0001752724-21-029737.txt : 20210219
0001752724-21-029737.hdr.sgml : 20210219
20210219123032
ACCESSION NUMBER: 0001752724-21-029737
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201231
FILED AS OF DATE: 20210219
PERIOD START: 20201231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: GABELLI CONVERTIBLE & INCOME SECURITIES FUND INC
CENTRAL INDEX KEY: 0000845611
IRS NUMBER: 133523423
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05715
FILM NUMBER: 21653470
BUSINESS ADDRESS:
STREET 1: ONE CORPORATE CENTER
CITY: RYE
STATE: NY
ZIP: 10580
BUSINESS PHONE: 2123098408
MAIL ADDRESS:
STREET 1: ONE CORPORATE CENTER
CITY: RYE YORK
STATE: NY
ZIP: 10580
FORMER COMPANY:
FORMER CONFORMED NAME: GABELLI CONVERTIBLE SECURITIES FUND INC /DE
DATE OF NAME CHANGE: 19970507
FORMER COMPANY:
FORMER CONFORMED NAME: GABELLI SERIES FUNDS INC
DATE OF NAME CHANGE: 19920703
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000845611
XXXXXXXX
Gabelli Convertible & Income Securities Fund Inc
811-05715
0000845611
549300XKRPOM8NVRNE70
One Corporate Center
Rye
10580-1422
1-800-422-3554
Gabelli Convertible & Income Securities Fund Inc
549300XKRPOM8NVRNE70
2020-12-31
2020-12-31
N
162625189.40
35462042.87
127163146.53
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
33760000.00000000
50.07000000
USD
N
Crown Castle International Cor
54930012H97VSM0I2R19
Crown Castle International Corp
22822V101
15205.00000000
NS
USD
2420483.95000000
1.903447670217
Long
EC
CORP
US
N
1
N
N
N
BLACKLINE INC
529900P9N7PK9LV5EK56
Blackline Inc
09239BAB5
500000.00000000
PA
USD
941333.05000000
0.740256179315
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.12500000
N
N
N
N
N
Blackline Inc
Blackline Inc
USD
XXXX
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
5000.00000000
NS
USD
151550.00000000
0.119177610915
Long
EC
CORP
US
N
1
N
N
N
NEXTERA ENERGY INC
N/A
NextEra Energy Inc
65339F739
38030.00000000
NS
USD
1953601.10000000
1.536295029896
Long
EP
CORP
US
N
1
N
N
N
ZSCALER INC.
529900MZ0RTK1BWRNF46
Zscaler Inc
98980GAA0
1335000.00000000
PA
USD
1991176.29000000
1.565843834738
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
0.12500000
N
N
N
N
Y
Zscaler Inc
Zscaler Inc
USD
XXXX
N
N
N
CHIMERA INVESTMENT CORP
2JBBQFJOL123LOUBE657
Chimera Investment Corp
16934QAA7
535000.00000000
PA
USD
821559.38000000
0.646067199828
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
7.00000000
N
N
N
N
N
Chimera Investment Corp
Chimera Investment Corp
USD
XXXX
N
N
N
STANLEY BLACK & DECKER I
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502846
5425.00000000
NS
USD
606732.00000000
0.477128803868
Long
EP
CORP
US
N
1
N
N
N
SPLUNK INC
549300XGDSGBP6UEI867
Splunk Inc
848637AD6
1000000.00000000
PA
USD
1356471.91000000
1.066717792863
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
1.12500000
N
N
N
N
N
Splunk Inc
Splunk Inc
USD
XXXX
N
N
N
SHOPIFY INC
549300HGQ43STJLLP808
Shopify Inc
82509LAA5
450000.00000000
PA
USD
532125.00000000
0.418458503521
Long
DBT
CORP
CA
N
2
2025-11-01
Fixed
0.12500000
N
N
N
N
Y
Shopify Inc
Shopify Inc
USD
XXXX
N
N
N
TELADOC HEALTH INC
549300I2PVFBC9MFAC61
Teladoc Health Inc
87918AAE5
1030000.00000000
PA
USD
1238785.99000000
0.974170601942
Long
DBT
CORP
US
Y
2
2027-06-01
Fixed
1.25000000
N
N
N
N
Y
Teladoc Health Inc
Teladoc Health Inc
USD
XXXX
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
Elanco Animal Health Inc
28414H202
19990.00000000
NS
USD
976311.60000000
0.767763008891
Long
EP
CORP
US
N
1
N
N
N
LENDINGTREE INC
549300ISY5YHUJZTON08
LendingTree Inc
52603BAC1
785000.00000000
PA
USD
765476.05000000
0.601963753562
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
0.50000000
N
N
N
N
Y
LendingTree Inc
LendingTree Inc
USD
XXXX
N
N
N
National General Holdings Corp
549300HUE7OCQI86BK16
National General Holdings Corp
636220303
5000.00000000
NS
USD
170900.00000000
0.134394283771
Long
EC
CORP
US
N
1
N
N
N
COUPA SOFTWARE INC
549300Q95ICR2GFL2K37
Coupa Software Inc
22266LAC0
705000.00000000
PA
USD
1541294.73000000
1.212060862017
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.12500000
N
N
N
N
Y
Coupa Software Inc
Coupa Software Inc
