount
2687000.00
Local Unrealized Gain Loss
13435.00
Local Accrued Interest
43103.95
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: DISH NETWORK CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DISH NETWORK CORP
Security Description
2.375% 15 Mar 2024
Maturity Date
2024-03-15T00:00:00.000
Interest Rate
2.375
Original Face
0
Shares Par Value
6501000.00
Base Market Value
6830145.63
Base Total Cost
6562596.39
Base Unrealized Gain Loss
267549.24
Base Accrued Interest
44604.08
Local Market Value
6830145.63
Local Total Cost Amount
6562596.39
Local Unrealized Gain Loss
267549.24
Local Accrued Interest
44604.08
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
Ba3
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: CSG SYSTEMS INTERNATIONA
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CSG SYSTEMS INTERNATIONA
Security Description
4.25% 15 Mar 2036
Maturity Date
2036-03-15T00:00:00.000
Interest Rate
4.25
Original Face
0
Shares Par Value
6226000.00
Base Market Value
6712437.38
Base Total Cost
6532139.01
Base Unrealized Gain Loss
180298.37
Base Accrued Interest
77911.47
Local Market Value
6712437.38
Local Total Cost Amount
6532139.01
Local Unrealized Gain Loss
180298.37
Local Accrued Interest
77911.47
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: STARWOOD PROPERTY TRUST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
STARWOOD PROPERTY TRUST
Security Description
4.375% 01 Apr 2023
Maturity Date
2023-04-01T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
5418000.00
Base Market Value
5489138.34
Base Total Cost
5416466.40
Base Unrealized Gain Loss
72671.94
Base Accrued Interest
60576.25
Local Market Value
5489138.34
Local Total Cost Amount
5416466.40
Local Unrealized Gain Loss
72671.94
Local Accrued Interest
60576.25
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: BLACKSTONE MORTGAGE TR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLACKSTONE MORTGAGE TR
Security Description
4.375% 05 May 2022
Maturity Date
2022-05-05T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
2615000.00
Base Market Value
2662409.95
Base Total Cost
2589131.25
Base Unrealized Gain Loss
73278.70
Base Accrued Interest
17796.53
Local Market Value
2662409.95
Local Total Cost Amount
2589131.25
Local Unrealized Gain Loss
73278.70
Local Accrued Interest
17796.53
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: SERVICENOW INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SERVICENOW INC
Security Description
0.01% 01 Jun 2022
Maturity Date
2022-06-01T00:00:00.000
Interest Rate
0.01
Original Face
0
Shares Par Value
3008000.00
Base Market Value
3064400.00
Base Total Cost
3064010.23
Base Unrealized Gain Loss
389.77
Base Accrued Interest
0
Local Market Value
3064400.00
Local Total Cost Amount
3064010.23
Local Unrealized Gain Loss
389.77
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 EXPEDIA HOLD INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LIBERTY EXPEDIA HOLD INC
Security Description
1% 30 Jun 2047
Maturity Date
2047-06-30T00:00:00.000
Interest Rate
1
Original Face
0
Shares Par Value
1639000.00
Base Market Value
1742470.07
Base Total Cost
1639000.00
Base Unrealized Gain Loss
103470.07
Base Accrued Interest
819.50
Local Market Value
1742470.07
Local Total Cost Amount
1639000.00
Local Unrealized Gain Loss
103470.07
Local Accrued Interest
819.50
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: UNITED STATES OF AMERICA (THE) • Security Name: WEBMD HEALTH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
WEBMD HEALTH CORP
Security Description
2.625% 15 Jun 2023
Maturity Date
2023-06-15T00:00:00.000
Interest Rate
2.625
Original Face
0
Shares Par Value
5303000.00
Base Market Value
5190311.25
Base Total Cost
5111308.40
Base Unrealized Gain Loss
79002.85
Base Accrued Interest
6186.83
Local Market Value
5190311.25
Local Total Cost Amount
5111308.40
Local Unrealized Gain Loss
79002.85
Local Accrued Interest
6186.83
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: SYNAPTICS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SYNAPTICS INC
Security Description
0.5% 15 Jun 2022
Maturity Date
2022-06-15T00:00:00.000
Interest Rate
0.5
Original Face
0
Shares Par Value
2523000.00
Base Market Value
2548230.00
Base Total Cost
2564373.16
Base Unrealized Gain Loss
-16143.16
Base Accrued Interest
200.38
Local Market Value
2548230.00
Local Total Cost Amount
2564373.16
Local Unrealized Gain Loss
-16143.16
Local Accrued Interest
200.38
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: INTERNATIONAL • Security Name: STMICROELECTRONICS NV
Local Currency Code
USD
