NPORT-EX 2 GB28_GB093021.htm

1

The

Gabelli

Convertible

and

Income

Securities

Fund

Inc.

Schedule

of

Investments

—

September

30,

2021

(Unaudited)

Principal

Amount

Market

Value

CONVERTIBLE

CORPORATE

BONDS

 —

74.2%

Airlines

 —

1.3%

$

585,000‌

JetBlue

Airways

Corp.,

0.500%,

04/01/26(a)

.............

$

576,134‌

930,000‌

Southwest

Airlines

Co.,

1.250%,

05/01/25

...............

1,392,675‌

1,968,809‌

Automotive

 —

0.7%

1,000,000‌

Ford

Motor

Co.,

Zero

Coupon,

03/15/26(a)

.........

1,083,125‌

Broadcasting

 —

0.5%

588,000‌

Liberty

Media

Corp.-

Liberty

Formula

One,

1.000%,

01/30/23

...............

836,830‌

Business

Services

 —

7.2%

860,000‌

2U

Inc.,

2.250%,

05/01/25

...............

1,198,410‌

685,000‌

Avalara

Inc.,

0.250%,

08/01/26(a)

.............

706,625‌

1,000,000‌

Big

Bear

Inc.,

6.000%,

06/01/26

...............

1,000,000‌

1,000,000‌

BigCommerce

Holdings

Inc.,

0.250%,

10/01/26(a)

.............

1,013,034‌

1,300,000‌

Perficient

Inc.,

1.250%,

08/01/25

...............

2,951,158‌

Shift4

Payments

Inc.

500,000‌

Zero

Coupon,

12/15/25(a)

.........

603,077‌

285,000‌

0.500%,

08/01/27(a)

.............

284,279‌

Square

Inc.

250,000‌

0.125%,

03/01/25

...............

508,092‌

500,000‌

0.250%,

11/01/27(a)

.............

592,035‌

1,565,000‌

Stride

Inc.,

1.125%,

09/01/27

...............

1,562,809‌

810,000‌

Upwork

Inc.,

0.250%,

08/15/26(a)

.............

829,390‌

11,248,909‌

Cable

and

Satellite

 —

2.2%

DISH

Network

Corp.

1,000,000‌

Zero

Coupon,

12/15/25(a)

.........

1,200,000‌

1,000,000‌

3.375%,

08/15/26

...............

1,042,000‌

1,315,000‌

fuboTV

Inc.,

3.250%,

02/15/26(a)

.............

1,196,707‌

3,438,707‌

Communications

Equipment

 —

2.8%

2,210,000‌

InterDigital

Inc.,

2.000%,

06/01/24

...............

2,396,469‌

Principal

Amount

Market

Value

$

2,000,000‌

Radius

Global

Infrastructure

Inc.,

2.500%,

09/15/26(a)

.............

$

1,983,255‌

4,379,724‌

Computer

Software

and

Services

 —

24.8%

1,265,000‌

8x8

Inc.,

0.500%,

02/01/24

...............

1,428,638‌

Bandwidth

Inc.

500,000‌

0.250%,

03/01/26

...............

601,231‌

785,000‌

0.500%,

04/01/28(a)

.............

673,925‌

Blackline

Inc.

250,000‌

0.125%,

08/01/24

...............

419,844‌

900,000‌

Zero

Coupon,

03/15/26(a)

.........

888,930‌

Cloudflare

Inc.

425,000‌

0.750%,

05/15/25

...............

1,285,644‌

115,000‌

Zero

Coupon,

08/15/26(a)

.........

111,550‌

Coupa

Software

Inc.

705,000‌

0.125%,

06/15/25

...............

1,068,778‌

900,000‌

0.375%,

06/15/26

...............

975,938‌

2,000,000‌

CSG

Systems

International

Inc.,

4.250%,

03/15/36

...............

2,067,717‌

1,000,000‌

Dropbox

Inc.,

Zero

Coupon,

03/01/28(a)

.........

1,078,125‌

1,025,000‌

Everbridge

Inc.,

0.125%,

12/15/24

...............

