0001752724-20-037589.txt : 20200226
0001752724-20-037589.hdr.sgml : 20200226
20200226164542
ACCESSION NUMBER: 0001752724-20-037589
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20191231
FILED AS OF DATE: 20200226
PERIOD START: 20191231
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: 20656458
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
2019-12-31
2019-12-31
N
143788639.6
36922607.57
106866032.03
0
0
0
0
0
0
0
0
0
0
0
0
35000000
3184.95
USD
N
RETROPHIN INC
N/A
Retrophin Inc
761299AB2
750000.00000000
PA
USD
583275.00000000
0.545800184511
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
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796TA7
3008000.00000000
PA
USD
3007180.41000000
2.813972178882
Long
DBT
UST
US
N
2
2020-01-09
None
0.00000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331842
25300.00000000
NS
USD
1296878.00000000
1.213554929817
Long
EP
CORP
US
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
800.00000000
NS
USD
235136.00000000
0.220028755193
Long
EC
CORP
US
N
1
N
N
N
Julius Baer Group Ltd
5299007MF0604ZGJER92
Julius Baer Group Ltd
000000000
7000.00000000
NS
361138.67000000
0.337935883966
Long
EC
CORP
CH
N
1
N
N
N
INVACARE CORP
549300NNUTG7HCZICS76
Invacare Corp
461203AH4
750000.00000000
PA
USD
706309.18000000
0.660929545696
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
BRISTOW GROUP INC
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BRISTOW GROUP INC
11040B872
699.00000000
NS
USD
25422.63000000
0.023789252316
Long
EC
CORP
US
N
2
N
N
N
GDS HOLDINGS LIMITED
391200MGV8DDCHTN2R77
GDS Holdings Ltd
36165LAB4
1186000.00000000
PA
USD
1439345.23000000
1.346868787638
Long
DBT
CORP
CN
N
2
2025-06-01
Fixed
2.00000000
N
N
N
N
N
GDS Holdings Ltd
GDS Holdings Ltd
USD
XXXX
N
N
N
CONMED CORP
Z6C0YCECH9DCU5ZIQW84
CONMED Corp
207410AE1
1000000.00000000
PA
USD
1385049.36000000
1.296061371129
Long
DBT
CORP
US
Y
2
2024-02-01
Fixed
2.62500000
N
N
N
N
N
CONMED Corp
CONMED Corp
USD
XXXX
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851505
5000.00000000
NS
USD
595350.00000000
0.557099378250
Long
EP
CORP
US
N
1
N
N
N
SAILPOINT TECH HOLDINGS
529900809B15HNZH5H79
SailPoint Technologies Holding Inc
78781PAA3
920000.00000000
PA
USD
994281.11000000
0.930399577033
Long
DBT
CORP
US
Y
2
2024-09-15
Fixed
0.12500000
N
N
N
N
Y
SailPoint Technologies Holding
SailPoint Technologies Holding Inc
USD
XXXX
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189T503
33000.00000000
NS
USD
1608420.00000000
1.505080678534
Long
EP
CORP
US
N
1
N
N
N
TERADYNE INC
C3X4YJ278QNZHRJULN75
Teradyne Inc
880770AG7
750000.00000000
PA
USD
1646725.03000000
1.540924649974
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
NICE SYSTEMS INC
254900T6KBE4O3728267
Nice Systems Inc
65366HAB9
565000.00000000
PA
USD
1079503.13000000
1.010146170391
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
INSULET CORPORATION
549300TZTYD2PYN92D43
Insulet Corp
45784PAJ0
1500000.00000000
PA
USD
1562983.19000000
1.462563136583
Long
DBT
CORP
US
Y
2
2026-09-01
Fixed
0.37500000
N
N
N
N
Y
Insulet Corp
Insulet Corp
CHF
XXXX
N
N
N
QTS REALTY TRUST INC
5493006PA4CJK4OG2J54
