0001752724-22-052861.txt : 20220301
0001752724-22-052861.hdr.sgml : 20220301
20220301105321
ACCESSION NUMBER: 0001752724-22-052861
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211231
FILED AS OF DATE: 20220301
PERIOD START: 20211231
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: 22695084
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
2021-12-31
2021-12-31
N
154145778.87
34618763.01
119527015.86
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
33760000.00000000
55417.37000000
USD
N
DANIMER SCIENTIFIC INC
549300L6Q02MAX72BH35
Danimer Scientific Inc
236272AA8
233000.00000000
PA
USD
246537.30000000
0.206260733798
Long
DBT
CORP
US
Y
2
2026-12-15
Fixed
3.25000000
N
N
N
N
Y
Danimer Scientific Inc
Danimer Scientific Inc
USD
XXXX
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AK9
500000.00000000
PA
USD
532812.50000000
0.445767424348
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
0.25000000
N
N
N
N
Y
Square Inc
Square Inc
USD
XXXX
N
N
N
CUTERA INC
529900NPKPEWJWR21Z42
Cutera Inc
232109AA6
700000.00000000
PA
USD
1009330.00000000
0.844436709757
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
2.25000000
N
N
N
N
Y
Cutera Inc
Cutera Inc
USD
XXXX
N
N
N
VOCERA COMMUNICATIONS
5493006D2J6NPNZ60K83
Vocera Communications Inc
92857FAC1
900000.00000000
PA
USD
1145347.34000000
0.958233025194
Long
DBT
CORP
US
Y
2
2026-09-15
Fixed
0.50000000
N
N
N
N
Y
Vocera Communications Inc
Vocera Communications Inc
USD
XXXX
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
600.00000000
NS
USD
340620.00000000
0.284973231824
Long
EC
CORP
US
N
1
N
N
N
LIBERTY MEDIA CORP
N/A
Liberty Media Corp-Liberty Formula One
531229AF9
588000.00000000
PA
USD
1016239.17000000
0.850217135170
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
CSG SYSTEMS INTERNATIONA
549300D7FJZUOHHXUA81
CSG Systems International Inc
126349AF6
2000000.00000000
PA
USD
2123750.00000000
1.776794965321
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
912796M97
6265000.00000000
PA
USD
6264569.28000000
5.241132504585
Long
DBT
UST
US
N
2
2022-03-10
None
0.00000000
N
N
N
N
N
N
SHOPIFY INC
549300HGQ43STJLLP808
Shopify Inc
82509LAA5
450000.00000000
PA
USD
563625.00000000
0.471546115281
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
Swisscom AG
5493005SL9HHOXS3B739
Swisscom AG
000000000
600.00000000
NS
338849.87000000
0.283492286293
Long
EC
CORP
CH
N
1
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAF6
1000000.00000000
PA
USD
1010000.00000000
0.844997252489
Long
DBT
CORP
US
N
2
2025-12-15
None
0.00000000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
500.00000000
NS
USD
85535.00000000
0.071561227714
Long
EC
CORP
US
N
1
N
N
N
AVALARA INC
549300Q16CMW239SS315
Avalara Inc
05338GAA4
685000.00000000
PA
USD
635680.00000000
0.531829557883
Long
DBT
CORP
US
Y
2
2026-08-01
Fixed
0.25000000
N
N
N
N
N
Avalara Inc
Avalara Inc
USD
XXXX
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAB5
1000000.00000000
PA
USD
949053.00000000
0.794007106403
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
NATIONAL VISION HOLDINGS
549300JHURCBLI5ROA42
National Vision Holdings Inc
63845RAB3
640000.00000000
PA
USD
1073200.00000000
0.897872328091
Long
DBT
CORP
US
N
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
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
771195104
12000.00000000
NS
USD
620280.00000000
0.518945441360
Long
EC
CORP
CH
N
1
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411RAG4
1800000.00000000
