0001752724-20-241322.txt : 20201123
0001752724-20-241322.hdr.sgml : 20201123
20201123150800
ACCESSION NUMBER: 0001752724-20-241322
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200930
FILED AS OF DATE: 20201123
PERIOD START: 20200930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: TETON WESTWOOD FUNDS
CENTRAL INDEX KEY: 0000796229
IRS NUMBER: 133625130
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04719
FILM NUMBER: 201336805
BUSINESS ADDRESS:
STREET 1: ONE CORPORATE CENTER
CITY: RYE
STATE: NY
ZIP: 10580
BUSINESS PHONE: 8004223554
MAIL ADDRESS:
STREET 1: ONE CORPORATE CENTER
CITY: RYE
STATE: NY
ZIP: 10580
FORMER COMPANY:
FORMER CONFORMED NAME: GAMCO WESTWOOD FUNDS
DATE OF NAME CHANGE: 20091130
FORMER COMPANY:
FORMER CONFORMED NAME: WESTWOOD FUNDS
DATE OF NAME CHANGE: 20060621
FORMER COMPANY:
FORMER CONFORMED NAME: GABELLI WESTWOOD FUNDS
DATE OF NAME CHANGE: 19980304
0000796229
S000001082
TETON Convertible Securities Fund
C000002919
CLASS A
WEIAX
C000002921
CLASS C
WEICX
C000002922
CLASS AAA
WESRX
C000061065
Class I
WESIX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000796229
XXXXXXXX
S000001082
C000002922
C000002921
C000061065
C000002919
Teton Westwood Funds
811-04719
0000796229
549300F5AG1CXKI4KV24
One Corporate Center
Rye
10580-1422
1-800-422-3554
TETON Convertible Securities Fund
S000001082
549300865NLDDOK77H40
2020-09-30
2020-09-30
N
74480948.87
1955224.40
72525724.47
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1930.90000000
USD
N
INTERCEPT PHARMAS
N/A
Intercept Pharmaceuticals Inc
45845PAB4
300000.00000000
PA
USD
209219.66000000
0.288476484073
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
2.00000000
N
N
N
N
Y
Intercept Pharmaceuticals Inc
Intercept Pharmaceuticals Inc
USD
XXXX
N
N
N
IAC FINANCECO 3 INC
5493003IEL8HSZKWUI17
IAC FINANCECO 3 INC
44932KAA4
750000.00000000
PA
USD
1141832.61000000
1.574382908056
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
SPLUNK INC
549300XGDSGBP6UEI867
Splunk Inc
848637AE4
245000.00000000
PA
USD
264829.41000000
0.365152381358
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
PERFICIENT INC
549300HTBXKL2755T650
Perficient Inc
71375UAC5
1100000.00000000
PA
USD
1173208.30000000
1.617644371805
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
CARDLYTICS INC
549300JETJBH94EIPC66
Cardlytics Inc
14161WAA3
730000.00000000
PA
USD
800246.14000000
1.103396271940
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
COUPA SOFTWARE INC
549300Q95ICR2GFL2K37
Coupa Software Inc
22266LAC0
140000.00000000
PA
USD
255762.50000000
0.352650734438
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
ENCORE CAP EUR FINANCE
549300DAVHQDMISMVB09
Encore Capital Europe Finance Ltd
29260UAA5
500000.00000000
PA
USD
547384.97000000
0.754745952557
Long
DBT
CORP
JE
N
2
2023-09-01
Fixed
4.50000000
N
N
N
N
Y
Encore Capital Group Inc
Encore Capital Group Inc
USD
XXXX
N
N
N
NEXTERA ENERGY INC
N/A
NextEra Energy Inc
65339F770
9200.00000000
NS
USD
429456.00000000
0.592142999105
Long
EP
CORP
US
N
1
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BG2
720000.00000000
PA
USD
943200.00000000
1.300504072027
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
REALPAGE INC
5493001RSFZX4122A604
RealPage Inc
75606NAC3
500000.00000000
PA
USD
516875.00000000
0.712678161820
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
BLACKLINE INC
529900P9N7PK9LV5EK56
Blackline Inc
09239BAB5
500000.00000000
PA
USD
690240.80000000
0.951718586810
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
SPLUNK INC
549300XGDSGBP6UEI867
Splunk Inc
848637AD6
400000.00000000
PA
USD
578291.80000000
0.797360942239
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