USD
XXXX
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851406
5163.00000000
NS
USD
515060.88000000
0.405039426952
Long
EP
CORP
US
N
1
N
N
N
PROOFPOINT INC
529900C5FODDK0WSR085
Proofpoint Inc
743424AF0
1565000.00000000
PA
USD
1760063.23000000
1.384098520702
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.25000000
N
N
N
N
Y
Proofpoint Inc
Proofpoint Inc
USD
XXXX
N
N
N
REALPAGE INC
5493001RSFZX4122A604
RealPage Inc
75606NAC3
1000000.00000000
PA
USD
1291052.92000000
1.015272864214
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
1.50000000
N
N
N
N
Y
RealPage Inc
RealPage Inc
USD
XXXX
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411RAG4
1800000.00000000
PA
USD
1424287.22000000
1.120047166860
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.25000000
N
N
N
N
Y
Cheniere Energy Inc
Cheniere Energy Inc
USD
XXXX
N
N
N
VARONIS SYSTEM INC
549300SHIVNRRH7STS26
Varonis Systems Inc
922280AA0
640000.00000000
PA
USD
1188255.94000000
0.934434207099
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
1.25000000
N
N
N
N
Y
Varonis Systems Inc
Varonis Systems Inc
USD
XXXX
N
N
N
KNOWLES CORP
5493003EO323TDZQU148
Knowles Corp
49926DAB5
1800000.00000000
PA
USD
2055334.41000000
1.616297226111
Long
DBT
CORP
US
N
2
2021-11-01
Fixed
3.25000000
N
N
N
N
Y
Knowles Corp
Knowles Corp
USD
XXXX
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAE9
1335000.00000000
PA
USD
1347988.79000000
1.060046740571
Long
DBT
CORP
US
Y
2
2025-12-15
None
0.00000000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
TRAVERE THERAPEUTICS INC
N/A
Travere Therapeutics Inc
761299AB2
750000.00000000
PA
USD
764100.00000000
0.600881639728
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
2.50000000
N
N
N
N
Y
Retrophin Inc
Retrophin Inc
USD
XXXX
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609W102
8987.00000000
NS
USD
2091544.51000000
1.644772535969
Long
EC
CORP
CN
N
1
N
N
N
IBM
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
1800.00000000
NS
USD
226584.00000000
0.178183700374
Long
EC
CORP
US
N
1
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BG2
570000.00000000
PA
USD
830775.00000000
0.653314283792
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
1.25000000
N
N
N
N
Y
Southwest Airlines Co
Southwest Airlines Co
USD
XXXX
N
N
N
TABULA RASA HLTHCR INC
549300K6KY242XRMEF28
Tabula Rasa HealthCare Inc
873379AB7
680000.00000000
PA
USD
649536.16000000
0.510789625551
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
1.75000000
N
N
N
N
Y
Tabula Rasa HealthCare Inc
Tabula Rasa HealthCare Inc
USD
XXXX
N
N
N
2020 CASH EXCH TRUST
N/A
2020 Cash Mandatory Exchangeable Trust
901375105
2115.00000000
NS
USD
2540474.55000000
1.997807241582
Long
EP
CORP
US
N
2
N
N
N
MEDALLIA INC
5493009P6W6C5BK60J60
Medallia Inc
584021AA7
340000.00000000
PA
USD
378917.08000000
0.297977118638
Long
DBT
CORP
US
Y
2
2025-09-15
Fixed
0.12500000
N
N
N
N
Y
Medallia Inc
Medallia Inc
USD
XXXX
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
800.00000000
NS
USD
301424.00000000
0.237037229909
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
1700.00000000
NS
USD
104822.00000000
0.082431115350
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
6000.00000000
NS
USD
352500.00000000
0.277202955116
Long
EC
CORP
US
N
1
N
N
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
Chart Industries Inc
16115QAD2
600000.00000000
PA
USD
1259889.77000000
0.990766432240
Long
DBT
CORP
US
Y
2
2024-11-15
Fixed
1.00000000
N
N
N
N
Y
Chart Industries Inc
Chart Industries Inc
USD
XXXX
N
N
N
IAC FINANCECO 3 INC
5493003IEL8HSZKWUI17
IAC FINANCECO 3 INC
44932KAA4
1500000.00000000
PA
USD
2908749.35000000
2.287415363156
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
2.00000000
N
N
N
N
N
IAC/InterActiveCorp
IAC/InterActiveCorp
USD
XXXX
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
8113.00000000
NS
USD
1821043.98000000
1.432053255752
Long
EC
CORP
US
N
1
N
N
N
COLFAX CORP
635400OP2DYYYMOIYL17
Colfax Corp
194014205
11000.00000000
NS
USD
1776940.00000000
1.397370266849
Long
EP
CORP
US
N
1
N
N
N
Swedish Match AB
529900YVXCGNWAUYZG78
Swedish Match AB
000000000
8000.00000000