1,508,751‌

400,000‌

Farfetch

Ltd.,

3.750%,

05/01/27

...............

1,004,676‌

721,000‌

GDS

Holdings

Ltd.,

2.000%,

06/01/25

...............

943,830‌

1,435,000‌

i3

Verticals

LLC,

1.000%,

02/15/25

...............

1,338,137‌

1,600,000‌

Limelight

Networks

Inc.,

3.500%,

08/01/25

...............

1,396,000‌

620,000‌

LivePerson

Inc.,

0.750%,

03/01/24

...............

1,012,535‌

1,250,000‌

Lumentum

Holdings

Inc.,

0.500%,

12/15/26

...............

1,379,183‌

800,000‌

MakeMyTrip

Ltd.,

Zero

Coupon,

02/15/28(a)

.........

792,385‌

1,500,000‌

Match

Group

Financeco

3

Inc.,

2.000%,

01/15/30(a)

.............

3,035,650‌

1,000,000‌

MercadoLibre

Inc.,

2.000%,

08/15/28

...............

3,826,900‌

1,000,000‌

PAR

Technology

Corp.,

2.875%,

04/15/26

...............

1,638,125‌

1,500,000‌

Progress

Software

Corp.,

1.000%,

04/15/26(a)

.............

1,583,711‌

1,000,000‌

PROS

Holdings

Inc.,

1.000%,

05/15/24

...............

940,625‌

1,165,000‌

Q2

Holdings

Inc.,

0.750%,

06/01/26

...............

1,311,690‌

2

The

Gabelli

Convertible

and

Income

Securities

Fund

Inc.

Schedule

of

Investments

(Continued)

—

September

30,

2021

(Unaudited)

Principal

Amount

Market

Value

CONVERTIBLE

CORPORATE

BONDS

(Continued)

Computer

Software

and

Services

(Continued)

$

1,500,000‌

Splunk

Inc.,

1.125%,

09/15/25

...............

$

1,834,687‌

640,000‌

Varonis

Systems

Inc.,

1.250%,

08/15/25

...............

1,314,243‌

1,295,000‌

Verint

Systems

Inc.,

0.250%,

04/15/26(a)

.............

1,257,461‌

1,050,000‌

Workiva

Inc.,

1.125%,

08/15/26

...............

1,955,449‌

38,674,358‌

Consumer

Products

 —

0.2%

345,000‌

Cracker

Barrel

Old

Country

Store

Inc.,

0.625%,

06/15/26(a)

.............

349,528‌

Consumer

Services

 —

3.6%

640,000‌

Callaway

Golf

Co.,

2.750%,

05/01/26

...............

1,122,800‌

970,000‌

NCL

Corp.

Ltd.,

5.375%,

08/01/25

...............

1,660,640‌

Royal

Caribbean

Cruises

Ltd.

270,000‌

4.250%,

06/15/23

...............

380,700‌

445,000‌

2.875%,

11/15/23(a)

.............

577,387‌

450,000‌

Shopify

Inc.,

0.125%,

11/01/25

...............

553,050‌

1,350,000‌

Wayfair

Inc.,

0.625%,

10/01/25

...............

1,356,075‌

5,650,652‌

Diversified

Industrial

 —

1.4%

600,000‌

Chart

Industries

Inc.,

1.000%,

11/15/24(a)

.............

1,961,625‌

225,000‌

John

Bean

Technologies

Corp.,

0.250%,

05/15/26(a)

.............

239,062‌

2,200,687‌

Energy

and

Utilities

 —

1.7%

795,000‌

Bloom

Energy

Corp.,

2.500%,

08/15/25

...............

1,098,267‌

1,800,000‌

Cheniere

Energy

Inc.,

4.250%,

03/15/45

...............

1,562,303‌

2,660,570‌

Financial

Services

 —

1.3%

630,000‌

Digitalbridge

Operating

Co.

LLC,

5.750%,

07/15/25(a)(b)

...........

1,734,166‌

225,000‌

Repay

Holdings

Corp.,

Zero

Coupon,

02/01/26(a)

.........