QTS Realty Trust Inc
74736A301
21700.00000000
NS
USD
2802989.00000000
2.622899855786
Long
EP
CORP
US
N
1
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
2500.00000000
NS
USD
311225.00000000
0.291229115639
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
4000.00000000
NS
USD
256760.00000000
0.240263435558
Long
EC
CORP
US
N
1
N
N
N
CYBERARK SOFTWARE LTD
529900YEXNDM894PWS93
CyberArk Software Ltd
23248VAA3
745000.00000000
PA
USD
773063.47000000
0.723394941605
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
LENDINGTREE INC
549300ISY5YHUJZTON08
LendingTree Inc
52603BAA5
344000.00000000
PA
USD
539011.55000000
0.504380615393
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
LUMENTUM HOLDINGS INC
549300JLWRRC38DWEF52
Lumentum Holdings Inc
55024UAC3
1500000.00000000
PA
USD
1631250.00000000
1.526443874646
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.50000000
N
N
N
N
N
Lumentum Holdings Inc
Lumentum Holdings Inc
USD
XXXX
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746U133
9250.00000000
NS
USD
989657.50000000
0.926073029194
Long
EP
CORP
US
N
1
N
N
N
Remy Cointreau SA
5493004V6A3Z027YT216
Remy Cointreau SA
000000000
1500.00000000
NS
184240.04000000
0.172402807983
Long
EC
CORP
FR
N
1
N
N
N
AERIE PHARMACEUTICALS
529900SFXHDHUO324R09
Aerie Pharmaceuticals Inc
00771VAA6
510000.00000000
PA
USD
612099.10000000
0.572772365898
Long
DBT
CORP
US
Y
2
2024-10-01
Fixed
1.50000000
N
N
N
N
Y
Aerie Pharmaceuticals Inc
Aerie Pharmaceuticals 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
1006600.00000000
0.941926991092
Long
EC
CORP
US
N
1
N
N
N
OKTA INC
549300N8J06I8MRHU620
Okta Inc
679295AC9
1500000.00000000
PA
USD
1458175.11000000
1.364488867323
Long
DBT
CORP
US
Y
2
2025-09-01
Fixed
0.12500000
N
N
N
N
Y
Okta Inc
Okta Inc
CHF
XXXX
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US Inc
872590104
22566.00000000
NS
USD
1769625.72000000
1.655929097754
Long
EC
CORP
US
N
1
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
9500.00000000
NS
USD
751450.00000000
0.703170114699
Long
EC
CORP
US
N
1
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537127
20760.00000000
NS
USD
1123738.80000000
1.051539744345
Long
EP
CORP
US
N
1
N
N
N
Hertz Global Holdings Inc
549300NBK3K85MH1EX16
Hertz Global Holdings Inc
42806J106
7500.00000000
NS
USD
118125.00000000
0.110535590922
Long
EC
CORP
US
N
1
N
N
N
PROS HOLDINGS INC
549300LPE1KNL5RWKQ48
PROS Holdings Inc
74346YAE3
1000000.00000000
PA
USD
1150160.69000000
1.076264055239
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
ATLAS AIR WORLDWIDE HLDG
549300R0A2TUVCYZB465
Atlas Air Worldwide Holdings Inc
049164BJ4
1000000.00000000
PA
USD
848100.00000000
0.793610452161
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
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796TK5
550000.00000000
PA
USD
548398.50000000
0.513164463565
Long
DBT
UST
US
N
2
2020-03-12
None
0.00000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796TR0
2500000.00000000
PA
USD
2488970.15000000
2.329056392120
Long
DBT
UST
US
N
2
2020-04-16
None
0.00000000
N
N
N
N
N
N
NUVASIVE INC
549300C5ZB4NZ6TWM881
NuVasive Inc