NS
620156.55000000
0.487685754027
Long
EC
CORP
SE
N
1
N
N
N
KAMAN CORP
5493003YK076OLTEQF95
Kaman Corp
483548AF0
1713000.00000000
PA
USD
1990073.26000000
1.564976421474
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
3.25000000
N
N
N
N
Y
Kaman Corp
Kaman Corp
USD
XXXX
N
N
N
SUNPOWER CORP
549300TXO070764WUH65
SunPower Corp
867652AL3
1000000.00000000
PA
USD
1302743.37000000
1.024466133112
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
4.00000000
N
N
N
N
N
SunPower Corp
SunPower Corp
USD
XXXX
N
N
N
CHEGG INC
549300AKX7O8JG0O3G77
Chegg Inc
163092AE9
455000.00000000
PA
USD
511063.92000000
0.401896252134
Long
DBT
CORP
US
Y
2
2026-09-01
None
0.00000000
N
N
N
N
Y
Chegg Inc
Chegg Inc
USD
XXXX
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BA9
270000.00000000
PA
USD
360245.82000000
0.283294201056
Long
DBT
CORP
LR
Y
2
2023-06-15
Fixed
4.25000000
N
N
N
N
Y
Royal Caribbean Cruises Ltd
Royal Caribbean Cruises Ltd
USD
XXXX
N
N
N
CLOUDFLARE INC
5493007DY18BGNLDWU14
Cloudflare Inc
18915MAA5
425000.00000000
PA
USD
908997.88000000
0.714828080937
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
0.75000000
N
N
N
N
Y
Cloudflare Inc
Cloudflare Inc
USD
XXXX
N
N
N
AVANTOR INC
N/A
Avantor Inc
05352A209
12060.00000000
NS
USD
1072254.60000000
0.843211755339
Long
EP
CORP
US
N
1
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
9000.00000000
NS
USD
655020.00000000
0.515102069958
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
1000.00000000
NS
USD
68530.00000000
0.053891400040
Long
EC
CORP
US
N
1
N
N
N
FIVERR INTERNATIONAL LTD
549300Z8OREY6THCPF67
Fiverr International Ltd
33835LAB1
110000.00000000
PA
USD
133309.00000000
0.104833046081
Long
DBT
CORP
IL
Y
2
2025-11-01
None
0.00000000
N
N
N
N
Y
Fiverr International Ltd
Fiverr International Ltd
USD
XXXX
N
N
N
INFINERA CORP
549300ZOF66WPV3H0H17
Infinera Corp
45667GAD5
1000000.00000000
PA
USD
1542845.13000000
1.213280083185
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
2.50000000
N
N
N
N
Y
Infinera Corp
Infinera Corp
USD
XXXX
N
N
N
GOPRO INC
549300CQJMLT21SZFL16
GoPro Inc
38268TAC7
445000.00000000
PA
USD
506838.66000000
0.398573544167
Long
DBT
CORP
US
Y
2
2025-11-15
Fixed
1.25000000
N
N
N
N
Y
GoPro Inc
GoPro Inc
USD
XXXX
N
N
N
LENDINGTREE INC
549300ISY5YHUJZTON08
LendingTree Inc
52603BAA5
344000.00000000
PA
USD
487691.24000000
0.383516178474
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
0.62500000
N
N
N
N
Y
LendingTree Inc
LendingTree Inc
USD
XXXX
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
771195104
13500.00000000
NS
USD
591840.00000000
0.465417863705
Long
EC
CORP
CH
N
1
N
N
N
Maple Leaf Foods Inc
549300LX07S5J8F76F37
Maple Leaf Foods Inc
564905107
4000.00000000
NS
88679.39000000
0.069736706286
Long
EC
CORP
CA
N
1
N
N
N
LIVEPERSON INC
549300IN2P1JZ20G7N40
LivePerson Inc
538146AB7
620000.00000000
PA
USD
1097095.75000000
0.862746621122
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.75000000
N
N
N
N
Y
LivePerson Inc
LivePerson Inc
USD
XXXX
N
N
N
TWILIO INC
5493004W8TRGD63APX93
Twilio Inc
90138FAB8
250000.00000000
PA
USD
1194479.58000000
0.939328423835
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.25000000
N
N
N
N
Y
Twilio Inc
Twilio Inc
USD
XXXX
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796B40
800000.00000000
PA
USD
799702.67000000
0.628879271881
Long
DBT
UST
US
N
2
2021-07-01
None
0.00000000
N
N
N
N
N
N
PNC Financial Services Group I
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475105
7500.00000000
NS
USD
1117500.00000000
0.878792347070
Long
EC
CORP
US
N
1
N
N
N
EXACT SCIENCES CORP
549300VM3X1FYD4N9Z14
Exact Sciences Corp
30063PAB1
1635000.00000000
PA
USD
2270761.48000000
1.785707213106
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.37500000
N
N
N
N
Y
Exact Sciences Corp
Exact Sciences Corp
USD
XXXX
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796B81
3330000.00000000
PA
USD
3329761.34000000
2.618495555404
Long
DBT
UST
US
N
2
2021-02-16
None
0.00000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAB5
2000000.00000000
PA
USD
1911463.30000000
1.503158227961