218,391‌

1,952,557‌

Principal

Amount

Market

Value

Food

and

Beverage

 —

0.2%

$

325,000‌

The

Cheesecake

Factory

Inc.,

0.375%,

06/15/26

...............

$

311,188‌

Health

Care

 —

10.4%

1,000,000‌

1Life

Healthcare

Inc.,

3.000%,

06/15/25

...............

953,487‌

60,000‌

Brookdale

Senior

Living

Inc.,

2.000%,

10/15/26(a)

.............

63,675‌

445,000‌

Coherus

Biosciences

Inc.,

1.500%,

04/15/26

...............

495,891‌

1,000,000‌

Collegium

Pharmaceutical

Inc.,

2.625%,

02/15/26

...............

998,502‌

1,000,000‌

CONMED

Corp.,

2.625%,

02/01/24

...............

1,550,625‌

700,000‌

Cutera

Inc.,

2.250%,

03/15/26(a)

.............

1,105,602‌

Dexcom

Inc.

295,000‌

0.750%,

12/01/23

...............

981,428‌

820,000‌

0.250%,

11/15/25

...............

975,800‌

1,635,000‌

Exact

Sciences

Corp.,

0.375%,

03/15/27

...............

1,859,813‌

1,500,000‌

Insulet

Corp.,

0.375%,

09/01/26

...............

2,093,438‌

Invacare

Corp.

750,000‌

4.500%,

06/01/22

...............

683,350‌

680,000‌

4.250%,

03/15/26(a)

.............

576,739‌

418,000‌

Pacira

BioSciences

Inc.,

2.375%,

04/01/22

...............

433,936‌

750,000‌

Paratek

Pharmaceuticals

Inc.,

4.750%,

05/01/24

...............

664,635‌

850,000‌

PetIQ

Inc.,

4.000%,

06/01/26

...............

1,023,655‌

1,180,000‌

Tabula

Rasa

HealthCare

Inc.,

1.750%,

02/15/26

...............

993,559‌

750,000‌

Travere

Therapeutics

Inc.,

2.500%,

09/15/25

...............

755,999‌

16,210,134‌

Real

Estate

Investment

Trusts

 —

2.6%

2,000,000‌

Arbor

Realty

Trust

Inc.,

4.750%,

11/01/22

...............

2,233,750‌

275,000‌

Braemar

Hotels

&

Resorts

Inc.,

4.500%,

06/01/26(a)

.............

302,546‌

225,000‌

Pebblebrook

Hotel

Trust,

1.750%,

12/15/26

...............

252,337‌

455,000‌

Realogy

Group

LLC/Realogy

Co.-

Issuer

Corp.,

0.250%,

06/15/26(a)

.............

459,834‌

800,000‌

Summit

Hotel

Properties

Inc.,

1.500%,

02/15/26

...............

844,225‌

4,092,692‌

3

The

Gabelli

Convertible

and

Income

Securities

Fund

Inc.

Schedule

of

Investments

(Continued)

—

September

30,

2021

(Unaudited)

Principal

Amount

Market

Value

CONVERTIBLE

CORPORATE

BONDS

(Continued)

Retail

 —

0.8%

$

640,000‌

National

Vision

Holdings

Inc.,

2.500%,

05/15/25

...............

$

1,232,150‌

Security

Software

 —

5.4%

1,150,000‌

Cardlytics

Inc.,

1.000%,

09/15/25

...............

1,445,406‌

745,000‌

CyberArk

Software

Ltd.,

Zero

Coupon,

11/15/24

...........

886,839‌

840,000‌

Nice

Ltd.,

Zero

Coupon,

09/15/25

...........

988,575‌

165,000‌

Nice

Systems

Inc.,

1.250%,

01/15/24

...............

562,650‌

1,500,000‌

Okta

Inc.,

0.125%,

09/01/25

...............

2,124,750‌

1,335,000‌

Zscaler

Inc.,

0.125%,

07/01/25

...............

2,441,309‌

8,449,529‌

Semiconductors

 —

0.7%

300,000‌

Teradyne

Inc.,

1.250%,

12/15/23

...............