PA
USD
1523788.04000000
1.274848224927
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
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
500.00000000
NS
USD
79175.00000000
0.066240254916
Long
EC
CORP
US
N
1
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
Genuine Parts Co
372460105
500.00000000
NS
USD
70100.00000000
0.058647829108
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
1500.00000000
NS
USD
114960.00000000
0.096179093214
Long
EC
CORP
US
N
1
N
N
N
UPWORK INC
5493004QJ6WWBXVE2S70
Upwork Inc
91688FAA2
810000.00000000
PA
USD
746008.12000000
0.624133476965
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
0.25000000
N
N
N
N
Y
Upwork Inc
Upwork Inc
USD
XXXX
N
N
N
WORKIVA INC
529900RTOQ8GRWHY1O58
Workiva Inc
98139AAB1
1050000.00000000
PA
USD
1858340.16000000
1.554744880585
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
IBM
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
1000.00000000
NS
USD
133660.00000000
0.111824091849
Long
EC
CORP
US
N
1
N
N
N
PATRICK INDUSTRIES INC
549300FZ5ZTCCJ3Z5W14
Patrick Industries Inc
703343AF0
708000.00000000
PA
USD
737916.03000000
0.617363384077
Long
DBT
CORP
US
Y
2
2028-12-01
Fixed
1.75000000
N
N
N
N
N
Patrick Industries Inc
Patrick Industries Inc
USD
XXXX
N
N
N
NEXTERA ENERGY INC
N/A
NextEra Energy Inc
65339F739
38030.00000000
NS
USD
2202317.30000000
1.842526799614
Long
EP
CORP
US
N
1
N
N
N
Crown Castle International Cor
54930012H97VSM0I2R19
Crown Castle International Corp
22822V101
15205.00000000
NS
USD
3173891.70000000
2.655376006138
Long
EC
CORP
US
N
1
N
N
N
KALEYRA INC
549300Q16CZ1PDK9BL93
Kaleyra Inc
483379AA1
1500000.00000000
PA
USD
1543200.00000000
1.291088871328
Long
DBT
CORP
US
Y
2
2026-06-01
Fixed
6.12500000
N
N
N
N
N
Kaleyra Inc
Kaleyra Inc
USD
XXXX
N
N
N
LIBERTY LATIN AMERICA
213800YWQHEAX7CAVO83
Liberty Latin America Ltd
53069QAB5
700000.00000000
PA
USD
691250.00000000
0.578321139389
Long
DBT
CORP
BM
N
2
2024-07-15
Fixed
2.00000000
N
N
N
N
Y
Liberty Latin America Ltd
Liberty Latin America Ltd
USD
XXXX
N
N
N
BLACKLINE INC
529900P9N7PK9LV5EK56
Blackline Inc
09239BAB5
250000.00000000
PA
USD
377812.50000000
0.316089628174
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.12500000
N
N
N
N
Y
Blackline Inc
Blackline Inc
USD
XXXX
N
N
N
Swedish Match AB
529900YVXCGNWAUYZG78
Swedish Match AB
000000000
70000.00000000
NS
557911.51000000
0.466766032754
Long
EC
CORP
SE
N
1
N
N
N
JETBLUE AIRWAYS CORP
54930070J9H97ZO93T57
JetBlue Airways Corp
477143AN1
585000.00000000
PA
USD
548272.31000000
0.458701579768
Long
DBT
CORP
US
Y
2
2026-04-01
Fixed
0.50000000
N
N
N
N
N
JetBlue Airways Corp
JetBlue Airways Corp
USD
XXXX
N
N
N
ARBOR REALTY TRUST INC
549300ASFUWYQO0RW077
Arbor Realty Trust Inc
038923AP3
2000000.00000000
PA
USD
2203081.92000000
1.843166504366
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
4.75000000
N
N
N
N
Y
Arbor Realty Trust Inc
Arbor Realty Trust Inc
USD
XXXX
N
N
N
BLACKLINE INC
529900P9N7PK9LV5EK56
Blackline Inc
09239BAC3
900000.00000000
PA
USD
840600.00000000
0.703271970735
Long
DBT
CORP
US
Y
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Blackline Inc
Blackline Inc
USD
XXXX
N
N
N
PERFICIENT INC
549300HTBXKL2755T650
Perficient Inc
71375UAD3
650000.00000000
PA
USD
1651845.00000000
1.381984640137
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
1.25000000
N
N
N
N
Y
Perficient Inc
Perficient Inc
USD
XXXX
N
N
N
VERITONE INC
549300XTAS2FCSL4EL89
Veritone Inc
92347MAA8
1118000.00000000
PA
USD
1072233.98000000