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.37500000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
ARBOR REALTY TRUST INC
549300ASFUWYQO0RW077
Arbor Realty Trust Inc
038923AP3
2000000.00000000
PA
USD
2011819.82000000
1.582077728412
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
4.75000000
N
N
N
N
Y
Arbor Realty Trust Inc
Arbor Realty Trust Inc
USD
XXXX
N
N
N
LUMENTUM HOLDINGS INC
549300JLWRRC38DWEF52
Lumentum Holdings Inc
55024UAD1
750000.00000000
PA
USD
918300.00000000
0.722143187753
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.50000000
N
N
N
N
Y
Lumentum Holdings Inc
Lumentum Holdings Inc
USD
XXXX
N
N
N
NEUROCRINE BIOSCIENCES
549300FECER0XBN49756
Neurocrine Biosciences Inc
64125CAD1
608000.00000000
PA
USD
844982.06000000
0.664486593055
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
2.25000000
N
N
N
N
Y
Neurocrine Biosciences Inc
Neurocrine Biosciences Inc
USD
XXXX
N
N
N
FARFETCH LTD
549300QFQ74Z0F96NS78
Farfetch Ltd
30744WAC1
640000.00000000
PA
USD
2604806.68000000
2.048397472915
Long
DBT
CORP
KY
Y
2
2027-05-01
Fixed
3.75000000
N
N
N
N
N
Farfetch Ltd
Farfetch Ltd
USD
XXXX
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
9127964C0
725000.00000000
PA
USD
724961.73000000
0.570103642275
Long
DBT
UST
US
N
2
2021-02-11
None
0.00000000
N
N
N
N
N
N
I3 VERTICALS LLC
549300VET627YPCK1T69
i3 Verticals LLC
44933TAA4
1435000.00000000
PA
USD
1490220.44000000
1.171896481539
Long
DBT
CORP
US
Y
2
2025-02-15
Fixed
1.00000000
N
N
N
N
Y
I3 Verticals Inc
I3 Verticals Inc
USD
XXXX
N
N
N
BANDWIDTH INC
549300QC70JB7MUGXM66
Bandwidth Inc
05988JAA1
500000.00000000
PA
USD
888919.85000000
0.699038891578
Long
DBT
CORP
US
Y
2
2026-03-01
Fixed
0.25000000
N
N
N
N
N
Bandwidth Inc
Bandwidth Inc
USD
XXXX
N
N
N
SEASPAN CORP
5493007Z8Q1H45KT7W98
Seaspan Corp
81254UAH9
445000.00000000
PA
USD
479699.59000000
0.377231613946
Long
DBT
CORP
MH
Y
2
2025-12-15
Fixed
3.75000000
N
N
N
N
N
Atlas Corp
Atlas Corp
USD
XXXX
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAH3
225000.00000000
PA
USD
231308.74000000
0.181899195098
Long
DBT
CORP
US
Y
2
2025-12-15
None
0.00000000
N
N
N
N
N
Uber Technologies Inc
Uber Technologies Inc
USD
XXXX
N
N
N
CYBERARK SOFTWARE LTD
529900YEXNDM894PWS93
CyberArk Software Ltd
23248VAB1
745000.00000000
PA
USD
907509.73000000
0.713657812631
Long
DBT
CORP
IL
N
2
2024-11-15
None
0.00000000
N
N
N
N
Y
CyberArk Software Ltd
CyberArk Software Ltd
USD
XXXX
N
N
N
COHERUS BIOSCIENCES INC
5493007IL8W5MV932D26
Coherus Biosciences Inc
19249HAA1
445000.00000000
PA
USD
516960.27000000
0.406533090841
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
1.50000000
N
N
N
N
N
Coherus Biosciences Inc
Coherus Biosciences Inc
USD
XXXX
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
2500.00000000
NS
USD
302275.00000000
0.237706448958
Long
EC
CORP
US
N
1
N
N
N
DEXCOM INC
549300YSK3QDSFR5EU59
DexCom Inc
252131AH0
495000.00000000
PA
USD
1126678.24000000
0.886010035725
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
0.75000000
N
N
N
N
Y
DexCom Inc
DexCom Inc
USD
XXXX
N
N
N
PARATEK PHARMACEUTICALS
5493007V5QDIWECEYV79
Paratek Pharmaceuticals Inc
699374AB0
750000.00000000
PA
USD
652910.27000000
0.513442996509
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
4.75000000
N
N
N
N
N
Paratek Pharmaceuticals Inc
Paratek Pharmaceuticals Inc
USD
XXXX
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135F200
2085.00000000
NS
USD
2965849.95000000
2.332318781763
Long
EP
CORP
US
N
1
N
N
N
CINCINNATI BELL INC
549300JYVZOCUJOHL272
Cincinnati Bell Inc
171871403
10500.00000000
NS
USD
520607.85000000
0.409401516246
Long
EP
CORP
US
N
1
N
N
N
SPLUNK INC
549300XGDSGBP6UEI867
Splunk Inc
848637AE4
440000.00000000
PA
USD
459515.34000000
0.361358894097
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
1.12500000
N
N
N
N
Y
Splunk Inc
Splunk Inc
USD
XXXX
N
N
N
2020 MANDATORY EXCHANGE
N/A
2020 Mandatory Exchangeable Trust
901376202
430.00000000
NS
USD
866466.03000000
0.681381401486
Long
EP
CORP
US
N
2
N
N
N
LIVONGO HEALTH
54930061HKCVF1H2O156
Livongo Health Inc
539183AB9
640000.00000000
PA
USD
1165282.54000000
0.916368123782
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
