Monthly Portfolio Investments Report on Form N-port (public) (nport-p)
November 26 2019 - 4:16PM
Edgar (US Regulatory)
The GDL Fund
Schedule of
Investments September 30, 2019 (Unaudited)
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Shares
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Market
Value
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COMMON STOCKS 68.2%
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Aerospace 3.5%
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3,200,000
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Cobham plc
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$
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6,171,325
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3,400
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Latecoere SACA
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14,230
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430,000
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Wesco Aircraft Holdings Inc.
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4,734,300
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10,919,855
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Airlines 2.5%
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340,000
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WestJet Airlines Ltd.
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7,852,964
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Automotive: Parts and Accessories 3.4%
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70,000
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Haldex AB
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356,967
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75,000
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WABCO Holdings Inc.
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10,031,250
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10,388,217
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Building and Construction 0.6%
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40,000
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Lennar Corp., Cl. B
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1,774,800
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Business Services 1.7%
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500
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BCA Marketplace plc
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1,450
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92,138
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Clear Channel Outdoor Holdings Inc.
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232,188
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87,000
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exactEarth Ltd.
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21,999
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180,000
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Navigant Consulting Inc.
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5,031,000
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5,286,637
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Cable and Satellite 0.9%
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27,628
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Liberty Global plc, Cl. A
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683,793
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55,000
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Liberty Global plc, Cl. C
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1,308,450
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14,000
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Liberty Latin America Ltd., Cl. A
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238,980
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31,000
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Liberty Latin America Ltd., Cl. C
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529,945
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2,761,168
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Computer Software and Services 11.5%
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1,000
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Altran Technologies SA
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15,706
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10,000
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Business & Decision
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79,567
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290,108
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Carbon Black Inc.
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7,539,907
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2,500
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MAM Software Group Inc.
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30,200
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140,000
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Medidata Solutions Inc.
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12,810,000
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300,000
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Monotype Imaging Holdings Inc.
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5,943,000
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420,000
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Pivotal Software Inc., Cl. A
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6,266,400
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150,000
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Presidio Inc.
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2,535,000
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1,000
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Rockwell Automation Inc.
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164,800
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7,500
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StatPro Group plc
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20,933
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35,405,513
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Consumer Services 2.8%
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152,925
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Sothebys
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8,713,667
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Electronics 0.3%
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73,000
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Bel Fuse Inc., Cl. A
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1,000,830
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Energy and Utilities 6.1%
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20,000
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Alvopetro Energy Ltd.
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10,341
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4,700
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Avista Corp.
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227,668
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255,000
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Buckeye Partners LP
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10,477,950
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50,000
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C&J Energy Services Inc.
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536,500
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Shares
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Market
Value
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6,000
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Connecticut Water Service Inc.
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$
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420,360
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70,000
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El Paso Electric Co.
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4,695,600
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45,000
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Endesa SA
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1,184,017
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460,000
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Gulf Coast Ultra Deep Royalty Trust
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14,122
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10,000
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Noble Energy Inc.
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224,600
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1,000
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SemGroup Corp., Cl. A
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16,340
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30,000
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Tallgrass Energy LP, Cl. A
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604,200
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25,000
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Valener Inc.
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490,433
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18,902,131
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Entertainment 1.9%
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9,000
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Entertainment One Ltd.
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62,633
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1,666
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Fox Corp., Cl. A
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52,537
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55,000
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Fox Corp., Cl. B
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1,734,700
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90,000
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International Speedway Corp., Cl. A
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4,050,900
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5,900,770
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Financial Services 1.5%
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30,865
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Brookfield Asset Management Inc., Cl. A
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1,638,623
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1,000
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Charles Taylor plc
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3,934
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1,000
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Entegra Financial Corp.
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30,040
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5,500
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LegacyTexas Financial Group Inc.
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239,415
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50,000
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MoneyGram International Inc.
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199,000
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2,500
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SLM Corp.
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22,063
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4,000
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Stewardship Financial Corp.
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62,600
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35,000
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SunTrust Banks Inc.
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2,408,000
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4,603,675
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Food and Beverage 0.3%
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160,000
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Castle Brands Inc.
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201,600
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1,400,000
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Premier Foods plc
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557,721
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1,000,000
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Yashili International Holdings Ltd.
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111,002
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870,323
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Health Care 12.7%
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90,000
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Akorn Inc.