0.897064125867
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
1.75000000
N
N
N
N
Y
VERITONE INC
Veritone Inc
USD
XXXX
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851409
750.00000000
NS
USD
1303627.50000000
1.090655104722
Long
EP
CORP
US
N
1
N
N
N
CARDLYTICS INC
549300JETJBH94EIPC66
Cardlytics Inc
14161WAB1
1400000.00000000
PA
USD
1560125.00000000
1.305248850040
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
1.00000000
N
N
N
N
Y
Cardlytics Inc
Cardlytics Inc
USD
XXXX
N
N
N
PETIQ INC
549300GROACFGKVYOX14
PetIQ Inc
71639TAB2
850000.00000000
PA
USD
996439.39000000
0.833652026557
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
4.00000000
N
N
N
N
Y
PetIQ Inc
PetIQ Inc
USD
XXXX
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
1400.00000000
NS
USD
84546.00000000
0.070733799711
Long
EC
CORP
US
N
1
N
N
N
BANDWIDTH INC
549300QC70JB7MUGXM66
Bandwidth Inc
05988JAB9
1250000.00000000
PA
USD
1328750.00000000
1.111673365589
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.25000000
N
N
N
N
Y
Bandwidth Inc
Bandwidth Inc
USD
XXXX
N
N
N
INFINERA CORP
549300ZOF66WPV3H0H17
Infinera Corp
45667GAE3
750000.00000000
PA
USD
1102500.00000000
0.922385614722
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.50000000
N
N
N
N
Y
Infinera Corp
Infinera Corp
USD
XXXX
N
N
N
PEBBLEBROOK HOTEL TRUST
5493004Q1NNH6JXCSI52
Pebblebrook Hotel Trust
70509VAA8
225000.00000000
PA
USD
248883.69000000
0.208223796276
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
1.75000000
N
N
N
N
Y
Pebblebrook Hotel Trust
Pebblebrook Hotel Trust
USD
XXXX
N
N
N
MAKEMYTRIP LIMITED
529900DNT8HNJ7RYUO60
MakeMyTrip Ltd
56087FAA2
800000.00000000
PA
USD
803061.01000000
0.671865690130
Long
DBT
CORP
MU
Y
2
2028-02-15
None
0.00000000
N
N
N
N
N
MakeMyTrip Ltd
MakeMyTrip Ltd
USD
XXXX
N
N
N
COHERUS BIOSCIENCES INC
5493007IL8W5MV932D26
Coherus Biosciences Inc
19249HAB9
445000.00000000
PA
USD
492003.13000000
0.411625042639
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.50000000
N
N
N
N
N
Coherus Biosciences Inc
Coherus Biosciences Inc
USD
XXXX
N
N
N
8X8 INC
254900XWSOC5U1BRW939
8x8 Inc
282914AB6
1265000.00000000
PA
USD
1264266.46000000
1.057724440707
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.50000000
N
N
N
N
Y
8x8 Inc
8x8 Inc
USD
XXXX
N
N
N
TRAVERE THERAPEUTICS INC
N/A
Travere Therapeutics Inc
761299AB2
750000.00000000
PA
USD
828300.00000000
0.692981410135
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
2.50000000
N
N
N
N
Y
Travere Therapeutics Inc
Travere Therapeutics Inc
USD
XXXX
N
N
N
CYBERARK SOFTWARE LTD
529900YEXNDM894PWS93
CyberArk Software Ltd
23248VAB1
745000.00000000
PA
USD
942425.00000000
0.788461916512
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
DROPBOX INC
549300JCDF7UAR6TJR51
Dropbox Inc
26210CAB0
225000.00000000
PA
USD
222046.88000000
0.185771290617
Long
DBT
CORP
US
Y
2
2028-03-01
None
0.00000000
N
N
N
N
Y
Dropbox Inc
Dropbox Inc
USD
XXXX
N
N
N
I3 VERTICALS LLC
549300VET627YPCK1T69
i3 Verticals LLC
44933TAB2
1935000.00000000
PA
USD
1802065.50000000
1.507663758719
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
1.00000000
N
N
N
N
Y
I3 Verticals Inc
I3 Verticals Inc
USD
XXXX
N
N
N
VERINT SYSTEMS INC
549300KEQJS5FRVUCO94
Verint Systems Inc
92343XAB6
1295000.00000000
PA
USD
1384873.00000000
1.158627604007
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
0.25000000
N
N
N
N
Y
Verint Systems Inc
Verint Systems Inc
USD
XXXX
N
N
N
INSULET CORPORATION
549300TZTYD2PYN92D43