0.87500000
N
N
N
N
Y
Livongo Health Inc
Livongo Health Inc
USD
XXXX
N
N
N
TERADYNE INC
C3X4YJ278QNZHRJULN75
Teradyne Inc
880770AG7
300000.00000000
PA
USD
1134937.50000000
0.892505046446
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
1.25000000
N
N
N
N
Y
Teradyne Inc
Teradyne Inc
USD
XXXX
N
N
N
NATIONAL VISION HOLDINGS
549300JHURCBLI5ROA42
National Vision Holdings Inc
63845RAA5
640000.00000000
PA
USD
1033600.00000000
0.812814111796
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
2.50000000
N
N
N
N
Y
National Vision Holdings Inc
National Vision Holdings Inc
USD
XXXX
N
N
N
INVACARE CORP
549300NNUTG7HCZICS76
Invacare Corp
461203AH4
750000.00000000
PA
USD
719175.00000000
0.565553007789
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
4.50000000
N
N
N
N
Y
Invacare Corp
Invacare Corp
USD
XXXX
N
N
N
LIMELIGHT NETWORKS INC
529900BNCMDQGEKW5M59
Limelight Networks Inc
53261MAA2
880000.00000000
PA
USD
799744.00000000
0.628911773436
Long
DBT
CORP
US
Y
2
2025-08-01
Fixed
3.50000000
N
N
N
N
Y
Limelight Networks Inc
Limelight Networks Inc
USD
XXXX
N
N
N
SQUARE INC
549300OHIIUWSTIZME52
Square Inc
852234AE3
250000.00000000
PA
USD
471734.97000000
0.370968305576
Long
DBT
CORP
US
Y
2
2025-03-01
Fixed
0.12500000
N
N
N
N
Y
Square Inc
Square Inc
USD
XXXX
N
N
N
HARMONIC INC
549300LRGRD8XC9BTL66
Harmonic Inc
413160AD4
1500000.00000000
PA
USD
1634991.69000000
1.285743342010
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.00000000
N
N
N
N
N
Harmonic Inc
Harmonic Inc
USD
XXXX
N
N
N
ATLAS AIR WORLDWIDE HLDG
549300R0A2TUVCYZB465
Atlas Air Worldwide Holdings Inc
049164BJ4
1000000.00000000
PA
USD
1139542.26000000
0.896126189934
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
1.87500000
N
N
N
N
Y
Atlas Air Worldwide Holdings I
Atlas Air Worldwide Holdings Inc
USD
XXXX
N
N
N
ESPERION THERAPEUTICS
549300OFU56UKEWVUS92
Esperion Therapeutics Inc
29664WAA3
900000.00000000
PA
USD
888108.68000000
0.698400994497
Long
DBT
CORP
US
Y
2
2025-11-15
Fixed
4.00000000
N
N
N
N
Y
Esperion Therapeutics Inc
Esperion Therapeutics Inc
USD
XXXX
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BE1
445000.00000000
PA
USD
534000.00000000
0.419932987325
Long
DBT
CORP
LR
Y
2
2023-11-15
Fixed
2.87500000
N
N
N
N
Y
Royal Caribbean Cruises Ltd
Royal Caribbean Cruises Ltd
USD
XXXX
N
N
N
CSG SYSTEMS INTERNATIONA
549300D7FJZUOHHXUA81
CSG Systems International Inc
126349AF6
1500000.00000000
PA
USD
1586250.00000000
1.247413298023
Long
DBT
CORP
US
N
2
2036-03-15
Fixed
4.25000000
N
N
N
N
Y
CSG Systems International Inc
CSG Systems International Inc
USD
XXXX
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HAW1
970000.00000000
PA
USD
1646253.39000000
1.294599445611
Long
DBT
CORP
BM
Y
2
2025-08-01
Fixed
5.37500000
N
N
N
N
N
Norwegian Cruise Line Holdings
Norwegian Cruise Line Holdings Ltd
USD
XXXX
N
N
N
WAYFAIR INC
54930027N9ZAVYFDHK53
Wayfair Inc
94419LAL5
1350000.00000000
PA
USD
1280654.10000000
1.007095321990
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
0.62500000
N
N
N
N
N
Wayfair Inc
Wayfair Inc
USD
XXXX
N
N
N
Julius Baer Group Ltd
5299007MF0604ZGJER92
Julius Baer Group Ltd
000000000
2500.00000000
NS
144018.98000000
0.113255281840
Long
EC
CORP
CH
N
1
N
N
N
SHIFT4 PAYMENTS INC
N/A
Shift4 Payments Inc
82452JAA7
110000.00000000
PA
USD
134781.32000000
0.105990865811
Long
DBT
CORP
US
Y
2
2025-12-15
None
0.00000000
N
N
N
N
N
Shift4 Payments Inc
Shift4 Payments Inc
USD
XXXX
N
N
N
COUPA SOFTWARE INC
549300Q95ICR2GFL2K37
Coupa Software Inc
22266LAE6
900000.00000000
PA
USD
1214790.12000000
0.955300457049
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
0.37500000
N
N
N
N
Y
Coupa Software Inc
Coupa Software Inc
USD
XXXX
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
9127963W7
492000.00000000
PA
USD
491980.94000000
0.386889561500
Long
DBT
UST
US
N
2
2021-02-04
None
0.00000000
N
N
N
N
N
N
GDS HOLDINGS LIMITED
391200MGV8DDCHTN2R77
GDS Holdings Ltd
36165LAB4
756000.00000000
PA
USD
1431675.00000000
1.125856853237
Long
DBT
CORP
KY
N
2
2025-06-01
Fixed
2.00000000
N
N
N
N
N
GDS Holdings Ltd
GDS Holdings Ltd
USD
XXXX
N
N
N
Bristow Group Escrow Shares
