The Gabelli Convertible and Income Securities Fund Inc.

Schedule of Investments — March 31, 2021 (Unaudited)

Principal Amount			Market Value
		CONVERTIBLE CORPORATE BONDS — 75.1%
		Aerospace — 2.4%
$	1,000,000	Aerojet Rocketdyne Holdings Inc.,
		2.250%, 12/15/23	$	1,803,750
	1,713,000	Kaman Corp.,
		3.250%, 05/01/24		1,865,457
				3,669,207
		Airlines — 1.5%
	585,000	JetBlue Airways Corp.,
		0.500%, 04/01/26(a)		645,723
	930,000	Southwest Airlines Co.,
		1.250%, 05/01/25		1,601,344
				2,247,067
		Broadcasting — 0.5%
	588,000	Liberty Media Corp.-Liberty Formula One,
		1.000%, 01/30/23		748,157
		Business Services — 2.9%
	860,000	2U Inc.,
		2.250%, 05/01/25(a)		1,352,780
	1,500,000	Perficient Inc.,
		1.250%, 08/01/25(a)		1,941,385
	1,000,000	RingCentral Inc.,
		Zero Coupon, 03/01/25		1,100,625
	110,000	Shift4 Payments Inc.,
		Zero Coupon, 12/15/25(a)		138,116
				4,532,906
		Cable and Satellite — 2.1%
		DISH Network Corp.,
	1,335,000	Zero Coupon, 12/15/25(a)		1,419,105
	1,000,000	3.375%, 08/15/26		963,800
	1,065,000	fuboTV Inc.,
		3.250%, 02/15/26(a)		923,222
				3,306,127
		Communications Equipment — 1.5%
	2,210,000	InterDigital Inc.,
		2.000%, 06/01/24		2,357,907
		Computer Software and Services — 27.4%
	1,015,000	8x8 Inc.,
		0.500%, 02/01/24		1,415,291
		Bandwidth Inc.,
	500,000	0.250%, 03/01/26		767,000
	785,000	0.500%, 04/01/28(a)		765,375
		Blackline Inc.,
	250,000	0.125%, 08/01/24		397,031
	900,000	Zero Coupon, 03/15/26(a)		878,063
	900,000	Cardlytics Inc.,
		1.000%, 09/15/25(a)		1,359,540
	425,000	Cloudflare Inc.,
		0.750%, 05/15/25(a)		841,766

Principal Amount			Market Value
		Coupa Software Inc.,
$	705,000	0.125%, 06/15/25	$	1,203,787
	900,000	0.375%, 06/15/26(a)		1,021,500
	2,000,000	CSG Systems International Inc.,
		4.250%, 03/15/36		2,100,000
	745,000	CyberArk Software Ltd.,
		Zero Coupon, 11/15/24		806,909
	225,000	Dropbox Inc.,
		Zero Coupon, 03/01/28(a)		233,297
	1,025,000	Everbridge Inc.,
		0.125%, 12/15/24		1,308,797
	721,000	GDS Holdings Ltd.,
		2.000%, 06/01/25		1,214,434
	1,435,000	i3 Verticals LLC,
		1.000%, 02/15/25(a)		1,483,431
	1,380,000	Limelight Networks Inc.,
		3.500%, 08/01/25(a)		1,272,360
	620,000	LivePerson Inc.,
		0.750%, 03/01/24		958,376
	750,000	Lumentum Holdings Inc.,
		0.500%, 12/15/26		876,075
	800,000	MakeMyTrip Ltd.,
		Zero Coupon, 02/15/28(a)		872,000
	1,500,000	Match Group Financeco 3 Inc.,
		2.000%, 01/15/30(a)		2,681,250
	1,000,000	MercadoLibre Inc.,
		2.000%, 08/15/28		3,350,625
	840,000	Nice Ltd.,
		Zero Coupon, 09/15/25(a)		873,249
	165,000	Nice Systems Inc.,
		1.250%, 01/15/24		431,372
	1,500,000	Okta Inc.,
		0.125%, 09/01/25		2,031,563
	1,000,000	PAR Technology Corp.,
		2.875%, 04/15/26		1,720,000
	1,565,000	Proofpoint Inc.,
		0.250%, 08/15/24		1,677,484
	1,000,000	PROS Holdings Inc.,
		1.000%, 05/15/24		1,013,750
	1,165,000	Q2 Holdings Inc.,
		0.750%, 06/01/26		1,523,937
	1,500,000	Splunk Inc.,
		1.125%, 09/15/25		1,770,937
		Square Inc.,
	250,000	0.125%, 03/01/25(a)		488,281
	500,000	0.250%, 11/01/27(a)		567,187
	640,000	Varonis Systems Inc.,
		1.250%, 08/15/25(a)		1,138,400
	1,250,000	Workiva Inc.,
		1.125%, 08/15/26		1,654,484