670704AG0
750000.00000000
PA
USD
1001109.13000000
0.936788903810
Long
DBT
CORP
US
N
2
2021-03-15
Fixed
2.25000000
N
N
N
N
Y
NuVasive Inc
NuVasive Inc
USD
XXXX
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
1000.00000000
NS
USD
120510.00000000
0.112767357139
Long
EC
CORP
US
N
1
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796TG4
2410000.00000000
PA
USD
2405046.78000000
2.250525011843
Long
DBT
UST
US
N
2
2020-02-20
None
0.00000000
N
N
N
N
N
N
Ryman Hospitality Properties I
529900GCCWW9SRMPJR11
Ryman Hospitality Properties Inc
78377T107
6700.00000000
NS
USD
580622.00000000
0.543317637017
Long
EC
CORP
US
N
1
N
N
N
BRISTOW GROUP INC
N/A
BRISTOW GROUP INC
000000000
5632.00000000
NS
USD
204835.84000000
0.191675349134
Long
EC
CORP
US
N
2
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
3000.00000000
NS
USD
153360.00000000
0.143506778615
Long
EC
CORP
US
N
1
N
N
N
HARMONIC INC
549300LRGRD8XC9BTL66
Harmonic Inc
413160AC6
1000000.00000000
PA
USD
1141900.00000000
1.068534106028
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
Genuine Parts Co
549300D46DQVEU651W04
Genuine Parts Co
372460105
5000.00000000
NS
USD
531150.00000000
0.497024161850
Long
EC
CORP
US
N
1
N
N
N
COUPA SOFTWARE INC
549300Q95ICR2GFL2K37
Coupa Software Inc
22266LAD8
1205000.00000000
PA
USD
1427759.20000000
1.336027148083
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
0.12500000
N
N
N
N
Y
Coupa Software Inc
Coupa Software Inc
USD
XXXX
N
N
N
GATX Corp
549300IHYHCQP2PIR591
GATX Corp
361448103
1000.00000000
NS
USD
82850.00000000
0.077526973188
Long
EC
CORP
US
N
1
N
N
N
Elite Pharmaceuticals Inc
N/A
Elite Pharmaceuticals Inc
28659T200
980000.00000000
NS
USD
90650.00000000
0.084825831256
Long
EC
CORP
US
N
1
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411RAG4
1500000.00000000
PA
USD
1188828.92000000
1.112447891455
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
EVERBRIDGE INC
549300WCY0UMR64ATW81
Everbridge Inc
29978AAB0
825000.00000000
PA
USD
819430.56000000
0.766782994029
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
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
1000.00000000
NS
USD
145870.00000000
0.136498003368
Long
EC
CORP
US
N
1
N
N
N
Herc Holdings Inc
549300TP80QLITMSBP82
Herc Holdings Inc
42704L104
3200.00000000
NS
USD
156608.00000000
0.146546097974
Long
EC
CORP
US
N
1
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796RT8
170000.00000000
PA
USD
170000.00000000
0.159077675825
Long
DBT
UST
US
N
2
2020-01-02
None
0.00000000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant Inc
04621X207
9324.00000000
NS
USD
1199252.88000000
1.122202122806
Long
EP
CORP
US
N
1
N
N
N
LIBERTY LATIN AMERICA
213800YWQHEAX7CAVO83
Liberty Latin America Ltd
53069QAA7
700000.00000000
PA
USD
751625.00000000
0.703333871130
Long
DBT
CORP
US
Y
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
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
3200.00000000
NS
USD
446080.00000000
0.417419821365
Long
EC
CORP
US
N
1
N
N
N
STANLEY BLACK & DECKER I
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502846
5425.00000000
NS
USD
591108.00000000
0.553129922363
Long