SUPERNUS PHARMACEUTICALS
549300GRM36VBKISYJ58
Supernus Pharmaceuticals Inc
868459AD0
708000.00000000
PA
USD
655664.09000000
0.904043489108
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
NEXTERA ENERGY INC
N/A
NextEra Energy Inc
65339F739
9645.00000000
NS
USD
460548.75000000
0.635014339209
Long
EP
CORP
US
N
1
N
N
N
SHOPIFY INC
549300HGQ43STJLLP808
Shopify Inc
82509LAA5
245000.00000000
PA
USD
274660.44000000
0.378707613067
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
NICE LTD
254900YTY4EF5Z4W0A51
Nice Ltd
653656AA6
680000.00000000
PA
USD
688908.00000000
0.949880894033
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
KNOWLES CORP
5493003EO323TDZQU148
Knowles Corp
49926DAB5
900000.00000000
PA
USD
964519.05000000
1.329899228237
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
BLOOM ENERGY CORP
549300XB5J9BFW5JXV97
Bloom Energy Corp
093712AG2
360000.00000000
PA
USD
459212.17000000
0.633171434488
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
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505682
600.00000000
NS
USD
892800.00000000
1.231011488026
Long
EP
CORP
US
N
1
N
N
N
2020 CASH EXCH TRUST
N/A
2020 Cash Mandatory Exchangeable Trust
901375105
980.00000000
NS
USD
1056714.40000000
1.457020123166
Long
EP
CORP
US
N
2
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAB5
950000.00000000
PA
USD
874471.70000000
1.205740041054
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
WAYFAIR INC
54930027N9ZAVYFDHK53
Wayfair Inc
94419LAL5
355000.00000000
PA
USD
362876.38000000
0.500341613478
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
HARMONIC INC
549300LRGRD8XC9BTL66
Harmonic Inc
413160AD4
500000.00000000
PA
USD
468445.00000000
0.645901855408
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
K12 INC
254900BRWS3AFONWU277
K12 Inc
48273UAA0
600000.00000000
PA
USD
503356.81000000
0.694038996064
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
KAMAN CORP
5493003YK076OLTEQF95
Kaman Corp
483548AF0
300000.00000000
PA
USD
298719.34000000
0.411880532297
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
AEROJET ROCKETDYNE HLDG
549300VULNLWHE8QWI76
Aerojet Rocketdyne Holdings Inc
007800AB1
250000.00000000
PA
USD
397656.25000000
0.548296832476
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
NATIONAL VISION HOLDINGS
549300JHURCBLI5ROA42
National Vision Holdings Inc
63845RAA5
365000.00000000
PA
USD
520125.00000000
0.717159330431
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
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851406
3535.00000000
NS
USD
348020.75000000
0.479858357214
Long
EP
CORP
US
N
1
N
N
N
Q2 HOLDINGS INC
549300M9RKR9DZXWS696
Q2 Holdings Inc
74736LAD1
750000.00000000
PA
USD
922395.47000000
1.271818346856
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
CONMED CORP
Z6C0YCECH9DCU5ZIQW84
CONMED Corp
207410AF8
350000.00000000
PA
USD
393590.10000000
0.542690339015
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
2U INC
5493008RVTXVR43PYF84
2U Inc
90214JAA9
480000.00000000
PA
USD
691328.32000000
0.953218082345
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
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796TY5
1500000.00000000
PA
USD
1499668.23000000
2.067774215230
Long
DBT
UST
US
N
2
2020-12-31
None
0.00000000
N
N
N
N
N
N
AVANTOR INC
N/A
Avantor Inc
05352A209
5730.00000000
NS
USD
416800.20000000
0.574692914887
Long
EP
CORP
US
N
1
N
N
N
EXACT SCIENCES CORP
549300VM3X1FYD4N9Z14
Exact Sciences Corp
30063PAB1
900000.00000000
PA
USD
1057850.51000000
1.458586615618
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
Bristow Group Escrow Shares
N/A
Bristow Group Escrow Shares