Insulet Corp
45784PAK7
1500000.00000000
PA
USD
1991818.40000000
1.666416906394
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0.37500000
N
N
N
N
Y
Insulet Corp
Insulet Corp
USD
XXXX
N
N
N
BRAEMAR HOTELS & RESORTS
549300JDUUEBN868C776
Braemar Hotels & Resorts Inc
10482BAA9
275000.00000000
PA
USD
308366.60000000
0.257989039365
Long
DBT
CORP
US
Y
2
2026-06-01
Fixed
4.50000000
N
N
N
N
N
Braemar Hotels & Resorts Inc
Braemar Hotels & Resorts Inc
USD
XXXX
N
N
N
PERFICIENT INC
549300HTBXKL2755T650
Perficient Inc
71375UAE1
1000000.00000000
PA
USD
951308.73000000
0.795894319920
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
0.12500000
N
N
N
N
N
Perficient Inc
Perficient Inc
USD
XXXX
N
N
N
FARFETCH LTD
549300QFQ74Z0F96NS78
Farfetch Ltd
30744WAD9
400000.00000000
PA
USD
908520.00000000
0.760095944388
Long
DBT
CORP
KY
N
2
2027-05-01
Fixed
3.75000000
N
N
N
N
N
Farfetch Ltd
Farfetch Ltd
USD
XXXX
N
N
N
AVANTOR INC
N/A
Avantor Inc
05352A209
12060.00000000
NS
USD
1558272.60000000
1.303699074881
Long
EP
CORP
US
N
1
N
N
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
Chart Industries Inc
16115QAD2
600000.00000000
PA
USD
1649640.00000000
1.380139868908
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
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BG2
930000.00000000
PA
USD
1243177.50000000
1.040080764214
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
SUMMIT HOTEL PROPERTIES
254900OBQWJK6X20LS71
Summit Hotel Properties Inc
866082AA8
800000.00000000
PA
USD
838400.00000000
0.701431382660
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.50000000
N
N
N
N
N
Summit Hotel Properties Inc
Summit Hotel Properties Inc
USD
XXXX
N
N
N
2U INC
5493008RVTXVR43PYF84
2U Inc
90214JAB7
860000.00000000
PA
USD
913589.59000000
0.764337320250
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
2.25000000
N
N
N
N
Y
2U Inc
2U Inc
USD
XXXX
N
N
N
CALLAWAY GOLF CO
5493005UB0KFRKBPCU72
Callaway Golf Co
131193AE4
640000.00000000
PA
USD
1106000.00000000
0.925313823023
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
2.75000000
N
N
N
N
Y
Callaway Golf Co
Callaway Golf Co
USD
XXXX
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
2500.00000000
NS
USD
111225.00000000
0.093054276641
Long
EC
CORP
US
N
1
N
N
N
Grupo Televisa SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049J206
11000.00000000
NS
USD
103070.00000000
0.086231551301
Long
EC
CORP
MX
N
1
N
N
N
ATLAS AIR WORLDWIDE HLDG
549300R0A2TUVCYZB465
Atlas Air Worldwide Holdings Inc
049164BJ4
1000000.00000000
PA
USD
1630000.00000000
1.363708437186
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
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AF0
250000.00000000
PA
USD
372187.50000000
0.311383579119
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.12500000
N
N
N
N
Y
Square Inc
Square Inc
USD
XXXX
N
N
N
OKTA INC
549300N8J06I8MRHU620
Okta Inc
679295AD7
1500000.00000000
PA
USD
2041495.83000000
1.707978581504
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
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BF8
445000.00000000
PA
USD
526435.00000000
0.440431810509
Long
DBT
CORP
LR
N
2
2023-11-15
Fixed
2.87500000
N
N
N
N
Y
ROYAL CARIBBEAN CRUISES
Royal Caribbean Cruises Ltd
USD
XXXX
N
N
N
ARRAY TECHNOLOGIES INC
549300JM5FECYJQ85V37
Array Technologies Inc
04271TAA8
1208000.00000000
PA
USD
1148204.00000000
0.960622995344
Long
DBT
CORP
US
Y
2
2028-12-01
Fixed
1.00000000
N
N
N
N
Y
Array Technologies Inc
Array Technologies Inc
USD
