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 5OR64DV4VUQ8NW3R8C06 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