EP
CORP
US
N
1
N
N
N
PERFICIENT INC
549300HTBXKL2755T650
Perficient Inc
71375UAB7
1350000.00000000
PA
USD
1841527.06000000
1.723210851024
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
2.37500000
N
N
N
N
Y
Perficient Inc
Perficient Inc
USD
XXXX
N
N
N
EL PASO ENERGY CAP TRST
N/A
El Paso Energy Capital Trust I
283678209
300.00000000
NS
USD
15438.00000000
0.014446124467
Long
EP
CORP
US
N
1
N
N
N
PARATEK PHARMACEUTICALS
5493007V5QDIWECEYV79
Paratek Pharmaceuticals Inc
699374AB0
750000.00000000
PA
USD
541875.00000000
0.507060091693
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
TWILIO INC
5493004W8TRGD63APX93
Twilio Inc
90138FAB8
500000.00000000
PA
USD
764466.95000000
0.715350739124
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
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822V309
1727.00000000
NS
USD
2213564.98000000
2.071345719450
Long
EP
CORP
US
N
1
N
N
N
AEROJET ROCKETDYNE HLDG
549300VULNLWHE8QWI76
Aerojet Rocketdyne Holdings Inc
007800AB1
1000000.00000000
PA
USD
1818770.39000000
1.701916273535
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
GOL EQUITY FINANCE SA
222100H9BH197YU7RY14
GOL Equity Finance SA
36256KAA8
955000.00000000
PA
USD
1108992.55000000
1.037740925656
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
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAB5
2000000.00000000
PA
USD
1928800.00000000
1.804876594892
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
INFINERA CORP
549300ZOF66WPV3H0H17
Infinera Corp
45667GAC7
2500000.00000000
PA
USD
2651548.15000000
2.481188923769
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.12500000
N
N
N
N
Y
Infinera Corp
Infinera Corp
USD
XXXX
N
N
N
Maple Leaf Foods Inc
549300LX07S5J8F76F37
Maple Leaf Foods Inc
564905107
6000.00000000
NS
119579.53000000
0.111896668874
Long
EC
CORP
CA
N
1
N
N
N
8X8 INC
254900XWSOC5U1BRW939
8x8 Inc
282914AA8
615000.00000000
PA
USD
615367.19000000
0.575830484496
Long
DBT
CORP
US
Y
2
2024-02-01
Fixed
0.50000000
N
N
N
N
Y
8x8 Inc
8x8 Inc
USD
XXXX
N
N
N
SUNPOWER CORP
549300TXO070764WUH65
SunPower Corp
867652AL3
2500000.00000000
PA
USD
2054250.00000000
1.922266562141
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
PLURALSIGHT INC
254900B3VHPCKNREOX50
Pluralsight Inc
72941BAA4
1215000.00000000
PA
USD
1057564.22000000
0.989616812667
Long
DBT
CORP
US
Y
2
2024-03-01
Fixed
0.37500000
N
N
N
N
Y
Pluralsight Inc
Pluralsight Inc
USD
XXXX
N
N
N
AVANTOR INC
5493003VM0XB4U8YD238
Avantor Inc
05352A209
12060.00000000
NS
USD
759780.00000000
0.710964920814
Long
EP
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
4500.00000000
NS
USD
158490.00000000
0.148307181420
Long
EC
CORP
US
N
1
N
N
N
TEXAS COMPETITIVE ELECTRIC HOLDINGS
N/A
TEXAS COMPETITIVE ELECTRIC HOLDINGS
000000000
1000000.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
NEXTERA ENERGY INC
N/A
NextEra Energy Inc
65339F796
32325.00000000
NS
USD
1657626.00000000
1.551125243926
Long
EP
CORP
US
N
1
N
N
N
LIBERTY MEDIA CORP
N/A
Liberty Media Corp-Liberty Formula One
531229AF9
588000.00000000
PA
USD
783629.30000000
0.733281927956
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