XXXX
N
N
N
INTERDIGITAL INC
N/A
InterDigital Inc
45867GAB7
2210000.00000000
PA
USD
2436525.00000000
2.038472208537
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
2.00000000
N
N
N
N
Y
InterDigital Inc
InterDigital Inc
USD
XXXX
N
N
N
Kyndryl Holdings Inc
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155Q100
3000.00000000
NS
USD
54300.00000000
0.045429060208
Long
EC
CORP
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135F200
2085.00000000
NS
USD
4327188.15000000
3.620259502728
Long
EP
CORP
US
N
1
N
N
N
BIGCOMMERCE HOLDINGS INC
549300MOVEFQ78DMPG58
BigCommerce Holdings Inc
08975PAA6
1000000.00000000
PA
USD
893100.00000000
0.747195095246
Long
DBT
CORP
US
Y
2
2026-10-01
Fixed
0.25000000
N
N
N
N
Y
BigCommerce Holdings Inc
BigCommerce Holdings Inc
USD
XXXX
N
N
N
TECHTARGET INC
529900YQA5JL2H2VMB84
TechTarget Inc
87874RAC4
945000.00000000
PA
USD
943866.00000000
0.789667501701
Long
DBT
CORP
US
Y
2
2026-12-15
None
0.00000000
N
N
N
N
Y
TechTarget Inc
TechTarget Inc
USD
XXXX
N
N
N
RADIUS GBL INFASTRUCTURE
213800NT341MQ5USBX63
Radius Global Infrastructure Inc
750481AA1
2000000.00000000
PA
USD
2003572.78000000
1.676250984419
Long
DBT
CORP
US
Y
2
2026-09-15
Fixed
2.50000000
N
N
N
N
Y
Radius Global Infrastructure I
Radius Global Infrastructure Inc
USD
XXXX
N
N
N
NEXTERA ENERGY INC
N/A
NextEra Energy Inc
65339F770
17400.00000000
NS
USD
1001196.00000000
0.837631553667
Long
EP
CORP
US
N
1
N
N
N
LIVEPERSON INC
549300IN2P1JZ20G7N40
LivePerson Inc
538146AB7
620000.00000000
PA
USD
721928.00000000
0.603987303460
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
SPIRE INC
549300NXSY15DRY2R511
Spire Inc
84857L606
11150.00000000
NS
USD
550810.00000000
0.460824689746
Long
EP
CORP
US
N
2
N
N
N
COUPA SOFTWARE INC
549300Q95ICR2GFL2K37
Coupa Software Inc
22266LAF3
900000.00000000
PA
USD
855000.00000000
0.715319456315
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.37500000
N
N
N
N
Y
Coupa Software Inc
Coupa Software Inc
USD
XXXX
N
N
N
INVACARE CORP
549300NNUTG7HCZICS76
Invacare Corp
461203AH4
750000.00000000
PA
USD
684843.75000000
0.572961472410
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
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
4000.00000000
NS
USD
207840.00000000
0.173885375205
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
300.00000000
NS
USD
29448.00000000
0.024637108011
Long
EC
CORP
US
N
1
N
N
N
CRYOPORT INC
N/A
CryoPort Inc
229050AC3
705000.00000000
PA
USD
651407.19000000
0.544987411685
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
0.75000000
N
N
N
N
Y
CRYOPORT INC
CryoPort Inc
USD
XXXX
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796J42
2500000.00000000
PA
USD
2498562.15000000
2.090374407846
Long
DBT
UST
US
N
2
2022-06-16
None
0.00000000
N
N
N
N
N
N
FUBOTV INC
N/A
fuboTV Inc
35953DAA2
865000.00000000
PA
USD
704434.38000000
0.589351599662
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
3.25000000
N
N
N
N
Y
fuboTV Inc
fuboTV Inc
USD
XXXX
N
N
N
Q2 HOLDINGS INC
549300M9RKR9DZXWS696
Q2 Holdings Inc
74736LAD1
1165000.00000000
PA
USD
1311758.59000000
1.097457826217
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
BUNGE LTD
5493007M0RIN8HY3MM77
Bunge Ltd
000000000
9000.00000000
NS
USD
1140659.10000000
0.954310698542
Long
EP
CORP
BM
N
2
N
N
N
PARATEK PHARMACEUTICALS
5493007V5QDIWECEYV79
Paratek Pharmaceuticals Inc
699374AB0
750000.00000000
PA
USD
692025.00000000
0.578969528370
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
PAGERDUTY INC.