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342,000
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97,662
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Alder Biopharmaceuticals Inc.
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1,841,905
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30,000
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Allergan plc
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5,048,700
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18,000
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AstraZeneca plc, ADR
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802,260
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115,000
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Cambrex Corp.
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6,842,500
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145,000
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Celgene Corp.
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14,398,500
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25,000
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Corindus Vascular Robotics Inc.
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107,000
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50,000
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Dova Pharmaceuticals Inc.
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1,397,500
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30,000
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Idorsia Ltd.
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737,638
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380,000
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Pacific Biosciences of California Inc.
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1,960,800
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60,000
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Spark Therapeutics Inc.
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5,818,800
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39,297,603
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Hotels and Gaming 0.7%
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140,000
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Caesars Entertainment Corp.
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1,632,400
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18,000
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Cherry AB, Cl. B(a)
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159,081
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20,500
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Empire Resorts Inc.
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197,415
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1,988,896
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1
The GDL Fund
Schedule of
Investments (Continued) September 30, 2019 (Unaudited)
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Shares
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Market
Value
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COMMON STOCKS (Continued)
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Machinery 0.4%
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200,000
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Arotech Corp.
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$
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588,000
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14,000
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CIRCOR International Inc.
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525,700
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15,000
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CNH Industrial NV
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152,702
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1,266,402
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Metals and Mining 0.1%
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65,000
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Alamos Gold Inc., Cl. A
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377,000
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20,000
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Artemis Gold Inc
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151
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377,151
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Paper and Forest Products 0.1%
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37,000
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Canfor Corp.
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433,717
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Publishing 1.8%
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80,000
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Axel Springer SE
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5,493,368
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Real Estate 0.2%
|
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|
35,000
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Atrium European Real Estate Ltd.
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139,623
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10,000
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Condor Hospitality Trust Inc., REIT
|
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110,500
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|
250
|
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Dream Global Real Estate Investment Trust
|
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3,136
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8,000
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Vastned Retail Belgium NV, REIT
|
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390,639
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643,898
|
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Retail 0.3%
|
|
|
3,000
|
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|
Greene King plc
|
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|
31,243
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|
|
133,347
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Vitamin Shoppe Inc.
|
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869,422
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900,665
|
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Semiconductors 1.9%
|
|
|
80,000
|
|
|
Cypress Semiconductor Corp.
|
|
|
1,867,200
|
|
|
35,000
|
|
|
Mellanox Technologies Ltd.
|
|
|
3,835,650
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
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5,702,850
|
|
|
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|
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|
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Specialty Chemicals 6.2%
|
|
|
900,000
|
|
|
OMNOVA Solutions Inc.
|
|
|
9,063,000
|
|
|
8,900
|
|
|
SGL Carbon SE
|
|
|
42,256
|
|
|
190,000
|
|
|
Versum Materials Inc.
|
|
|
10,056,700
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
19,161,956
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Telecommunications 2.7%
|
|
|
20,000
|
|
|
Acacia Communications Inc.
|
|
|
1,308,000
|
|
|
450,000
|
|
|
Inmarsat plc
|
|
|
3,235,667
|
|
|
175,000
|
|
|
Koninklijke KPN NV
|
|
|
545,713
|
|
|
1,000
|
|
|
Loral Space & Communications Inc.
|
|
|
41,400
|
|
|
21,000
|
|
|
Parrot SA
|
|
|
69,354
|
|
|
90,000
|
|
|
Zayo Group Holdings Inc.
|
|
|
3,051,000
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,251,134
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Transportation 3.5%
|
|
|
40,000
|
|
|
Abertis Infraestructuras SA(a)
|
|
|
282,080
|
|
|
89,500
|
|
|
DryShips Inc.
|
|
|
468,085
|
|
|
85,000
|
|
|
Genesee & Wyoming Inc., Cl. A
|
|
|
9,393,350
|
|
|
|
|
|
|
|
|
|
|
Shares
|
|
|
|
|
Market
Value
|
|
|
2,000
|
|
|
XPO Logistics Europe SA
|
|
$
|
671,411
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10,814,926
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Wireless Communications 0.6%
|
|
|
25,000
|
|
|
T-Mobile US Inc.
|
|
|
1,969,250
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL COMMON STOCKS
|
|
|
210,682,366
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
CLOSED-END FUNDS 0.3%
|
|
|
40,000
|
|
|
Altaba Inc.