Severn Trent PLC
213800RPBXRETY4A4C59
Severn Trent PLC
000000000
30000.00000000
NS
999417.17000000
0.935205650490
Long
EC
CORP
GB
N
1
N
N
N
CHEFS' WAREHOUSE THE
549300JYEDC8C547E980
Chefs' Warehouse Inc/The
163086AA9
655000.00000000
PA
USD
723976.01000000
0.677461300141
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
1.87500000
N
N
N
N
N
Chefs' Warehouse Inc/The
Chefs' Warehouse Inc/The
USD
XXXX
N
N
N
TELADOC HEALTH INC
549300I2PVFBC9MFAC61
Teladoc Health Inc
87918AAC9
900000.00000000
PA
USD
1565398.23000000
1.464823012761
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
1.37500000
N
N
N
N
Y
Teladoc Health Inc
Teladoc Health Inc
USD
XXXX
N
N
N
American International Group I
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874784
5500.00000000
NS
USD
282315.00000000
0.264176553238
Long
EC
CORP
US
N
1
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851406
5163.00000000
NS
USD
619663.26000000
0.579850536441
Long
EP
CORP
US
N
1
N
N
N
WORKIVA INC
529900RTOQ8GRWHY1O58
Workiva Inc
98139AAA3
750000.00000000
PA
USD
674437.67000000
0.631105747250
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
1.12500000
N
N
N
N
Y
Workiva Inc
Workiva Inc
USD
XXXX
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
000000000
2020.00000000
NS
361175.55000000
0.337970394464
Long
EC
CORP
FR
N
1
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAD9
1500000.00000000
PA
USD
1764375.00000000
1.651015731083
Long
DBT
CORP
US
Y
2
2035-10-01
Fixed
3.12500000
N
N
N
N
N
Extra Space Storage Inc
Extra Space Storage Inc
USD
XXXX
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
Energizer Holdings Inc
29272W208
3650.00000000
NS
USD
381680.50000000
0.357157922634
Long
EP
CORP
US
N
1
N
N
N
CSG SYSTEMS INTERNATIONA
549300D7FJZUOHHXUA81
CSG Systems International Inc
126349AF6
1500000.00000000
PA
USD
1719375.00000000
1.608906934541
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
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796TL3
360000.00000000
PA
USD
358862.97000000
0.335806395337
Long
DBT
UST
US
N
2
2020-03-19
None
0.00000000
N
N
N
N
N
N
CYPRESS SEMICONDUCTOR CO
549300T2071OM26ZSE13
Cypress Semiconductor Corp
232806AM1
750000.00000000
PA
USD
1309563.79000000
1.225425670930
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
4.50000000
N
N
N
N
Y
Cypress Semiconductor Corp
Cypress Semiconductor Corp
USD
XXXX
N
N
N
EXACT SCIENCES CORP
549300VM3X1FYD4N9Z14
Exact Sciences Corp
30063PAB1
1635000.00000000
PA
USD
1856746.88000000
1.737452813330
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
Royal Dutch Shell PLC
21380068P1DRHMJ8KU70
Royal Dutch Shell PLC
780259206
2500.00000000
NS
USD
147450.00000000
0.137976490002
Long
EC
CORP
NL
N
1
N
N
N
SPLUNK INC
549300XGDSGBP6UEI867
Splunk Inc
848637AD6
1000000.00000000
PA
USD
1235625.00000000
1.156237371715
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
INOVIO PHARMACEUTICALS
529900B9W875XDZXTM97
Inovio Pharmaceuticals Inc
45773HAA0
500000.00000000
PA
USD
418733.70000000
0.391830492857
Long
DBT
CORP
US
Y
2
2024-03-01
Fixed
6.50000000
N
N
N
N
Y
Inovio Pharmaceuticals Inc
Inovio Pharmaceuticals Inc
USD
XXXX
N