Trade Country Name
INTERNATIONAL
Security Name
STMICROELECTRONICS NV
Security Description
0.25% 03 Jul 2024
Maturity Date
2024-07-03T00:00:00.000
Interest Rate
0.01
Original Face
0
Shares Par Value
4200000.00
Base Market Value
4185594.00
Base Total Cost
4197900.00
Base Unrealized Gain Loss
-12306.00
Base Accrued Interest
25.00
Local Market Value
4185594.00
Local Total Cost Amount
4197900.00
Local Unrealized Gain Loss
-12306.00
Local Accrued Interest
25.00
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
PRIVATE PLACEMENT
Minor Industry Name
PRIVATE PLACEMENT
S And P Quality Rating
BBB-
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: INTERNATIONAL • Security Name: STMICROELECTRONICS NV
Local Currency Code
USD
Trade Country Name
INTERNATIONAL
Security Name
STMICROELECTRONICS NV
Security Description
0.01% 03 Jul 2022
Maturity Date
2022-07-03T00:00:00.000
Interest Rate
0.01
Original Face
0
Shares Par Value
1800000.00
Base Market Value
1813176.00
Base Total Cost
1822770.00
Base Unrealized Gain Loss
-9594.00
Base Accrued Interest
0
Local Market Value
1813176.00
Local Total Cost Amount
1822770.00
Local Unrealized Gain Loss
-9594.00
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
PRIVATE PLACEMENT
Minor Industry Name
PRIVATE PLACEMENT
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: NEWMONT MINING CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NEWMONT MINING CORP
Security Description
1.625% 15 Jul 2017
Maturity Date
2017-07-15T00:00:00.000
Interest Rate
1.625
Original Face
0
Shares Par Value
8720000.00
Base Market Value
8714593.60
Base Total Cost
10606133.92
Base Unrealized Gain Loss
-1891540.32
Base Accrued Interest
65339.42
Local Market Value
8714593.60
Local Total Cost Amount
10606133.92
Local Unrealized Gain Loss
-1891540.32
Local Accrued Interest
65339.42
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: INTEL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
INTEL CORP
Security Description
3.25% 01 Aug 2039
Maturity Date
2039-08-01T00:00:00.000
Interest Rate
3.25
Original Face
0
Shares Par Value
10635000.00
Base Market Value
17574337.50
Base Total Cost
12887996.50
Base Unrealized Gain Loss
4686341.00
Base Accrued Interest
144015.63
Local Market Value
17574337.50
Local Total Cost Amount
12887996.50
Local Unrealized Gain Loss
4686341.00
Local Accrued Interest
144015.63
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
A2
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: 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
10720000.00
Base Market Value
10760200.00
Base Total Cost
10436572.95
Base Unrealized Gain Loss
323627.05
Base Accrued Interest
69233.34
Local Market Value
10760200.00
Local Total Cost Amount
10436572.95
Local Unrealized Gain Loss
323627.05
Local Accrued Interest
69233.34
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
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: OLD REPUBLIC INTL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
OLD REPUBLIC INTL CORP
Security Description
3.75% 15 Mar 2018
Maturity Date
2018-03-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
7325000.00
Base Market Value
9270739.75
Base Total Cost
8957942.10
Base Unrealized Gain Loss
312797.65
Base Accrued Interest
80880.23
Local Market Value
9270739.75
Local Total Cost Amount
8957942.10
Local Unrealized Gain Loss
312797.65
Local Accrued Interest
80880.23
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
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: LAM RESEARCH CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
LAM RESEARCH CORP
Security Description
1.25% 15 May 2018
Maturity Date
2018-05-15T00:00:00.000
Interest Rate
1.25
Original Face
0
Shares Par Value
5035000.00
Base Market Value
11750431.25
Base Total Cost
5285124.57
Base Unrealized Gain Loss
6465306.68
Base Accrued Interest
8042.02
Local Market Value
11750431.25
Local Total Cost Amount
5285124.57
Local Unrealized Gain Loss
6465306.68
Local Accrued Interest
8042.02
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
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: 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
Shares Par Value
2985000.00
Base Market Value
12460524.30
Base Total Cost
4637257.33
Base Unrealized Gain Loss
7823266.97
Base Accrued Interest
10012.18
Local Market Value
12460524.30
Local Total Cost Amount
4637257.33
Local Unrealized Gain Loss
7823266.97
Local Accrued Interest
10012.18
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: PRICELINE GROUP INC/THE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PRICELINE GROUP INC/THE
Security Description