|
|
|
779,200
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PREFERRED STOCKS 0.0%
|
|
|
|
|
|
Financial Services 0.0%
|
|
|
2,968
|
|
|
Steel Partners Holdings LP,
Ser. A, 6.000%, 02/07/26
|
|
|
62,832
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
RIGHTS 0.2%
|
|
|
|
|
|
Business Services 0.0%
|
|
|
9,091
|
|
|
TheStreet Inc.(a)
|
|
|
0
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Entertainment 0.0%
|
|
|
225,000
|
|
|
Media General Inc., CVR(a)
|
|
|
0
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Health Care 0.1%
|
|
|
79,391
|
|
|
Ambit Biosciences Corp., CVR(a)
|
|
|
160,767
|
|
|
201,600
|
|
|
American Medical Alert Corp., CPR(a)
|
|
|
2,016
|
|
|
30,000
|
|
|
Corium International CVR(a)
|
|
|
5,400
|
|
|
400,000
|
|
|
Elanco Animal Health Inc., CVR
|
|
|
20,000
|
|
|
300,000
|
|
|
Innocoll, CVR(a)
|
|
|
3
|
|
|
125,000
|
|
|
Ipsen SA/Clementia, CVR(a)
|
|
|
168,750
|
|
|
23,000
|
|
|
Ocera Therapeutics, CVR(a)
|
|
|
8,970
|
|
|
100
|
|
|
Omthera Pharmaceuticals Inc., CVR(a)
|
|
|
0
|
|
|
346,322
|
|
|
Teva Pharmaceutical Industries Ltd., CCCP, expire 02/20/23(a)
|
|
|
0
|
|
|
11,000
|
|
|
Tobira Therapeutics Inc., CVR(a)
|
|
|
660
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
366,566
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Metals and Mining 0.1%
|
|
|
419,000
|
|
|
Pan American Silver Corp., CVR
|
|
|
251,400
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Specialty Chemicals 0.0%
|
|
|
25,772
|
|
|
A. Schulman Inc., CVR(a)
|
|
|
13,479
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL RIGHTS
|
|
|
631,445
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Principal
Amount
|
|
|
|
|
|
|
|
|
|
|
CONVERTIBLE CORPORATE BONDS 2.2%
|
|
|
|
|
|
|
|
|
Health Care 0.7%
|
|
|
|
|
|
$ 2,000,000
|
|
|
Alder Biopharmaceuticals Inc.
2.500%, 02/01/25
|
|
|
2,223,750
|
|
|
|
|
|
|
|
|
|
|
2
The GDL Fund
Schedule of
Investments (Continued) September 30, 2019 (Unaudited)
|
|
|
|
|
|
|
|
|
Principal
Amount
|
|
|
|
|
Market
Value
|
|
|
|
|
|
CONVERTIBLE CORPORATE BONDS (Continued)
|
|
|
|
|
|
Telecommunications 1.5%
|
|
|
$ 3,200,000
|
|
|
Inmarsat plc
3.875%, 09/09/23
|
|
$
|
4,671,964
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL CONVERTIBLE CORPORATE BONDS
|
|
|
6,895,714
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
CORPORATE BONDS 0.0%
|
|
|
|
|
|
Health Care 0.0%
|
|
|
17,000
|
|
|
Constellation Health Promissory Note, PIK,
5.000%, 01/31/24(a)(b)
|
|
|
7,310
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. GOVERNMENT OBLIGATIONS 29.1%
|
|
|
90,114,000
|
|
|
U.S. Treasury Bills,
1.752% to 2.126%,
10/17/19 to 03/19/20(c)
|
|
|
89,713,577
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL INVESTMENTS BEFORE SECURITIES SOLD SHORT 100.0%
(Cost $312,562,280)
|
|
$
|
308,772,444
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares
|
|
|
|
|
|
|
|
|
|
|
|
|
SECURITIES SOLD SHORT (5.2)%
|
|
|
|
|
|
Building and Construction (0.7)%
|
|
|
40,000
|
|
|
Lennar Corp., Cl. A
|
|
$
|
2,234,000
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Energy and Utilities (0.2)%
|
|
|
80,745
|
|
|
Keane Group Inc.
|
|
|
489,315
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Financial Services (1.3)%
|
|
|
45,325
|
|
|
BB&T Corp.