1,037,250‌

Telecommunications

 —

5.5%

1,500,000‌

Harmonic

Inc.,

2.000%,

09/01/24

...............

1,818,886‌

750,000‌

Infinera

Corp.,

2.500%,

03/01/27

...............

995,625‌

1,500,000‌

Kaleyra

Inc.,

6.125%,

06/01/26(a)

.............

1,571,986‌

700,000‌

Liberty

Latin

America

Ltd.,

2.000%,

07/15/24

...............

714,000‌

1,225,000‌

PagerDuty

Inc.,

1.250%,

07/01/25

...............

1,562,641‌

Vocera

Communications

Inc.

750,000‌

1.500%,

05/15/23

...............

1,125,469‌

775,000‌

0.500%,

09/15/26(a)

.............

790,984‌

8,579,591‌

Transportation

 —

0.9%

1,000,000‌

Atlas

Air

Worldwide

Holdings

Inc.,

1.875%,

06/01/24

...............

1,455,625‌

TOTAL

CONVERTIBLE

CORPORATE

BONDS

....................

115,812,615‌

Shares

CONVERTIBLE

PREFERRED

STOCKS

 —

0.7%

Agriculture

 —

0.7%

9,000‌

Bunge

Ltd.,

4.875%

......................

1,079,550‌

Shares

Market

Value

MANDATORY

CONVERTIBLE

SECURITIES(c)

 —

11.5%

Automotive:

Parts

and

Accessories

 —

1.5%

13,600‌

Aptiv

plc,

Ser.

A,

5.500%,

06/15/23

...............

$

2,291,600‌

Business

Services

 —

0.4%

7,500‌

Clarivate

plc,

Ser.

A,

5.250%,

06/01/24

...............

650,175‌

Diversified

Industrial

 —

1.3%

11,000‌

Colfax

Corp.,

5.750%,

01/15/22

...............

2,052,160‌

Energy

and

Utilities

 —

2.2%

NextEra

Energy

Inc.

17,400‌

5.279%,

03/01/23

...............

886,704‌

38,030‌

6.219%,

09/01/23

...............

1,943,713‌

11,150‌

Spire

Inc.,

Ser.

A,

7.500%,

03/01/24

...............

537,988‌

3,368,405‌

Financial

Services

 —

1.5%

2,115‌

2020

Cash

Mandatory

Exchangeable

Trust,

5.250%,

06/01/23

...............

2,396,866‌

Health

Care

 —

2.6%

12,060‌

Avantor

Inc.,

Ser.

A,

6.250%,

05/15/22

...............

1,518,475‌

750‌

Danaher

Corp.,

Ser.

B,

5.000%,

04/15/23

...............

1,216,777‌

24,990‌

Elanco

Animal

Health

Inc.,

5.000%,

02/01/23

...............

1,246,251‌

3,981,503‌

Semiconductors

 —

2.0%

2,085‌

Broadcom

Inc.,

Ser.

A,

8.000%,

09/30/22

...............

3,194,241‌

TOTAL

MANDATORY

CONVERTIBLE

SECURITIES

................

17,934,950‌

COMMON

STOCKS

 —

8.2%

Agriculture

 —

0.1%

2,000‌

Corteva

Inc.

.....................

84,160‌

Automotive:

Parts

and

Accessories

 —

0.0%

1,000‌

Dana

Inc.

.......................

22,240‌

500‌

Genuine

Parts

Co.

.................

60,615‌

82,855‌

Broadcasting

 —

0.1%

12,000‌

Grupo

Televisa

SAB,

ADR

............

131,760‌

Business

Services

 —

0.0%

346‌

Clarivate

plc†

....................

7,577‌

4

The

Gabelli

Convertible

and

Income

Securities

Fund

Inc.

Schedule

of

Investments

(Continued)

—

September

30,

2021

(Unaudited)

(a)

Security

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

This

security

may

be

resold

in

transactions

exempt

from

registration,

normally

to

qualified

institutional

buyers.