549300U1SB749EDAGH21
PagerDuty Inc
69553PAB6
1225000.00000000
PA
USD
1412319.85000000
1.181590488006
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
1.25000000
N
N
N
N
Y
PagerDuty Inc
PagerDuty Inc
USD
XXXX
N
N
N
SPLUNK INC
549300XGDSGBP6UEI867
Splunk Inc
848637AD6
1500000.00000000
PA
USD
1655700.00000000
1.385209852423
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
1.12500000
N
N
N
N
Y
Splunk Inc
Splunk Inc
USD
XXXX
N
N
N
PNC Financial Services Group I
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475105
1600.00000000
NS
USD
320832.00000000
0.268417978723
Long
EC
CORP
US
N
1
N
N
N
DIGITALBRIDGE OPERATE
5493003D7P9HVU22YM89
Digitalbridge Operating Co LLC
19626LAA5
630000.00000000
PA
USD
2356263.00000000
1.971322535785
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
5.75000000
N
N
N
N
N
DigitalBridge Group Inc
DigitalBridge Group Inc
USD
XXXX
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HAX9
470000.00000000
PA
USD
669750.00000000
0.560333574113
Long
DBT
CORP
BM
N
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
EXACT SCIENCES CORP
549300VM3X1FYD4N9Z14
Exact Sciences Corp
30063PAB1
1635000.00000000
PA
USD
1671787.50000000
1.398669152719
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
LIMELIGHT NETWORKS INC
529900BNCMDQGEKW5M59
Limelight Networks Inc
53261MAB0
1600000.00000000
PA
USD
1535098.46000000
1.284310872278
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.50000000
N
N
N
N
Y
Limelight Networks Inc
Limelight Networks Inc
USD
XXXX
N
N
N
Match Group Financeco 3 Inc
5493003IEL8HSZKWUI17
Match Group Financeco 3 Inc
44932KAA4
1500000.00000000
PA
USD
2646600.00000000
2.214227453900
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
2.00000000
N
N
N
N
N
Match Group Inc
Match Group Inc
USD
XXXX
N
N
N
SHIFT4 PAYMENTS INC
N/A
Shift4 Payments Inc
82452JAA7
610000.00000000
PA
USD
646234.00000000
0.540659360856
Long
DBT
CORP
US
Y
2
2025-12-15
None
0.00000000
N
N
N
N
Y
Shift4 Payments Inc
Shift4 Payments Inc
USD
XXXX
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BB7
270000.00000000
PA
USD
344925.00000000
0.288574928034
Long
DBT
CORP
LR
N
2
2023-06-15
Fixed
4.25000000
N
N
N
N
Y
ROYAL CARIBBEAN CRUISES
Royal Caribbean Cruises Ltd
USD
XXXX
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
7500.00000000
NS
USD
697500.00000000
0.583550082783
Long
EC
CORP
US
N
1
N
N
N
Maple Leaf Foods Inc
549300LX07S5J8F76F37
Maple Leaf Foods Inc
564905107
4000.00000000
NS
92525.40000000
0.077409612658
Long
EC
CORP
CA
N
1
N
N
N
NICE LTD
254900YTY4EF5Z4W0A51
Nice Ltd
653656AB4
840000.00000000
PA
USD
1024275.00000000
0.856940159201
Long
DBT
CORP
IL
N
2
2025-09-15
None
0.00000000
N
N
N
N
N
Nice Ltd
Nice Ltd
USD
XXXX
N
N
N
VARONIS SYSTEM INC
549300SHIVNRRH7STS26
Varonis Systems Inc
922280AB8
640000.00000000
PA
USD
1101184.00000000
0.921284608401
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
1.25000000
N
N
N
N
Y
Varonis Systems Inc
Varonis Systems Inc
USD
XXXX
N
N
N
PAR TECHNOLOGY CORP
549300HYPTHBJQINVG57
PAR Technology Corp
698884AC7
1000000.00000000
PA
USD
1470032.32000000
1.229874526209
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.87500000
N
N
N
N
Y
PAR Technology Corp
PAR Technology Corp
USD
XXXX
N
N
N
Bank of New York Mellon Corp/T
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058100
17000.00000000
NS
USD
987360.00000000
0.826055927938
Long
EC
CORP
US
N
1
N
N
N
2020 CASH EXCH TRUST
N/A
2020 Cash Mandatory Exchangeable Trust
901375105
2115.00000000
NS
USD
2210619.15000000
1.849472384209
Long
EP
CORP
US
N
2
N
N
N
Dana Inc