000000000
509000.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
2
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BA9
155000.00000000
PA
USD
181649.85000000
0.250462648015
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
PLURALSIGHT INC
254900B3VHPCKNREOX50
Pluralsight Inc
72941BAB2
1220000.00000000
PA
USD
1083360.00000000
1.493759638965
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
NICE SYSTEMS INC
254900T6KBE4O3728267
Nice Systems Inc
65366HAB9
205000.00000000
PA
USD
557790.04000000
0.769092682735
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
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HAS0
245000.00000000
PA
USD
359601.88000000
0.495826663749
Long
DBT
CORP
BM
Y
2
2024-05-15
Fixed
6.00000000
N
N
N
N
N
Norwegian Cruise Line Holdings
Norwegian Cruise Line Holdings Ltd
USD
XXXX
N
N
N
LIMELIGHT NETWORKS INC
529900BNCMDQGEKW5M59
Limelight Networks Inc
53261MAA2
500000.00000000
PA
USD
506660.00000000
0.698593504170
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
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411RAG4
800000.00000000
PA
USD
580211.07000000
0.800007272233
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
PARATEK PHARMACEUTICALS
5493007V5QDIWECEYV79
Paratek Pharmaceuticals Inc
699374AB0
400000.00000000
PA
USD
328802.34000000
0.453359607784
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
BANDWIDTH INC
549300QC70JB7MUGXM66
Bandwidth Inc
05988JAA1
500000.00000000
PA
USD
1001017.94000000
1.380224668302
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
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331842
21384.00000000
NS
USD
965701.44000000
1.331529532530
Long
EP
CORP
US
N
1
N
N
N
EVERBRIDGE INC
549300WCY0UMR64ATW81
Everbridge Inc
29978AAB0
960000.00000000
PA
USD
1277053.67000000
1.760828560255
Long
DBT
CORP
US
Y
2
2024-12-15
Fixed
0.12500000
N
N
N
N
Y
Everbridge Inc
Everbridge Inc
USD
XXXX
N
N
N
SUNPOWER CORP
549300TXO070764WUH65
SunPower Corp
867652AL3
750000.00000000
PA
USD
718916.38000000
0.991257081888
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
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
9127963A5
1565000.00000000
PA
USD
1564829.59000000
2.157620074029
Long
DBT
UST
US
N
2
2020-11-19
None
0.00000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851505
970.00000000
NS
USD
95069.70000000
0.131084109389
Long
EP
CORP
US
N
1
N
N
N
PETIQ INC
549300GROACFGKVYOX14
PetIQ Inc
71639TAA4
490000.00000000
PA
USD
660076.27000000
0.910127096038
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
DEXCOM INC
549300YSK3QDSFR5EU59
DexCom Inc
252131AJ6
185000.00000000
PA
USD
195984.38000000
0.270227400597
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
LIVEPERSON INC
549300IN2P1JZ20G7N40
LivePerson Inc
538146AB7
690000.00000000
PA
USD
1046212.50000000
1.442539881739
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
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796TU3
120000.00000000
PA
USD
119982.15000000
0.165433921380
Long
DBT
UST
US
N
2
2020-12-03
None
0.00000000
N
N
N
N
N
N
CHIMERA INVESTMENT CORP
2JBBQFJOL123LOUBE657
Chimera Investment Corp
16934QAA7
300000.00000000
PA
USD
371475.59000000
0.512198385765
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
INPHI CORP
549300DCMERAAZFGT726
Inphi Corp
45772FAE7
560000.00000000
PA
USD
673095.25000000
0.928077940508
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
0.75000000
N
N
N
N
Y
Inphi Corp
Inphi Corp
USD
XXXX
N
N
N
TABULA RASA HLTHCR INC
549300K6KY242XRMEF28
Tabula Rasa HealthCare Inc
873379AB7
770000.00000000
PA
USD
718180.66000000
0.990242655620
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
PROS HOLDINGS INC