N/A
Bristow Group Escrow Shares
000000000
515000.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
Genuine Parts Co
372460105
1500.00000000
NS
USD
150645.00000000
0.118465926733
Long
EC
CORP
US
N
1
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851300
750.00000000
NS
USD
1138230.00000000
0.895094240005
Long
EP
CORP
US
N
1
N
N
N
COLLEGIUM PHARMA INC
54930049FXZMTLW8D496
Collegium Pharmaceutical Inc
19459JAA2
1000000.00000000
PA
USD
994249.06000000
0.781868872492
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.62500000
N
N
N
N
Y
Collegium Pharmaceutical Inc
Collegium Pharmaceutical Inc
USD
XXXX
N
N
N
MERCADOLIBRE INC
549300DKPDN9M5S8GB14
MercadoLibre Inc
58733RAD4
1000000.00000000
PA
USD
3793508.95000000
2.983182670071
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
2.00000000
N
N
N
N
Y
MercadoLibre Inc
MercadoLibre Inc
USD
XXXX
N
N
N
GATX Corp
549300IHYHCQP2PIR591
GATX Corp
361448103
1000.00000000
NS
USD
83180.00000000
0.065412033493
Long
EC
CORP
US
N
1
N
N
N
EVERBRIDGE INC
549300WCY0UMR64ATW81
Everbridge Inc
29978AAC8
1025000.00000000
PA
USD
1526856.04000000
1.200706400922
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
0.12500000
N
N
N
N
Y
Everbridge Inc
Everbridge Inc
USD
XXXX
N
N
N
PLURALSIGHT INC
254900B3VHPCKNREOX50
Pluralsight Inc
72941BAB2
1515000.00000000
PA
USD
1505152.50000000
1.183638924540
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.37500000
N
N
N
N
Y
Pluralsight Inc
Pluralsight Inc
USD
XXXX
N
N
N
DEXCOM INC
549300YSK3QDSFR5EU59
DexCom Inc
252131AJ6
320000.00000000
PA
USD
323392.00000000
0.254312675350
Long
DBT
CORP
US
Y
2
2025-11-15
Fixed
0.25000000
N
N
N
N
Y
DexCom Inc
DexCom Inc
USD
XXXX
N
N
N
VOCERA COMMUNICATIONS
5493006D2J6NPNZ60K83
Vocera Communications Inc
92857FAB3
1250000.00000000
PA
USD
1764942.33000000
1.387935402796
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
1.50000000
N
N
N
N
Y
Vocera Communications Inc
Vocera Communications Inc
USD
XXXX
N
N
N
INTERDIGITAL INC
N/A
InterDigital Inc
45867GAB7
2210000.00000000
PA
USD
2336193.59000000
1.837162459210
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
2.00000000
N
N
N
N
Y
InterDigital Inc
InterDigital Inc
USD
XXXX
N
N
N
PACIRA BIOSCIENCES INC
N/A
Pacira BioSciences Inc
695127AD2
1000000.00000000
PA
USD
1149375.00000000
0.903858571735
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
2.37500000
N
N
N
N
Y
Pacira BioSciences Inc
Pacira BioSciences Inc
USD
XXXX
N
N
N
NICE LTD
254900YTY4EF5Z4W0A51
Nice Ltd
653656AA6
840000.00000000
PA
USD
959377.66000000
0.754446304750
Long
DBT
CORP
IL
Y
2
2025-09-15
None
0.00000000
N
N
N
N
N
Nice Ltd
Nice Ltd
USD
XXXX
N
N
N
Q2 HOLDINGS INC
549300M9RKR9DZXWS696
Q2 Holdings Inc
74736LAD1
1165000.00000000
PA
USD
1790188.82000000
1.407789024454
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.75000000
N
N
N
N
Y
Q2 Holdings Inc
Q2 Holdings Inc
USD
XXXX
N
N
N
DATADOG INC
549300F6JNO0KRPO1K63
Datadog Inc
23804LAA1
655000.00000000
PA
USD
860982.02000000
0.677068823392
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
0.12500000
N
N
N
N
Y
Datadog Inc
Datadog Inc
USD
XXXX
N
N
N
PAGERDUTY INC.
549300U1SB749EDAGH21
PagerDuty Inc
69553PAA8
1225000.00000000
PA
USD
1567092.70000000
1.232348162783
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
1.25000000
N
N
N
N
Y
PagerDuty Inc
PagerDuty Inc
USD
XXXX
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796UC1
625000.00000000
PA
USD
624980.21000000
0.491479038584
Long
DBT
UST
US
N
2
2021-01-28
None
0.00000000
N
N
N
N
N
N
TECHTARGET INC
529900YQA5JL2H2VMB84
TechTarget Inc
87874RAA8
725000.00000000
PA
USD
790139.60000000
0.621358956239
Long
DBT
CORP
US
Y
2
2025-12-15
Fixed
0.12500000
N
N
N
N
Y
TechTarget Inc
TechTarget Inc
USD
XXXX
N
N
N
PAR TECHNOLOGY CORP
549300HYPTHBJQINVG57
PAR Technology Corp
698884AB9
1000000.00000000
PA
USD
1644814.67000000
1.293468048631
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
2.87500000
N
N
N
N
Y
PAR Technology Corp
PAR Technology Corp
USD
XXXX
N
N
N
INSULET CORPORATION
549300TZTYD2PYN92D43
Insulet Corp
45784PAK7
1500000.00000000
PA
USD
1984873.97000000
1.560887744730