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825205
2000.00000000
NS
USD
45640.00000000
0.038183836241
Long
EC
CORP
US
N
1
N
N
N
SHIFT4 PAYMENTS INC
N/A
Shift4 Payments Inc
82452JAC3
285000.00000000
PA
USD
251683.50000000
0.210566203957
Long
DBT
CORP
US
Y
2
2027-08-01
Fixed
0.50000000
N
N
N
N
Y
Shift4 Payments Inc
Shift4 Payments Inc
USD
XXXX
N
N
N
McAfee Corp
N/A
McAfee Corp
579063108
10000.00000000
NS
USD
257900.00000000
0.215767120214
Long
EC
CORP
US
N
1
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBC4
472000.00000000
PA
USD
444293.60000000
0.371709773563
Long
DBT
CORP
BM
Y
2
2027-02-15
Fixed
1.12500000
N
N
N
N
N
NCL CORPORATION LTD
NCL Corp Ltd
USD
XXXX
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
1500.00000000
NS
USD
245400.00000000
0.205309233426
Long
EC
CORP
US
N
1
N
N
N
COLFAX CORP
635400OP2DYYYMOIYL17
Colfax Corp
194014205
11000.00000000
NS
USD
2036430.00000000
1.703740351373
Long
EP
CORP
US
N
1
N
N
N
STRIDE INC
254900BRWS3AFONWU277
Stride Inc
86333MAA6
1565000.00000000
PA
USD
1530369.96000000
1.280354862864
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
1.12500000
N
N
N
N
Y
Stride Inc
Stride Inc
USD
XXXX
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796N21
3015000.00000000
PA
USD
3014692.77000000
2.522185255198
Long
DBT
UST
US
N
2
2022-03-17
None
0.00000000
N
N
N
N
N
N
EVERBRIDGE INC
549300WCY0UMR64ATW81
Everbridge Inc
29978AAC8
1025000.00000000
PA
USD
1000015.63000000
0.836644019600
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
GDS HOLDINGS LIMITED
391200MGV8DDCHTN2R77
GDS Holdings Ltd
36165LAB4
721000.00000000
PA
USD
842668.75000000
0.705002750998
Long
DBT
CORP
KY
N
2
2025-06-01
Fixed
2.00000000
N
N
N
N
N
GDS Holdings Ltd
GDS Holdings Ltd
USD
XXXX
N
N
N
CAMTEK LTD/ISRAEL
N/A
Camtek Ltd/Israel
13469VAA6
295000.00000000
PA
USD
313437.50000000
0.262231511215
Long
DBT
CORP
IL
Y
2
2026-12-01
None
0.00000000
N
N
N
N
Y
CAMTEK LTD/ISRAEL
Camtek Ltd/Israel
USD
XXXX
N
N
N
TERADYNE INC
C3X4YJ278QNZHRJULN75
Teradyne Inc
880770AG7
300000.00000000
PA
USD
1552500.00000000
1.298869539099
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
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
8113.00000000
NS
USD
2373052.50000000
1.985369151003
Long
EC
CORP
US
N
1
N
N
N
VOCERA COMMUNICATIONS
5493006D2J6NPNZ60K83
Vocera Communications Inc
92857FAB3
750000.00000000
PA
USD
1497187.50000000
1.252593390061
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
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796K99
200000.00000000
PA
USD
199995.69000000
0.167322582732
Long
DBT
UST
US
N
2
2022-02-03
None
0.00000000
N
N
N
N
N
N
Julius Baer Group Ltd
5299007MF0604ZGJER92
Julius Baer Group Ltd
000000000
2000.00000000
NS
134284.46000000
0.112346534407
Long
EC
CORP
CH
N
1
N
N
N
CONMED CORP
Z6C0YCECH9DCU5ZIQW84
CONMED Corp
207410AF8
1000000.00000000
PA
USD
1667500.00000000
1.395082097551
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
JOHN BEAN TECHNOLOGIES C
5493007CT6ATBZ2L6826
John Bean Technologies Corp
477839AA2
225000.00000000
PA
USD
248400.00000000
0.207819126255
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
0.25000000
N
N
N
N
Y
John Bean Technologies Corp
John Bean Technologies Corp
USD
XXXX
N
N
N
CRACKER BARREL OLD COUNT
8P4PHQIUWPIECBFBW745
Cracker Barrel Old Country Store Inc
22410JAA4
1545000.00000000
PA
USD
1488028.13000000
1.244930377700
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
0.62500000
N
N
N
N
Y
Cracker Barrel Old Country Sto
Cracker Barrel Old Country Store Inc
USD
XXXX
N
N
N
ZSCALER INC.