549300LPE1KNL5RWKQ48
PROS Holdings Inc
74346YAF0
465000.00000000
PA
USD
474489.45000000
0.654236070673
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
2.25000000
N
N
N
N
N
PROS Holdings Inc
PROS Holdings Inc
USD
XXXX
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135F200
1005.00000000
NS
USD
1252983.75000000
1.727640446416
Long
EP
CORP
US
N
1
N
N
N
INFINERA CORP
549300ZOF66WPV3H0H17
Infinera Corp
45667GAD5
1000000.00000000
PA
USD
1053877.38000000
1.453108380097
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
CALLAWAY GOLF CO
5493005UB0KFRKBPCU72
Callaway Golf Co
131193AD6
180000.00000000
PA
USD
245310.35000000
0.338239089361
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
COLLEGIUM PHARMA INC
54930049FXZMTLW8D496
Collegium Pharmaceutical Inc
19459JAA2
500000.00000000
PA
USD
497500.00000000
0.685963502792
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
SEA LTD
529900OM6JLLW44YKI15
Sea Ltd
81141RAE0
60000.00000000
PA
USD
112466.80000000
0.155071598142
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
IMPINJ INC
549300M26VGKSMMWWN17
Impinj Inc
453204AB5
500000.00000000
PA
USD
491273.91000000
0.677378838460
Long
DBT
CORP
US
Y
2
2026-12-15
Fixed
2.00000000
N
N
N
N
Y
Impinj Inc
Impinj Inc
USD
XXXX
N
N
N
LENDINGTREE INC
549300ISY5YHUJZTON08
LendingTree Inc
52603BAC1
710000.00000000
PA
USD
694494.68000000
0.957583926358
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
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851300
500.00000000
NS
USD
737925.00000000
1.017466568438
Long
EP
CORP
US
N
1
N
N
N
CHEGG INC
549300AKX7O8JG0O3G77
Chegg Inc
163092AE9
490000.00000000
PA
USD
490735.00000000
0.676635777975
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
APTIV PLC
N/A
Aptiv PLC
000000000
10875.00000000
NS
USD
1233442.50000000
1.700696558377
Long
EP
CORP
JE
N
1
N
N
N
MEDALLIA INC
5493009P6W6C5BK60J60
Medallia Inc
584021AA7
180000.00000000
PA
USD
181491.72000000
0.250244615033
Long
DBT
CORP
US
Y
2
2025-09-15
Fixed
0.12500000
N
N
N
N
N
Medallia Inc
Medallia Inc
USD
XXXX
N
N
N
CYBERARK SOFTWARE LTD
529900YEXNDM894PWS93
CyberArk Software Ltd
23248VAA3
555000.00000000
PA
USD
544488.52000000
0.750752266149
Long
DBT
CORP
IL
Y
2
2024-11-15
None
0.00000000
N
N
N
N
Y
CyberArk Software Ltd
CyberArk Software Ltd
USD
XXXX
N
N
N
PAGERDUTY INC.
549300U1SB749EDAGH21
PagerDuty Inc
69553PAA8
615000.00000000
PA
USD
625035.80000000
0.861812556258
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
INSULET CORPORATION
549300TZTYD2PYN92D43
Insulet Corp
45784PAJ0
1000000.00000000
PA
USD
1278441.00000000
1.762741440147
Long
DBT
CORP
US
Y
2
2026-09-01
Fixed
0.37500000
N
N
N
N
Y
Insulet Corp
Insulet Corp
USD
XXXX
N
N
N
OKTA INC
549300N8J06I8MRHU620
Okta Inc
679295AD7
500000.00000000
PA
USD
660923.50000000
0.911295274648
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
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
9127963L1
600000.00000000
PA
USD
599874.00000000
0.827118935224
Long
DBT
UST
US
N
2
2020-12-24
None
0.00000000
N
N
N
N
N
N
NY COMMUNITY CAP TRUST V
N/A
New York Community Capital Trust V
64944P307
6000.00000000
NS
USD
265260.00000000
0.365746087941
Long
EP
CORP
US
N
1
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537127
13552.00000000
NS
USD
657407.52000000
0.906447367198
Long
EP
CORP
US
N
1
N
N
N
PROS HOLDINGS INC
549300LPE1KNL5RWKQ48
PROS Holdings Inc
74346YAE3
250000.00000000
PA
USD
218464.86000000
0.301223961010
Long
DBT
CORP
US
Y
2
2024-05-15
Fixed
1.00000000
N
N
N
N
Y
PROS Holdings Inc
PROS Holdings Inc
USD
XXXX
N
N
N
COLFAX CORP
635400OP2DYYYMOIYL17
Colfax Corp
194014205
4000.00000000
NS
USD
536840.00000000
0.740206325304
Long
EP