N
N
TABULA RASA HLTHCR INC
549300K6KY242XRMEF28
Tabula Rasa HealthCare Inc
873379AB7
1110000.00000000
PA
USD
1114856.25000000
1.043227888995
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
Bristow Group Escrow Shares
N/A
Bristow Group Escrow Shares
000000000
515000.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
2
N
N
N
IAC FINANCECO 3 INC
5493003IEL8HSZKWUI17
IAC FINANCECO 3 INC
44932KAA4
1750000.00000000
PA
USD
2048550.00000000
1.916932781246
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
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587602
16900.00000000
NS
USD
910910.00000000
0.852384974623
Long
EP
CORP
US
N
1
N
N
N
Swedish Match AB
529900YVXCGNWAUYZG78
Swedish Match AB
000000000
20000.00000000
NS
1030924.53000000
0.964688695197
Long
EC
CORP
SE
N
1
N
N
N
IBM
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
3000.00000000
NS
USD
402120.00000000
0.376284205899
Long
EC
CORP
US
N
1
N
N
N
Q2 HOLDINGS INC
549300M9RKR9DZXWS696
Q2 Holdings Inc
74736LAC3
1165000.00000000
PA
USD
1344747.21000000
1.258348592584
Long
DBT
CORP
US
Y
2
2026-06-01
Fixed
0.75000000
N
N
N
N
Y
Q2 Holdings Inc
Q2 Holdings Inc
USD
XXXX
N
N
N
PROOFPOINT INC
529900C5FODDK0WSR085
Proofpoint Inc
743424AE3
1565000.00000000
PA
USD
1615708.02000000
1.511900450787
Long
DBT
CORP
US
Y
2
2024-08-15
Fixed
0.25000000
N
N
N
N
Y
Proofpoint Inc
Proofpoint Inc
USD
XXXX
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
1500.00000000
NS
USD
136425.00000000
0.127659834849
Long
EC
CORP
US
N
1
N
N
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
Chart Industries Inc
16115QAD2
600000.00000000
PA
USD
791458.58000000
0.740608184813
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
COLFAX CORP
635400OP2DYYYMOIYL17
Colfax Corp
194014205
11000.00000000
NS
USD
1735360.00000000
1.623864914824
Long
EP
CORP
US
N
1
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
771195104
40000.00000000
NS
USD
1626400.00000000
1.521905482130
Long
EC
CORP
CH
N
1
N
N
N
KAMAN CORP
5493003YK076OLTEQF95
Kaman Corp
483548AF0
1713000.00000000
PA
USD
2059026.00000000
1.926735709081
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
PACIRA BIOSCIENCES INC
N/A
Pacira BioSciences Inc
695127AD2
1000000.00000000
PA
USD
1042012.67000000
0.975064433671
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
KBR INC
254900OFQDXZRKRCV808
KBR Inc
48242WAA4
1000000.00000000
PA
USD
1328750.00000000
1.243379186781
Long
DBT
CORP
US
Y
2
2023-11-01
Fixed
2.50000000
N
N
N
N
Y
KBR Inc
KBR Inc
USD
XXXX
N
N
N
AQUA AMERICA INC
549300ILTEOF3E3QY357
Aqua America Inc
03836W202
2060.00000000
NS
USD
128441.00000000
0.120188798592
Long
EP
CORP
US
N
1
N
N
N
KNOWLES CORP
5493003EO323TDZQU148
Knowles Corp
49926DAB5
1800000.00000000
PA
USD
2343839.42000000
2.193250161418
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
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135F200
2085.00000000
NS
USD
2456067.45000000
2.298267656565
Long
EP
CORP
US
N
1
N
N
N
TEAM INC
549300DEKHQ3OEQJWU96
Team Inc
878155AE0
1056000.00000000
PA
USD
1108196.17000000
1.036995712247
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
5.00000000
N