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0.37500000
N
N
N
N
Y
Insulet Corp
Insulet Corp
USD
XXXX
N
N
N
CONMED CORP
Z6C0YCECH9DCU5ZIQW84
CONMED Corp
207410AF8
1000000.00000000
PA
USD
1402869.33000000
1.103204323171
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
2.62500000
N
N
N
N
Y
CONMED Corp
CONMED Corp
USD
XXXX
N
N
N
ESSENTIAL UTILITIES INC
549300ILTEOF3E3QY357
Essential Utilities Inc
29670G201
10060.00000000
NS
USD
623921.20000000
0.490646242268
Long
EP
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
500.00000000
NS
USD
78690.00000000
0.061881136278
Long
EC
CORP
US
N
1
N
N
N
SUPERNUS PHARMACEUTICALS
549300GRM36VBKISYJ58
Supernus Pharmaceuticals Inc
868459AD0
1250000.00000000
PA
USD
1191675.46000000
0.937123288089
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
0.62500000
N
N
N
N
Y
Supernus Pharmaceuticals Inc
Supernus Pharmaceuticals Inc
USD
XXXX
N
N
N
NOVOCURE LTD
213800YPP55UMHWA4826
Novocure Ltd
67011XAA1
225000.00000000
PA
USD
289200.12000000
0.227424476266
Long
DBT
CORP
JE
Y
2
2025-11-01
None
0.00000000
N
N
N
N
Y
Novocure Ltd
Novocure Ltd
USD
XXXX
N
N
N
REDFIN CORP
549300HXWD3JEMZU3O57
Redfin Corp
75737FAB4
110000.00000000
PA
USD
132016.25000000
0.103816438647
Long
DBT
CORP
US
Y
2
2025-10-15
None
0.00000000
N
N
N
N
Y
Redfin Corp
Redfin Corp
USD
XXXX
N
N
N
LIBERTY MEDIA CORP
N/A
Liberty Media Corp-Liberty Formula One
531229AF9
588000.00000000
PA
USD
751828.95000000
0.591231792005
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
1.00000000
N
N
N
N
Y
Liberty Media Corp-Liberty For
Liberty Media Corp-Liberty Formula One
USD
XXXX
N
N
N
QTS REALTY TRUST INC
5493006PA4CJK4OG2J54
QTS Realty Trust Inc
74736A301
21700.00000000
NS
USD
3079230.00000000
2.421479873709
Long
EP
CORP
US
N
1
N
N
N
SEA LTD
529900OM6JLLW44YKI15
Sea Ltd
81141RAE0
105000.00000000
PA
USD
242588.22000000
0.190769280738
Long
DBT
CORP
KY
Y
2
2025-12-01
Fixed
2.37500000
N
N
N
N
Y
Sea Ltd
Sea Ltd
USD
XXXX
N
N
N
OKTA INC
549300N8J06I8MRHU620
Okta Inc
679295AD7
1500000.00000000
PA
USD
2239687.50000000
1.761270903651
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
0.12500000
N
N
N
N
Y
Okta Inc
Okta Inc
USD
XXXX
N
N
N
8X8 INC
254900XWSOC5U1BRW939
8x8 Inc
282914AB6
1015000.00000000
PA
USD
1478118.04000000
1.162379258719
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.50000000
N
N
N
N
Y
8x8 Inc
8x8 Inc
USD
XXXX
N
N
N
NICE SYSTEMS INC
254900T6KBE4O3728267
Nice Systems Inc
65366HAB9
165000.00000000
PA
USD
562056.14000000
0.441996093473
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
1.25000000
N
N
N
N
Y
Nice Ltd
Nice Ltd
USD
XXXX
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
1000.00000000
NS
USD
127070.00000000
0.099926750373
Long
EC
CORP
US
N
1
N
N
N
Swisscom AG
5493005SL9HHOXS3B739
Swisscom AG
000000000
600.00000000
NS
323348.02000000
0.254278089858
Long
EC
CORP
CH
N
1
N
N
N
CARDLYTICS INC
549300JETJBH94EIPC66
Cardlytics Inc
14161WAA3
900000.00000000
PA
USD
1648552.38000000
1.296407351489
Long
DBT
CORP
US
Y
2
2025-09-15
Fixed
1.00000000
N
N
N
N
Y
Cardlytics Inc
Cardlytics Inc
USD
XXXX
N
N
N
PEBBLEBROOK HOTEL TRUST
5493004Q1NNH6JXCSI52
Pebblebrook Hotel Trust
70509VAA8
225000.00000000
PA
USD
240362.41000000
0.189018922981
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
1.75000000
N
N
N
N
N
Pebblebrook Hotel Trust
Pebblebrook Hotel Trust
USD
XXXX
N
N
N
Eaton Vance Corp
4JJ8ORNW1AFZPSV8GJ79
Eaton Vance Corp
278265103
100.00000000
NS
USD
6793.00000000
0.005341956522
Long
EC
CORP
US
N
1
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331842
10000.00000000
NS
USD
481400.00000000
0.378568801682
Long
EP
CORP
US
N
1
N
N
N
WORKIVA INC
529900RTOQ8GRWHY1O58
Workiva Inc
98139AAB1
1250000.00000000
PA
USD
1683454.60000000
1.323854155813
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.12500000
N
N
N
N
Y
Workiva Inc
Workiva Inc
USD
XXXX
N
N
N
STRIDE INC
254900BRWS3AFONWU277
Stride Inc
48273UAA0
565000.00000000
PA
USD
461290.95000000
0.362755218463
Long
DBT
CORP
US
Y
2
2027-09-01
Fixed
1.12500000
N
N
N
N
N
K12 Inc
K12 Inc
USD
XXXX
N
N
N
2U INC
5493008RVTXVR43PYF84
2U Inc
90214JAA9
860000.00000000
PA
USD