529900MZ0RTK1BWRNF46
Zscaler Inc
98980GAB8
1335000.00000000
PA
USD
2924332.17000000
2.446586781205
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.12500000
N
N
N
N
Y
Zscaler Inc
Zscaler Inc
USD
XXXX
N
N
N
AMYRIS INC
549300BG17WCUK6EIM58
Amyris Inc
03236MAH4
470000.00000000
PA
USD
395975.00000000
0.331284937677
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
1.50000000
N
N
N
N
N
AMYRIS INC
Amyris Inc
USD
XXXX
N
N
N
COUPA SOFTWARE INC
549300Q95ICR2GFL2K37
Coupa Software Inc
22266LAC0
705000.00000000
PA
USD
864964.50000000
0.723656065347
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
HARMONIC INC
549300LRGRD8XC9BTL66
Harmonic Inc
413160AD4
1500000.00000000
PA
USD
2246250.00000000
1.879282255846
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.00000000
N
N
N
N
Y
Harmonic Inc
Harmonic Inc
USD
XXXX
N
N
N
PROGRESS SOFTWARE CORP
549300R65B3JG6972S24
Progress Software Corp
743312AA8
1500000.00000000
PA
USD
1563051.41000000
1.307697175198
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
1.00000000
N
N
N
N
Y
Progress Software Corp
Progress Software Corp
USD
XXXX
N
N
N
BIGBEAR.AI HOLDINGS INC
549300XGCF2ELN28CS63
BigBear.ai Holdings Inc
08975BAA7
1000000.00000000
PA
USD
955000.00000000
0.798982550621
Long
DBT
CORP
US
Y
2
2026-12-15
Fixed
6.00000000
N
N
N
N
N
BigBear.ai Holdings Inc
BIGBEAR.AI HOLDINGS INC
USD
XXXX
N
N
N
NICE SYSTEMS INC
254900T6KBE4O3728267
Nice Systems Inc
65366HAB9
165000.00000000
PA
USD
601528.13000000
0.503257046678
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
LUMENTUM HOLDINGS INC
549300JLWRRC38DWEF52
Lumentum Holdings Inc
55024UAD1
1250000.00000000
PA
USD
1560937.50000000
1.305928612681
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.50000000
N
N
N
N
Y
Lumentum Holdings Inc
Lumentum Holdings Inc
USD
XXXX
N
N
N
BLOOM ENERGY CORP
549300XB5J9BFW5JXV97
Bloom Energy Corp
093712AH0
795000.00000000
PA
USD
1237322.57000000
1.035182348607
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
2.50000000
N
N
N
N
Y
Bloom Energy Corp
Bloom Energy Corp
USD
XXXX
N
N
N
MERCADOLIBRE INC
549300DKPDN9M5S8GB14
MercadoLibre Inc
58733RAD4
1000000.00000000
PA
USD
3106300.00000000
2.598826698424
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
DEXCOM INC
549300YSK3QDSFR5EU59
Dexcom Inc
252131AK3
1700000.00000000
PA
USD
2026187.50000000
1.695171158939
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.25000000
N
N
N
N
Y
Dexcom Inc
Dexcom Inc
USD
XXXX
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
000000000
1000.00000000
NS
240792.75000000
0.201454665514
Long
EC
CORP
FR
N
1
N
N
N
GATX Corp
549300IHYHCQP2PIR591
GATX Corp
361448103
800.00000000
NS
USD
83352.00000000
0.069734862365
Long
EC
CORP
US
N
1
N
N
N
Remy Cointreau SA
5493004V6A3Z027YT216
Remy Cointreau SA
000000000
1500.00000000
NS
365458.50000000
0.305753889503
Long
EC
CORP
FR
N
1
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CY4
1000000.00000000
PA
USD
1380625.00000000
1.155073595761
Long
DBT
CORP
US
Y
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Ford Motor Co
Ford Motor Co
USD
XXXX
N
N
N
APTIV PLC
N/A
Aptiv PLC
000000000
13600.00000000
NS
USD
2503624.00000000
2.094609308185
Long
EP
CORP
JE
N
1
N
N
N
2022-02-28
Gabelli Convertible & Income Securities Fund Inc
John C. Ball
John C. Ball
Treasurer