N
N
N
Y
Team Inc
Team Inc
USD
XXXX
N
N
N
EVOLENT HEALTH INC
549300CZOCFHQ2BBTR11
Evolent Health Inc
30050BAD3
1500000.00000000
PA
USD
1061293.50000000
0.993106490285
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
1.50000000
N
N
N
N
Y
Evolent Health Inc
Evolent Health Inc
USD
XXXX
N
N
N
INVITAE CORP
549300MYI59DZW1WIX92
Invitae Corp
46185LAA1
215000.00000000
PA
USD
195589.23000000
0.183022824263
Long
DBT
CORP
US
Y
2
2024-09-01
Fixed
2.00000000
N
N
N
N
N
Invitae Corp
Invitae Corp
USD
XXXX
N
N
N
NEUROCRINE BIOSCIENCES
549300FECER0XBN49756
Neurocrine Biosciences Inc
64125CAD1
608000.00000000
PA
USD
934062.65000000
0.874050090806
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
ARBOR REALTY TRUST INC
549300ASFUWYQO0RW077
Arbor Realty Trust Inc
038923AN8
2000000.00000000
PA
USD
2001924.74000000
1.873303145978
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
4.75000000
N
N
N
N
N
Arbor Realty Trust Inc
Arbor Realty Trust Inc
USD
XXXX
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
8113.00000000
NS
USD
1864529.66000000
1.744735557765
Long
EC
CORP
US
N
1
N
N
N
LIVEPERSON INC
549300IN2P1JZ20G7N40
LivePerson Inc
538146AA9
620000.00000000
PA
USD
745825.71000000
0.697907179514
Long
DBT
CORP
US
Y
2
2024-03-01
Fixed
0.75000000
N
N
N
N
Y
LivePerson Inc
LivePerson Inc
USD
XXXX
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
2000.00000000
NS
USD
159780.00000000
0.149514300255
Long
EC
CORP
US
N
1
N
N
N
Tiffany & Co
549300EJG9IEYQL5XT21
Tiffany & Co
886547108
1500.00000000
NS
USD
200475.00000000
0.187594688594
Long
EC
CORP
US
N
1
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506309
28341.00000000
NS
USD
1360651.41000000
1.273230964183
Long
EP
CORP
US
N
1
N
N
N
Mueller Industries Inc
5493005IZFE4VJLLYG84
Mueller Industries Inc
624756102
5500.00000000
NS
USD
174625.00000000
0.163405524358
Long
EC
CORP
US
N
1
N
N
N
REPLIGEN CORP
54930006QJ0T5AUO1E71
Repligen Corp
759916AB5
200000.00000000
PA
USD
216710.98000000
0.202787523671
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.37500000
N
N
N
N
Y
Repligen Corp
Repligen Corp
USD
XXXX
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796TC3
275000.00000000
PA
USD
274764.99000000
0.257111623572
Long
DBT
UST
US
N
2
2020-01-23
None
0.00000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122157
4000.00000000
NS
USD
12040.00000000
0.011266442452
Long
EC
CORP
US
N
1
N
N
N
AES Corp/VA
2NUNNB7D43COUIRE5295
AES Corp/VA
00130H105
20000.00000000
NS
USD
398000.00000000
0.372428911637
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
20000.00000000
NS
USD
1076000.00000000
1.006868112870
Long
EC
CORP
US
N
1
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609W102
8987.00000000
NS
USD
1906142.70000000
1.783675002984
Long
EC
CORP
CN
N
1
N
N
N
BOINGO WIRELESS
54930058LPWPZZCRMC04
Boingo Wireless Inc
09739CAB8
1500000.00000000
PA
USD
1332703.46000000
1.247078641065
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
1.00000000
N
N
N
N
Y
Boingo Wireless Inc
Boingo Wireless Inc
USD
XXXX
N
N
N
BLACKLINE INC
529900P9N7PK9LV5EK56
Blackline Inc
09239BAA7
500000.00000000
PA
USD
500312.50000000
0.468167939331