1% 15 Mar 2018
Maturity Date
2018-03-15T00:00:00.000
Interest Rate
1
Original Face
0
Shares Par Value
7535000.00
Base Market Value
14858115.80
Base Total Cost
8959137.55
Base Unrealized Gain Loss
5898978.25
Base Accrued Interest
22186.38
Local Market Value
14858115.80
Local Total Cost Amount
8959137.55
Local Unrealized Gain Loss
5898978.25
Local Accrued Interest
22186.38
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
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: CALATLANTIC GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
CALATLANTIC GROUP INC
Security Description
0.25% 01 Jun 2019
Maturity Date
2019-06-01T00:00:00.000
Interest Rate
0.25
Original Face
0
Shares Par Value
825000.00
Base Market Value
780656.25
Base Total Cost
782718.75
Base Unrealized Gain Loss
-2062.50
Base Accrued Interest
171.87
Local Market Value
780656.25
Local Total Cost Amount
782718.75
Local Unrealized Gain Loss
-2062.50
Local Accrued Interest
171.87
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: JANUS CAPITAL GROUP INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
JANUS CAPITAL GROUP INC
Security Description
0.75% 15 Jul 2018
Maturity Date
2018-07-15T00:00:00.000
Interest Rate
0.75
Original Face
0
Shares Par Value
4550000.00
Base Market Value
6645866.50
Base Total Cost
5399491.80
Base Unrealized Gain Loss
1246374.70
Base Accrued Interest
15735.43
Local Market Value
6645866.50
Local Total Cost Amount
5399491.80
Local Unrealized Gain Loss
1246374.70
Local Accrued Interest
15735.43
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
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: VEREIT INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VEREIT INC
Security Description
3% 01 Aug 2018
Maturity Date
2018-08-01T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
690000.00
Base Market Value
693022.20
Base Total Cost
695175.00
Base Unrealized Gain Loss
-2152.80
Base Accrued Interest
8625.00
Local Market Value
693022.20
Local Total Cost Amount
695175.00
Local Unrealized Gain Loss
-2152.80
Local Accrued Interest
8625.00
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: TOLL BROS FINANCE CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TOLL BROS FINANCE CORP
Security Description
0.5% 15 Sep 2032
Maturity Date
2032-09-15T00:00:00.000
Interest Rate
0.5
Original Face
0
Shares Par Value
7100000.00
Base Market Value
7082250.00
Base Total Cost
7376652.29
Base Unrealized Gain Loss
-294402.29
Base Accrued Interest
10452.77
Local Market Value
7082250.00
Local Total Cost Amount
7376652.29
Local Unrealized Gain Loss
-294402.29
Local Accrued Interest
10452.77
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
Ba1
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: MICRON TECHNOLOGY INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MICRON TECHNOLOGY INC
Security Description
3% 15 Nov 2043
Maturity Date
2043-11-15T00:00:00.000
Interest Rate
3
Original Face
0
Shares Par Value
3712000.00
Base Market Value
4176000.00
Base Total Cost
3771145.15
Base Unrealized Gain Loss
404854.85
Base Accrued Interest
14229.33
Local Market Value
4176000.00
Local Total Cost Amount
3771145.15
Local Unrealized Gain Loss
404854.85
Local Accrued Interest
14229.33
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
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: ANTHEM INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ANTHEM INC
Security Description
2.75% 15 Oct 2042
Maturity Date
2042-10-15T00:00:00.000
Interest Rate
2.75
Original Face
0
Shares Par Value
4600000.00
Base Market Value
11847898.00
Base Total Cost
5361821.70
Base Unrealized Gain Loss
6486076.30
Base Accrued Interest
26705.56
Local Market Value
11847898.00
Local Total Cost Amount
5361821.70
Local Unrealized Gain Loss
6486076.30
Local Accrued Interest
26705.56
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
A
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: ARES CAPITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARES CAPITAL CORP
Security Description
4.75% 15 Jan 2018
Maturity Date
2018-01-15T00:00:00.000
Interest Rate
4.75
Original Face
0
Shares Par Value
6660000.00
Base Market Value
6751575.00
Base Total Cost
6806962.50
Base Unrealized Gain Loss
-55387.50
Base Accrued Interest
145872.49
Local Market Value
6751575.00
Local Total Cost Amount
6806962.50
Local Unrealized Gain Loss
-55387.50
Local Accrued Interest
145872.49
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: 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
5978639.35
Base Market Value
5978639.35
Base Total Cost
5978639.35