(b)

At

September

30,

2021,

the

Fund

held

an

investment

in

a

restricted

and

illiquid

security

amounting

to

$1,734,166

or

1.11%

of

total

investments,

which

was

valued

under

methods

approved

by

the

Board

of

Directors

as

follows:

(c)

Mandatory

convertible

securities

are

required

to

be

converted

on

the

dates

listed;

they

generally

may

be

converted

prior

to

these

dates

at

the

option

of

the

holder.

(d)

Security

is

valued

using

significant

unobservable

inputs

and

is

classified

as

Level

3

in

the

fair

value

hierarchy.

†

Non-income

producing

security.

††

Represents

annualized

yields

at

dates

of

purchase.

Shares

Market

Value

COMMON

STOCKS

(Continued)

Communications

Equipment

 —

1.4%

8,113‌

American

Tower

Corp.,

REIT

..........

$

2,153,271‌

Computer

Hardware

 —

0.1%

600‌

International

Business

Machines

Corp.

..

83,358‌

Computer

Software

and

Services

 —

0.8%

8,987‌

Alibaba

Group

Holding

Ltd.,

ADR†

.....

1,330,525‌

Consumer

Products

 —

0.4%

75,000‌

Swedish

Match

AB

................

656,756‌

Energy

and

Utilities

 —

0.3%

515,000‌

Bristow

Group

Inc.,

Escrow†(d)

.......

0‌

3,701‌

Sempra

Energy

...................

468,177‌

468,177‌

Financial

Services

 —

1.7%

1,500‌

American

Express

Co.

..............

251,295‌

2,500‌

Bank

of

America

Corp.

..............

106,125‌

1,400‌

Citigroup

Inc.

....................

98,252‌

500‌

JPMorgan

Chase

&

Co.

.............

81,845‌

2,000‌

Julius

Baer

Group

Ltd.

..............

133,741‌

300‌

Morgan

Stanley

..................

29,193‌

9,000‌

State

Street

Corp.

.................

762,480‌

17,000‌

The

Bank

of

New

York

Mellon

Corp.

....

881,280‌

2,000‌

The

PNC

Financial

Services

Group

Inc.

..

391,280‌

2,735,491‌

Food

and

Beverage

 —

0.4%

4,000‌

Maple

Leaf

Foods

Inc.

..............

81,289‌

1,000‌

Pernod

Ricard

SA

.................

220,897‌

1,500‌

Remy

Cointreau

SA

................

291,035‌

593,221‌

Health

Care

 —

0.6%

900‌

Hill-Rom

Holdings

Inc.

.............

135,000‌

500‌

Johnson

&

Johnson

...............

80,750‌

1,500‌

Merck

&

Co.

Inc.

..................

112,665‌

500‌

Organon

&

Co.

...................

16,395‌

13,500‌

Roche

Holding

AG,

ADR

............

613,845‌

958,655‌

Real

Estate

Investment

Trusts

 —

1.7%

15,205‌

Crown

Castle

International

Corp.

.......

2,635,331‌

Retail

 —

0.2%

600‌

Costco

Wholesale

Corp.

.............

269,610‌

Telecommunications

 —

0.4%

600‌

Swisscom

AG

....................

345,984‌

Shares

Market

Value

4,000‌

Verizon

Communications

Inc.

.........

$

216,040‌

562,024‌

Transportation

 —

0.0%

800‌

GATX

Corp.

.....................

71,648‌

TOTAL

COMMON

STOCKS

.........

12,824,419‌

Principal

Amount

U.S.

GOVERNMENT

OBLIGATIONS

 —

5.4%

$

8,415,000‌

U.S.

Treasury

Bills,

0.014%

to

0.055%††,

11/12/21

to

03/17/22

......................

8,414,387‌

TOTAL

INVESTMENTS

—

100.0%

....

(Cost

$121,485,828)

.............

$

156,065,921‌

Acquisition

Principal

Amount

Issuer

Acquisition

Date

Acquisition

Cost

09/30/21

Carrying

Value

Per

Bond

$630,000

Digitalbridge

Operating

Co.

LLC,

5.750%,

07/15/25

07/17/20

$738,552

$2,752.6444

ADR

American

Depositary

Receipt

REIT

Real

Estate

Investment

Trust