CORP
US
N
1
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
Elanco Animal Health Inc
28414H202
9795.00000000
NS
USD
434506.20000000
0.599106321481
Long
EP
CORP
US
N
1
N
N
N
LUMENTUM HOLDINGS INC
549300JLWRRC38DWEF52
Lumentum Holdings Inc
55024UAC3
500000.00000000
PA
USD
533403.98000000
0.735468668390
Long
DBT
CORP
US
Y
2
2026-12-15
Fixed
0.50000000
N
N
N
N
Y
Lumentum Holdings Inc
Lumentum Holdings Inc
USD
XXXX
N
N
N
GOL EQUITY FINANCE SA
222100H9BH197YU7RY14
GOL Equity Finance SA
36256KAA8
390000.00000000
PA
USD
245381.89000000
0.338337730223
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
MERCADOLIBRE INC
549300DKPDN9M5S8GB14
MercadoLibre Inc
58733RAD4
400000.00000000
PA
USD
1008100.22000000
1.389989865481
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
CSG SYSTEMS INTERNATIONA
549300D7FJZUOHHXUA81
CSG Systems International Inc
126349AF6
1000000.00000000
PA
USD
1040109.24000000
1.434124578004
Long
DBT
CORP
US
Y
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
CLOUDFLARE INC
5493007DY18BGNLDWU14
Cloudflare Inc
18915MAA5
245000.00000000
PA
USD
331081.46000000
0.456502106555
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
TWILIO INC
5493004W8TRGD63APX93
Twilio Inc
90138FAB8
250000.00000000
PA
USD
871980.68000000
1.202305370090
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
FARFETCH LTD
549300QFQ74Z0F96NS78
Farfetch Ltd
30744WAC1
365000.00000000
PA
USD
668793.82000000
0.922147038016
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
ZSCALER INC.
529900MZ0RTK1BWRNF46
Zscaler Inc
98980GAA0
675000.00000000
PA
USD
799943.05000000
1.102978365050
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
STANLEY BLACK & DECKER I
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502846
4150.00000000
NS
USD
418735.00000000
0.577360657973
Long
EP
CORP
US
N
1
N
N
N
NEUROCRINE BIOSCIENCES
549300FECER0XBN49756
Neurocrine Biosciences Inc
64125CAD1
337000.00000000
PA
USD
466745.00000000
0.643557859519
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
TELADOC HEALTH INC
549300I2PVFBC9MFAC61
Teladoc Health Inc
87918AAE5
505000.00000000
PA
USD
634052.25000000
0.874244627866
Long
DBT
CORP
US
Y
2
2027-06-01
Fixed
1.25000000
N
N
N
N
N
Teladoc Health Inc
Teladoc Health Inc
USD
XXXX
N
N
N
DATADOG INC
549300F6JNO0KRPO1K63
Datadog Inc
23804LAA1
370000.00000000
PA
USD
490250.00000000
0.675967049736
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
NEXTERA ENERGY INC
N/A
NextEra Energy Inc
65339F796
14000.00000000
NS
USD
758240.00000000
1.045477319311
Long
EP
CORP
US
N
1
N
N
N
PROOFPOINT INC
529900C5FODDK0WSR085
Proofpoint Inc
743424AF0
1000000.00000000
PA
USD
1000625.00000000
1.379682874335
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
LIVONGO HEALTH
54930061HKCVF1H2O156
Livongo Health Inc
539183AB9
365000.00000000
PA
USD
716768.75000000
0.988295884305
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
0.87500000
N
N
N
N
N
Livongo Health Inc
Livongo Health Inc
USD
XXXX
N
N
N
QTS REALTY TRUST INC
5493006PA4CJK4OG2J54
QTS Realty Trust Inc
74736A301
7500.00000000
NS
USD
1060800.00000000
1.462653434697
Long
EP
CORP
US
N
1
N
N
N
WORKIVA INC
529900RTOQ8GRWHY1O58
Workiva Inc
98139AAB1
1000000.00000000
PA
USD
1001063.33000000
1.380287252992
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
ATLAS AIR WORLDWIDE HLDG
549300R0A2TUVCYZB465
Atlas Air Worldwide Holdings Inc
049164BJ4
500000.00000000
PA
USD
604062.50000000
0.832894127448
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
2020 MANDATORY EXCHANGE
N/A
2020 Mandatory Exchangeable Trust
901376202
250.00000000
NS
USD
333398.67000000
0.459697124622
Long
EP
CORP
US
N
2
N
N
N
PACIRA BIOSCIENCES INC