1

The Gabelli Convertible and Income Securities Fund Inc.

Schedule of Investments (Continued) — March 31, 2021 (Unaudited)

Principal Amount			Market Value
		CONVERTIBLE CORPORATE BONDS (Continued)
		Computer Software and Services (Continued)
	$ 1,335,000	Zscaler Inc.,
		0.125%, 07/01/25(a)	$	1,786,230
				42,483,781
		Consumer Products — 0.9%
	400,000	Farfetch Ltd.,
		3.750%, 05/01/27(a)		1,378,500
		Consumer Services — 5.2%
	640,000	Callaway Golf Co.,
		2.750%, 05/01/26(a)		1,098,400
	970,000	NCL Corp. Ltd.,
		5.375%, 08/01/25(a)		1,683,435
		Royal Caribbean Cruises Ltd.,
	270,000	4.250%, 06/15/23(a)		380,835
	445,000	2.875%, 11/15/23(a)		580,280
	450,000	Shopify Inc.,
		0.125%, 11/01/25		515,250
	1,565,000	Stride Inc.,
		1.125%, 09/01/27(a)		1,445,747
	725,000	TechTarget Inc.,
		0.125%, 12/15/25(a)		859,270
	1,350,000	Wayfair Inc.,
		0.625%, 10/01/25(a)		1,447,875
				8,011,092
		Diversified Industrial — 1.0%
	600,000	Chart Industries Inc.,
		1.000%, 11/15/24(a)		1,492,125
		Electronics — 1.4%
	1,800,000	Knowles Corp.,
		3.250%, 11/01/21		2,122,920
		Energy and Utilities — 1.9%
	795,000	Bloom Energy Corp.,
		2.500%, 08/15/25(a)		1,460,119
	1,800,000	Cheniere Energy Inc.,
		4.250%, 03/15/45		1,488,561
				2,948,680
		Financial Services — 2.5%
	535,000	Chimera Investment Corp.,
		7.000%, 04/01/23		1,032,216
	630,000	Colony Capital Operating Co. LLC,
		5.750%, 07/15/25(a)(b)		1,855,350
	955,000	GOL Equity Finance SA,
		3.750%, 07/15/24(a)		791,079
	225,000	Repay Holdings Corp.,
		Zero Coupon, 02/01/26(a)		221,063
				3,899,708

Principal Amount			Market Value
		Health Care — 13.3%
	$ 1,000,000	1Life Healthcare Inc.,
		3.000%, 06/15/25(a)	$	1,198,100
	445,000	Coherus Biosciences Inc.,
		1.500%, 04/15/26(a)		475,540
	1,000,000	Collegium Pharmaceutical Inc.,
		2.625%, 02/15/26		1,090,453
	1,000,000	CONMED Corp.,
		2.625%, 02/01/24		1,568,120
	800,000	Cutera Inc.,
		2.250%, 03/15/26(a)		902,480
		Dexcom Inc.,
	495,000	0.750%, 12/01/23		1,092,094
	320,000	0.250%, 11/15/25(a)		315,800
	900,000	Esperion Therapeutics Inc.,
		4.000%, 11/15/25(a)		926,437
	1,635,000	Exact Sciences Corp.,
		0.375%, 03/15/27		2,244,037
	1,500,000	Insulet Corp.,
		0.375%, 09/01/26		2,000,775
		Invacare Corp.,
	750,000	4.500%, 06/01/22		704,531
	680,000	4.250%, 03/15/26(a)		681,249
	225,000	MannKind Corp.,
		2.500%, 03/01/26(a)		228,094
	608,000	Neurocrine Biosciences Inc.,
		2.250%, 05/15/24		823,460
	418,000	Pacira BioSciences Inc.,
		2.375%, 04/01/22		506,344
	750,000	Paratek Pharmaceuticals Inc.,
		4.750%, 05/01/24		678,283
	850,000	PetIQ Inc.,
		4.000%, 06/01/26(a)		1,208,594
	225,000	SmileDirectClub Inc.,
		Zero Coupon, 02/01/26(a)		198,141
	1,250,000	Supernus Pharmaceuticals Inc.,
		0.625%, 04/01/23		1,211,278
	680,000	Tabula Rasa HealthCare Inc.,
		1.750%, 02/15/26		690,200
	1,030,000	Teladoc Health Inc.,
		1.250%, 06/01/27(a)		1,149,789
	750,000	Travere Therapeutics Inc.,
		2.500%, 09/15/25		775,313
				20,669,112
		Real Estate Investment Trusts — 2.0%
	2,000,000	Arbor Realty Trust Inc.,
		4.750%, 11/01/22		2,092,500
	225,000	Pebblebrook Hotel Trust,
		1.750%, 12/15/26		264,375