|
|
|
2,418,995
|
|
|
30,865
|
|
|
Brookfield Asset Management Inc., Cl. A
|
|
|
1,638,623
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,057,618
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Health Care (3.0)%
|
|
|
25,980
|
|
|
AbbVie Inc.
|
|
|
1,967,205
|
|
|
145,000
|
|
|
Bristol-Myers Squibb Co.
|
|
|
7,352,950
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
9,320,155
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Hotels and Gaming 0.0%
|
|
|
2,247
|
|
|
Eldorado Resorts Inc.
|
|
|
89,588
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL SECURITIES SOLD SHORT
(Proceeds received $15,275,286)(d)
|
|
$
|
16,190,676
|
|
|
|
|
|
|
|
|
|
|
(a)
|
Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value
hierarchy.
|
(b)
|
Payment-in-kind (PIK) security.
5.00% PIK interest income will be paid as additional securities at the discretion of the issuer.
|
(c)
|
At September 30, 2019, $45,070,000 of the principal amount was pledged as collateral for securities sold
short, equity contract for difference swap agreements, and forward foreign exchange contracts.
|
(d)
|
At September 30, 2019, these proceeds were being held at Pershing LLC.
|
|
Non-income producing security.
|
|
Represents annualized yields at dates of purchase.
|
ADR
|
American Depositary Receipt
|
CCCP
|
Contingent Cash Consideration Payment
|
CVR
|
Contingent Value Right
|
CPR
|
Contingent Payment Right
|
REIT
|
Real Estate Investment Trust
|
|
|
|
|
|
|
|
|
|
|
|
Geographic Diversification
|
|
% of Total
Investments*
|
|
Market
Value
|
Long Positions
|
|
|
|
|
|
|
|
|
|
|
North America
|
|
|
|
89.6
|
%
|
|
|
$
|
276,504,415
|
|
Europe.
|
|
|
|
10.4
|
|
|
|
|
32,157,027
|
|
Asia/Pacific
|
|
|
|
0.0
|
**
|
|
|
|
111,002
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments Long Positions
|
|
|
|
100.0
|
%
|
|
|
$
|
308,772,444
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Short Positions
|
|
|
|
|
|
|
|
|
|
|
North America
|
|
|
|
(5.2
|
)%
|
|
|
$
|
(16,190,676
|
)
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments Short Positions
|
|
|
|
(5.2
|
)%
|
|
|
$
|
(16,190,676
|
)
|
|
|
|
|
|
|
|
|
|
|
|
*
|
Total investments exclude securities sold short.
|
**
|
Amount represents less than 0.05%.
|
3
The GDL Fund
Schedule of
Investments (Continued) September 30, 2019 (Unaudited)
As of September 30, 2019, forward foreign exchange contracts outstanding were
as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Currency Purchased
|
|
|
Currency Sold
|
|
|
Counterparty
|
|
Settlement
Date
|
|
|
Unrealized
Appreciation/
(Depreciation)
|
USD
|
|
|
8,367,930
|
|
|
CAD
|
|
|
11,100,000
|
|
|
State Street Bank and Trust Co.
|
|
|
10/31/19
|
|
|
$(14,553)
|
USD
|
|
|
10,202,714
|
|
|
EUR
|
|
|
9,300,000
|
|
|
State Street Bank and Trust Co.
|
|
|
10/31/19
|
|
|
41,001
|
USD
|
|
|
8,656,816
|
|
|
GBP
|
|
|
7,000,000
|
|
|
State Street Bank and Trust Co.
|
|
|
10/31/19
|
|
|
38,461
|
USD
|
|
|
472,899
|
|
|
SEK
|
|
|
4,600,000
|
|
|
State Street Bank and Trust Co.
|
|
|
10/31/19
|
|
|
4,603
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ 69,512
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
As of September 30, 2019, equity contract for difference swap agreements outstanding were as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Market Value
Appreciation Received
|
|
One Month LIBOR
Plus 90 bps
plus Market Value
Depreciation Paid
|
|
Counterparty
|
|
Payment
Frequency
|
|
Termination
Date
|
|
Notional
Amount
|
|
|
Value
|
|
|
Upfront
Payments/
Receipts
|
|
Unrealized
Appreciation
|
Premier Foods plc
|
|
Premier Foods plc
|
|
The Goldman Sachs Group, Inc.
|
|
1 month
|
|
04/01/2020
|
|
|
$91,446
|
|
|
|
$180
|
|
|
|
|
$180
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$180
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4
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