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
5978639.35
Local Total Cost Amount
5978639.35
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: ALZA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ALZA CORP
Security Description
0.01% 28 Jul 2020
Maturity Date
2020-07-28T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
4865000.00
Base Market Value
8833039.95
Base Total Cost
4904352.65
Base Unrealized Gain Loss
3928687.30
Base Accrued Interest
0
Local Market Value
8833039.95
Local Total Cost Amount
4904352.65
Local Unrealized Gain Loss
3928687.30
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
Moody S Quality Rating
Aa1
S And P Quality Rating
AAA
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: DANAHER CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
DANAHER CORP
Security Description
0.01% 22 Jan 2021
Maturity Date
2021-01-22T00:00:00.000
Interest Rate
0
Original Face
0
Shares Par Value
1580000.00
Base Market Value
5093525.00
Base Total Cost
2520789.20
Base Unrealized Gain Loss
2572735.80
Base Accrued Interest
0
Local Market Value
5093525.00
Local Total Cost Amount
2520789.20
Local Unrealized Gain Loss
2572735.80
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
Moody S Quality Rating
A2
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: BRISTOL MYERS SQUIBB CO
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BRISTOL MYERS SQUIBB CO
Security Description
1% 15 Sep 2023
Maturity Date
2023-09-15T00:00:00.000
Interest Rate
0.74556
Original Face
0
Shares Par Value
4205000.00
Base Market Value
6008692.70
Base Total Cost
5529453.14
Base Unrealized Gain Loss
479239.56
Base Accrued Interest
1393.36
Local Market Value
6008692.70
Local Total Cost Amount
5529453.14
Local Unrealized Gain Loss
479239.56
Local Accrued Interest
1393.36
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
Moody S Quality Rating
A2
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: TEVA PHARM FIN CO LLC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
TEVA PHARM FIN CO LLC
Security Description
0.25% 01 Feb 2026
Maturity Date
2026-02-01T00:00:00.000
Interest Rate
0.25
Original Face
0
Shares Par Value
5460000.00
Base Market Value
5855850.00
Base Total Cost
6619522.33
Base Unrealized Gain Loss
-763672.33
Base Accrued Interest
5687.49
Local Market Value
5855850.00
Local Total Cost Amount
6619522.33
Local Unrealized Gain Loss
-763672.33
Local Accrued Interest
5687.49
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
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: RPM INTERNATIONAL INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
RPM INTERNATIONAL INC
Security Description
2.25% 15 Dec 2020
Maturity Date
2020-12-15T00:00:00.000
Interest Rate
2.25
Original Face
0
Shares Par Value
6840000.00
Base Market Value
8071200.00
Base Total Cost
7838752.09
Base Unrealized Gain Loss
232447.91
Base Accrued Interest
6840.00
Local Market Value
8071200.00
Local Total Cost Amount
7838752.09
Local Unrealized Gain Loss
232447.91
Local Accrued Interest
6840.00
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
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: VEREIT INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
VEREIT INC
Security Description
3.75% 15 Dec 2020
Maturity Date
2020-12-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
6005000.00
Base Market Value
6177643.75
Base Total Cost
6057765.90
Base Unrealized Gain Loss
119877.85
Base Accrued Interest
10008.34
Local Market Value
6177643.75
Local Total Cost Amount
6057765.90
Local Unrealized Gain Loss
119877.85
Local Accrued Interest
10008.34
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
Direct Group Trust Holding
Direct
USD
Local Currency Code: USD • Trade Country Name: UNITED STATES OF AMERICA (THE) • Security Name: PROSPECT CAPITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PROSPECT CAPITAL CORP
Security Description
5.875% 15 Jan 2019
Maturity Date
2019-01-15T00:00:00.000
Interest Rate
5.875
Original Face
0
Shares Par Value
3630000.00
Base Market Value
3747975.00
Base Total Cost
3801800.00
Base Unrealized Gain Loss
-53825.00
Base Accrued Interest
98337.68
Local Market Value
3747975.00
Local Total Cost Amount
3801800.00
Local Unrealized Gain Loss
-53825.00
Local Accrued Interest
98337.68
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: BLACKROCK CAPITAL INVEST
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
BLACKROCK CAPITAL INVEST
Security Description
5.5% 15 Feb 2018
Maturity Date
2018-02-15T00:00:00.000
Interest Rate
5.5
Original Face
0
Shares Par Value
5290000.00
Base Market Value