Long
DBT
CORP
US
Y
2
2024-08-01
Fixed
0.12500000
N
N
N
N
N
Blackline Inc
Blackline Inc
USD
XXXX
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887208
22646.00000000
NS
USD
1482407.16000000
1.387164033173
Long
EP
CORP
US
N
1
N
N
N
Swisscom AG
5493005SL9HHOXS3B739
Swisscom AG
000000000
1000.00000000
NS
529654.89000000
0.495625111121
Long
EC
CORP
CH
N
1
N
N
N
SOUTH JERSEY INDUSTRIES
549300DJYWYT5VXLFA46
South Jersey Industries Inc
838518116
26875.00000000
NS
USD
1395081.25000000
1.305448722572
Long
EP
CORP
US
N
1
N
N
N
CINCINNATI BELL INC
549300JYVZOCUJOHL272
Cincinnati Bell Inc
171871403
12000.00000000
NS
USD
570000.00000000
0.533378089531
Long
EP
CORP
US
N
1
N
N
N
DEXCOM INC
549300YSK3QDSFR5EU59
DexCom Inc
252131AH0
495000.00000000
PA
USD
734430.10000000
0.687243725671
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
BRISTOW GROUP INC
N/A
BRISTOW GROUP INC
000000000
4017.00000000
NS
USD
146098.29000000
0.136711625972
Long
EC
CORP
US
N
2
N
N
N
GOGO INC
549300VL3DIHSFHYTO04
Gogo Inc
38046CAD1
100000.00000000
PA
USD
125544.00000000
0.117477927845
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
6.00000000
N
N
N
N
Y
Vonage Holdings Corp
Vonage Holdings Corp
USD
XXXX
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796SH3
1847000.00000000
PA
USD
1840523.64000000
1.722271899721
Long
DBT
UST
US
N
2
2020-03-26
None
0.00000000
N
N
N
N
N
N
RAMBUS INC
2549000211GDCQSLV833
Rambus Inc
750917AG1
1947000.00000000
PA
USD
1982240.70000000
1.854883785189
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
1.37500000
N
N
N
N
Y
Rambus Inc
Rambus Inc
USD
XXXX
N
N
N
VOCERA COMMUNICATIONS
5493006D2J6NPNZ60K83
Vocera Communications Inc
92857FAB3
1250000.00000000
PA
USD
1239442.56000000
1.159809657433
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
MERCADOLIBRE INC
549300DKPDN9M5S8GB14
MercadoLibre Inc
58733RAD4
1500000.00000000
PA
USD
2243194.14000000
2.099071236564
Long
DBT
CORP
AR
N
2
2028-08-15
Fixed
2.00000000
N
N
N
N
Y
MercadoLibre Inc
MercadoLibre Inc
USD
XXXX
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851300
750.00000000
NS
USD
884280.00000000
0.827465924580
Long
EP
CORP
US
N
1
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
13500.00000000
NS
USD
828900.00000000
0.775644032303
Long
EC
CORP
US
N
1
N
N
N
INTERCEPT PHARMAS
N/A
Intercept Pharmaceuticals Inc
45845PAB4
800000.00000000
PA
USD
1066486.22000000
0.997965583395
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
PNC Financial Services Group I
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475105
13500.00000000
NS
USD
2155005.00000000
2.016548157598
Long
EC
CORP
US
N
1
N
N
N
SUPERNUS PHARMACEUTICALS
549300GRM36VBKISYJ58
Supernus Pharmaceuticals Inc
868459AD0
1250000.00000000
PA
USD
1137713.19000000
1.064616294240
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
INTERDIGITAL INC
N/A
InterDigital Inc
45867GAA9
2210000.00000000
PA
USD
2208563.50000000
2.066665579367
Long
DBT
CORP
US
Y
2
2024-06-01
Fixed
2.00000000
N
N
N
N
Y
InterDigital Inc
InterDigital Inc
USD
XXXX
N
N
N
2020-02-25
Gabelli Convertible & Income Securities Fund Inc
John C. Ball
John C. Ball
Treasurer