1391753.37000000
1.094462828246
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
2.25000000
N
N
N
N
N
2U Inc
2U Inc
USD
XXXX
N
N
N
BLOOM ENERGY CORP
549300XB5J9BFW5JXV97
Bloom Energy Corp
093712AG2
795000.00000000
PA
USD
1525838.80000000
1.199906452173
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
2.50000000
N
N
N
N
N
Bloom Energy Corp
Bloom Energy Corp
USD
XXXX
N
N
N
BILL.COM HOLDINGS INC
549300IBF9VZZIGOZW63
Bill.com Holdings Inc
090043AA8
225000.00000000
PA
USD
258170.47000000
0.203023027539
Long
DBT
CORP
US
Y
2
2025-12-01
None
0.00000000
N
N
N
N
Y
Bill.com Holdings Inc
Bill.com Holdings Inc
USD
XXXX
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851505
5000.00000000
NS
USD
518650.00000000
0.407861879917
Long
EP
CORP
US
N
1
N
N
N
COLONY CAPITAL OPERATING
5493003D7P9HVU22YM89
Colony Capital Operating Co LLC
19626LAA5
630000.00000000
PA
USD
1416661.04000000
1.114050004783
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
5.75000000
N
N
N
N
N
Colony Capital Inc
Colony Capital Inc
USD
XXXX
N
N
N
NEXTERA ENERGY INC
N/A
NextEra Energy Inc
65339F770
17400.00000000
NS
USD
884616.00000000
0.695654381115
Long
EP
CORP
US
N
1
N
N
N
APTIV PLC
N/A
Aptiv PLC
000000000
15600.00000000
NS
USD
2407080.00000000
1.892906919719
Long
EP
CORP
JE
N
1
N
N
N
PETIQ INC
549300GROACFGKVYOX14
PetIQ Inc
71639TAA4
850000.00000000
PA
USD
1294561.40000000
1.018031902580
Long
DBT
CORP
US
Y
2
2026-06-01
Fixed
4.00000000
N
N
N
N
N
PetIQ Inc
PetIQ Inc
USD
XXXX
N
N
N
PROS HOLDINGS INC
549300LPE1KNL5RWKQ48
PROS Holdings Inc
74346YAH6
1000000.00000000
PA
USD
1074159.06000000
0.844709406232
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
1.00000000
N
N
N
N
Y
PROS Holdings Inc
PROS Holdings Inc
USD
XXXX
N
N
N
LIBERTY LATIN AMERICA
213800YWQHEAX7CAVO83
Liberty Latin America Ltd
53069QAB5
700000.00000000
PA
USD
668663.07000000
0.525830862357
Long
DBT
CORP
BM
N
2
2024-07-15
Fixed
2.00000000
N
N
N
N
Y
Liberty Latin America Ltd
Liberty Latin America Ltd
USD
XXXX
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
000000000
1000.00000000
NS
191554.72000000
0.150636977164
Long
EC
CORP
FR
N
1
N
N
N
1LIFE HEALTHCARE INC
N/A
1Life Healthcare Inc
68269GAA5
1000000.00000000
PA
USD
1258924.35000000
0.990007234291
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
3.00000000
N
N
N
N
Y
1Life Healthcare Inc
1Life Healthcare Inc
USD
XXXX
N
N
N
GOL EQUITY FINANCE SA
222100H9BH197YU7RY14
GOL Equity Finance SA
36256KAA8
955000.00000000
PA
USD
833328.90000000
0.655322648691
Long
DBT
CORP
LU
Y
2
2024-07-15
Fixed
3.75000000
N
N
N
N
Y
Gol Linhas Aereas Inteligentes
Gol Linhas Aereas Inteligentes SA
USD
XXXX
N
N
N
SQUARE INC
549300OHIIUWSTIZME52
Square Inc
852234AH6
500000.00000000
PA
USD
556571.91000000
0.437683342373
Long
DBT
CORP
US
Y
2
2027-11-01
Fixed
0.25000000
N
N
N
N
Y
Square Inc
Square Inc
USD
XXXX
N
N
N
Remy Cointreau SA
5493004V6A3Z027YT216
Remy Cointreau SA
000000000
1500.00000000
NS
279085.94000000
0.219470772480
Long
EC
CORP
FR
N
1
N
N
N
AEROJET ROCKETDYNE HLDG
549300VULNLWHE8QWI76
Aerojet Rocketdyne Holdings Inc
007800AB1
1000000.00000000
PA
USD
2032997.92000000
1.598732003316
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
2.25000000
N
N
N
N
Y
Aerojet Rocketdyne Holdings In
Aerojet Rocketdyne Holdings Inc
USD
XXXX
N
N
N
PERFICIENT INC
549300HTBXKL2755T650
Perficient Inc
71375UAC5
1500000.00000000
PA
USD
1719755.01000000
1.352400484675
Long
DBT
CORP
US
Y
2
2025-08-01
Fixed
1.25000000
N
N
N
N
Y
Perficient Inc
Perficient Inc
USD
XXXX
N
N
N
Bank of New York Mellon Corp/T
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058100
20000.00000000
NS
USD
848800.00000000
0.667488988092
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
1500.00000000
NS
USD
122700.00000000
0.096490220121
Long
EC
CORP
US
N
1
N
N
N
CALLAWAY GOLF CO
5493005UB0KFRKBPCU72
Callaway Golf Co
131193AD6
640000.00000000
PA
USD
1020945.70000000
0.802862879583
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
2.75000000
N
N
N
N
Y
Callaway Golf Co
Callaway Golf Co
USD
XXXX
N
N
N
2021-02-18
Gabelli Convertible & Income Securities Fund Inc
John C. Ball
John C. Ball
Treasurer