5395800.00
Base Total Cost
5482223.75
Base Unrealized Gain Loss
-86423.75
Base Accrued Interest
109914.45
Local Market Value
5395800.00
Local Total Cost Amount
5482223.75
Local Unrealized Gain Loss
-86423.75
Local Accrued Interest
109914.45
Period End Date
2017-06-30T00:00:00.000
Asset Class
FIXED INCOME
Investment Type Name
CONVERTIBLE BONDS
Major Industry Name
FINANCIALS
Minor Industry Name
DIVERSIFIED FINANCIAL SERVICES
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: GPT PROPERTY TRUST LP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
GPT PROPERTY TRUST LP
Security Description
3.75% 15 Mar 2019
Maturity Date
2019-03-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
1420000.00
Base Market Value
1908125.00
Base Total Cost
1736831.18
Base Unrealized Gain Loss
171293.82
Base Accrued Interest
15679.17
Local Market Value
1908125.00
Local Total Cost Amount
1736831.18
Local Unrealized Gain Loss
171293.82
Local Accrued Interest
15679.17
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: SPIRIT REALTY CAPITAL IN
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
SPIRIT REALTY CAPITAL IN
Security Description
3.75% 15 May 2021
Maturity Date
2021-05-15T00:00:00.000
Interest Rate
3.75
Original Face
0
Shares Par Value
7990000.00
Base Market Value
7930075.00
Base Total Cost
8529283.68
Base Unrealized Gain Loss
-599208.68
Base Accrued Interest
38285.43
Local Market Value
7930075.00
Local Total Cost Amount
8529283.68
Local Unrealized Gain Loss
-599208.68
Local Accrued Interest
38285.43
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: PRICELINE GROUP INC/THE
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
PRICELINE GROUP INC/THE
Security Description
0.35% 15 Jun 2020
Maturity Date
2020-06-15T00:00:00.000
Interest Rate
0.35
Original Face
0
Shares Par Value
4560000.00
Base Market Value
6697500.00
Base Total Cost
5212123.92
Base Unrealized Gain Loss
1485376.08
Base Accrued Interest
709.33
Local Market Value
6697500.00
Local Total Cost Amount
5212123.92
Local Unrealized Gain Loss
1485376.08
Local Accrued Interest
709.33
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
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
Shares Par Value
6650000.00
Base Market Value
7348250.00
Base Total Cost
7507379.66
Base Unrealized Gain Loss
-159129.66
Base Accrued Interest
88158.58
Local Market Value
7348250.00
Local Total Cost Amount
7507379.66
Local Unrealized Gain Loss
-159129.66
Local Accrued Interest
88158.58
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: ARES CAPITAL CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
ARES CAPITAL CORP
Security Description
4.375% 15 Jan 2019
Maturity Date
2019-01-15T00:00:00.000
Interest Rate
4.375
Original Face
0
Shares Par Value
8430000.00
Base Market Value
8677673.40
Base Total Cost
8702534.69
Base Unrealized Gain Loss
-24861.29
Base Accrued Interest
170063.51
Local Market Value
8677673.40
Local Total Cost Amount
8702534.69
Local Unrealized Gain Loss
-24861.29
Local Accrued Interest
170063.51
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: US DOLLAR
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
US DOLLAR
Interest Rate
0
Original Face
0
Shares Par Value
1616905.76
Base Market Value
1616905.76
Base Total Cost
1616905.76
Base Unrealized Gain Loss
0
Base Accrued Interest
0
Local Market Value
1616905.76
Local Total Cost Amount
1616905.76
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: MEDIDATA SOLUTIONS INC
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
MEDIDATA SOLUTIONS INC
Security Description
1% 01 Aug 2018
Maturity Date
2018-08-01T00:00:00.000
Interest Rate
1
Original Face
0
Shares Par Value
1325000.00
Base Market Value
1850866.00
Base Total Cost
1507361.59
Base Unrealized Gain Loss
343504.41
Base Accrued Interest
5520.83
Local Market Value
1850866.00
Local Total Cost Amount
1507361.59
Local Unrealized Gain Loss
343504.41
Local Accrued Interest
5520.83
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: NVIDIA CORP
Local Currency Code
USD
Trade Country Name
UNITED STATES OF AMERICA (THE)
Security Name
NVIDIA CORP
Security Description
1% 01 Dec 2018
Maturity Date
2018-12-01T00:00:00.000
Interest Rate
1
Original Face
0
Shares Par Value
1693000.00
Base Market Value
12151507.50
Base Total Cost
5270643.86
Base Unrealized Gain Loss
6880863.64
Base Accrued Interest
1410.83
Local Market Value
12151507.50
Local Total Cost Amount
5270643.86
Local Unrealized Gain Loss
6880863.64
Local Accrued Interest
1410.83
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
NYC Data AI • Public-data exploration interface