2

The Gabelli Convertible and Income Securities Fund Inc.

Schedule of Investments (Continued) — March 31, 2021 (Unaudited)

Principal Amount			Market Value
		CONVERTIBLE CORPORATE BONDS (Continued)
		Real Estate Investment Trusts (Continued)
	$   675,000	Summit Hotel Properties Inc.,
		1.500%, 02/15/26	$	747,141
				3,104,016
		Retail — 0.7%
	640,000	National Vision Holdings Inc.,
		2.500%, 05/15/25(a)		1,004,000
		Semiconductors — 0.7%
	300,000	Teradyne Inc.,
		1.250%, 12/15/23		1,154,625
		Telecommunications — 5.9%
	1,500,000	Harmonic Inc.,
		2.000%, 09/01/24		1,693,200
	750,000	Infinera Corp.,
		2.500%, 03/01/27		1,086,620
	1,200,000	Kaleyra Inc.,
		6.125%, 02/15/26		1,200,000
	700,000	Liberty Latin America Ltd.,
		2.000%, 07/15/24		692,679
	1,225,000	PagerDuty Inc.,
		1.250%, 07/01/25(a)		1,538,141
	250,000	Twilio Inc.,
		0.250%, 06/01/23		1,200,749
		Vocera Communications Inc.,
	750,000	1.500%, 05/15/23		1,016,250
	775,000	0.500%, 09/15/26(a)		713,484
				9,141,123
		Transportation — 1.3%
	1,000,000	Atlas Air Worldwide Holdings Inc.,
		1.875%, 06/01/24		1,194,400
	445,000	Seaspan Corp.,
		3.750%, 12/15/25(a)		532,887
	225,000	Uber Technologies Inc.,
		Zero Coupon, 12/15/25(a)		237,516
				1,964,803
		TOTAL CONVERTIBLE CORPORATE BONDS		116,235,856
Shares
		CONVERTIBLE PREFERRED STOCKS — 3.0%
		Agriculture — 0.7%
	9,000	Bunge Ltd., 4.875%		1,041,561
		Real Estate Investment Trusts — 2.0%
	21,700	QTS Realty Trust Inc., 6.500%, Ser. B		3,049,067
		Telecommunications — 0.3%
	10,000	Cincinnati Bell Inc., 6.750%, Ser. B		499,400
		TOTAL CONVERTIBLE PREFERRED STOCKS		4,590,028