N/A
Pacira BioSciences Inc
695127AD2
500000.00000000
PA
USD
575739.63000000
0.793841956364
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
LENDINGTREE INC
549300ISY5YHUJZTON08
LendingTree Inc
52603BAA5
199000.00000000
PA
USD
312197.58000000
0.430464614150
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
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
9127963J6
1755000.00000000
PA
USD
1754709.93000000
2.419431095411
Long
DBT
UST
US
N
2
2020-12-10
None
0.00000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HAW1
250000.00000000
PA
USD
293918.74000000
0.405261363671
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
RETROPHIN INC
N/A
Retrophin Inc
761299AB2
350000.00000000
PA
USD
299233.73000000
0.412589784089
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
I3 VERTICALS LLC
549300VET627YPCK1T69
i3 Verticals LLC
44933TAA4
1250000.00000000
PA
USD
1095284.21000000
1.510200991446
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
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746804
117.00000000
NS
USD
157019.85000000
0.216502284048
Long
EP
CORP
US
N
1
N
N
N
COUPA SOFTWARE INC
549300Q95ICR2GFL2K37
Coupa Software Inc
22266LAE6
465000.00000000
PA
USD
550153.13000000
0.758562750004
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
COHERUS BIOSCIENCES INC
5493007IL8W5MV932D26
Coherus Biosciences Inc
19249HAA1
255000.00000000
PA
USD
300108.13000000
0.413795425268
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
INVACARE CORP
549300NNUTG7HCZICS76
Invacare Corp
461203AH4
400000.00000000
PA
USD
364589.38000000
0.502703534041
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
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
Chart Industries Inc
16115QAD2
600000.00000000
PA
USD
834585.54000000
1.150744161604
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
ESSENTIAL UTILITIES INC
549300ILTEOF3E3QY357
Essential Utilities Inc
29670G201
5720.00000000
NS
USD
306020.00000000
0.421946836431
Long
EP
CORP
US
N
1
N
N
N
VARONIS SYSTEM INC
549300SHIVNRRH7STS26
Varonis Systems Inc
922280AA0
365000.00000000
PA
USD
520968.39000000
0.718322214368
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
UNDER ARMOUR INC
549300D4549QKWETZ406
Under Armour Inc
904311AB3
245000.00000000
PA
USD
307391.46000000
0.423837834432
Long
DBT
CORP
US
Y
2
2024-06-01
Fixed
1.50000000
N
N
N
N
Y
Under Armour Inc
Under Armour Inc
USD
XXXX
N
N
N
COLONY CAPITAL OPERATING
5493003D7P9HVU22YM89
Colony Capital Operating Co LLC
19626LAA5
260000.00000000
PA
USD
384599.40000000
0.530293772051
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.75000000
N
N
N
N
N
Colony Capital Inc
Colony Capital Inc
USD
XXXX
N
N
N
PAR TECHNOLOGY CORP
549300HYPTHBJQINVG57
PAR Technology Corp
698884AB9
1250000.00000000
PA
USD
1501650.44000000
2.070507328225
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
HUBSPOT INC
529900BLNVEW0MVKJB37
HubSpot Inc
443573AC4
185000.00000000
PA
USD
235438.93000000
0.324628167068
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
0.37500000
N
N
N
N
N
HubSpot Inc
HubSpot Inc
USD
XXXX
N
N
N
1LIFE HEALTHCARE INC
N/A
1Life Healthcare Inc
68269GAA5
605000.00000000
PA
USD
604207.25000000
0.833093711804
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
VOCERA COMMUNICATIONS
5493006D2J6NPNZ60K83
Vocera Communications Inc
92857FAB3
800000.00000000
PA
USD
895500.00000000
1.234734305026
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
DEXCOM INC
549300YSK3QDSFR5EU59
DexCom Inc
252131AH0
495000.00000000
PA
USD
1251731.25000000
1.725913472974
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
2020-11-20
Teton Westwood Funds
John C. Ball
John C. Ball
Treasurer