Shares			Market Value
		MANDATORY CONVERTIBLE SECURITIES (c) —10.8%
		Automotive: Parts and Accessories — 1.6%
	15,600	Aptiv plc,
		5.500%, Ser. A, 06/15/23	$	2,463,084
		Diversified Industrial — 1.3%
	11,000	Colfax Corp.,
		5.750%, 01/15/22		1,981,760
		Energy and Utilities — 2.5%
		NextEra Energy Inc.,
	17,400	5.279%, 03/01/23		861,822
	38,030	6.219%, 09/01/23		1,886,288
	5,000	Sempra Energy,
		6.750%, Ser. B, 07/15/21		523,300
	11,150	Spire Inc.,
		7.500%, Ser. A, 03/01/24		613,807
				3,885,217
		Financial Services — 1.5%
	2,115	2020 Cash Mandatory Exchangeable Trust,
		5.250%, 06/01/23		2,383,922
		Health Care — 1.9%
	12,060	Avantor Inc.,
		6.250%, Ser. A, 05/15/22		1,088,656
	750	Danaher Corp.,
		5.000%, Ser. B, 04/15/23		971,400
	19,990	Elanco Animal Health Inc.,
		5.000%, 02/01/23		917,141
				2,977,197
		Semiconductors — 2.0%
	2,085	Broadcom Inc.,
		8.000%, Ser. A, 09/30/22		3,074,312
		TOTAL MANDATORY CONVERTIBLE SECURITIES		16,765,492
		COMMON STOCKS — 8.8%
		Automotive: Parts and Accessories — 0.4%
	400	Dana Inc.		9,732
	1,000	Genuine Parts Co.		115,590
	10,000	Navistar International Corp.†		440,300
				565,622
		Communications Equipment — 1.2%
	8,113	American Tower Corp., REIT		1,939,494
		Computer Hardware — 0.1%
	1,000	International Business Machines Corp.		133,260
		Computer Software and Services — 1.3%
	8,987	Alibaba Group Holding Ltd., ADR†		2,037,622

3

The Gabelli Convertible and Income Securities Fund Inc.

Schedule of Investments (Continued) — March 31, 2021 (Unaudited)

Shares			Market Value
		COMMON STOCKS (Continued)
		Consumer Products — 0.4%
	7,500	Swedish Match AB	$	585,507
		Energy and Utilities — 0.1%
	515,000	Bristow Group Inc., Escrow†(d)		0
	2,000	PNM Resources Inc.		98,100
				98,100
		Financial Services — 2.2%
	2,500	American Express Co.		353,600
	5,000	Bank of America Corp.		193,450
	1,700	Citigroup Inc.		123,675
	500	JPMorgan Chase & Co.		76,115
	2,500	Julius Baer Group Ltd.		159,869
	300	Morgan Stanley		23,298
	9,000	State Street Corp.		756,090
	20,000	The Bank of New York Mellon Corp.		945,800
	4,500	The PNC Financial Services Group Inc.		789,345
				3,421,242
		Food and Beverage — 0.3%
	4,000	Maple Leaf Foods Inc.		91,191
	1,000	Pernod Ricard SA		187,691
	1,500	Remy Cointreau SA		277,050
				555,932
		Health Care — 0.5%
	500	Johnson & Johnson		82,175
	1,500	Merck & Co. Inc.		115,635
	13,500	Roche Holding AG, ADR		547,560
				745,370
		Real Estate Investment Trusts — 1.7%
	15,205	Crown Castle International Corp.(e)		2,617,237
		Retail — 0.2%
	800	Costco Wholesale Corp.		281,984
		Telecommunications — 0.3%
	600	Swisscom AG		321,854
	4,000	Verizon Communications Inc.		232,600
				554,454
		Transportation — 0.1%
	1,000	GATX Corp.		92,740
		TOTAL COMMON STOCKS		13,628,564

Shares			Market Value
Principal Amount
		U.S. GOVERNMENT OBLIGATIONS — 2.3%
	$3,635,000	U.S. Treasury Bills, 0.005% to 0.100%††, 06/10/21 to 09/23/21		3,634,847
		TOTAL INVESTMENTS — 100.0% (Cost $118,830,721)	$	154,854,787

(a) Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers.

(b) At March 31, 2021, the Fund held an investment in a restricted and illiquid security amounting to $1,855,350 or 1.18% of total investments, which was valued under methods approved by the Board of Trustees as follows:

Acquisition Principal Amount	Issuer	Acquisition Date		Acquisition Cost		03/31/21 Carrying Value Per Bond
$630,000	Colony Capital Operating Co. LLC, 5.750%, 07/15/25		07/17/20		$769,626		$2,945.00

(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.

(e) Securities, or a portion thereof, with a value of $1,721,300 were deposited with Pershing LLC.

† Non-income producing security.

†† Represents annualized yields at dates of purchase.

ADR American Depositary Receipt

REIT Real Estate Investment Trust

4