1

The

Gabelli

Convertible

and

Income

Securities

Fund

Inc.

Schedule

of

Investments

—

June

30,

2023

(Unaudited)

Principal

Amount

Market

Value

CONVERTIBLE

CORPORATE

BONDS

 —

85.2%

Airlines

 —

1.7%

$

585,000‌

JetBlue

Airways

Corp.,

0.500%,

04/01/26

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

$

483,359‌

1,000,000‌

Southwest

Airlines

Co.,

1.250%,

05/01/25

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

1,150,250‌

1,633,609‌

Automotive

 —

0.7%

600,000‌

Rivian

Automotive

Inc.,

4.625%,

03/15/29(a)

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

659,213‌

Broadcasting

 —

2.6%

865,000‌

fuboTV

Inc.,

3.250%,

02/15/26

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

500,040‌

1,820,000‌

Liberty

Media

Corp.-Liberty

Formula

One,

2.250%,

08/15/27(a)

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

1,963,780‌

2,463,820‌

Business

Services

 —

7.7%

2,100,000‌

2U

Inc.,

2.250%,

05/01/25

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

1,383,900‌

1,000,000‌

BigBear.ai

Holdings

Inc.,

6.000%,

12/15/26(a)

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

703,479‌

3,000,000‌

Perficient

Inc.,

0.125%,

11/15/26

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

2,475,263‌

1,610,000‌

Shift4

Payments

Inc.,

Zero

Coupon,

12/15/25

...........

1,756,510‌

1,065,000‌

Stride

Inc.,

1.125%,

09/01/27

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

1,023,712‌

7,342,864‌

Cable

and

Satellite

 —

1.7%

DISH

Network

Corp.

2,000,000‌

Zero

Coupon,

12/15/25

...........

1,067,600‌

1,000,000‌

3.375%,

08/15/26

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

512,500‌

1,580,100‌

Communications

Equipment

 —

3.1%

250,000‌

Infinera

Corp.,

3.750%,

08/01/28(a)

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

250,375‌

2,000,000‌

InterDigital

Inc.,

3.500%,

06/01/27

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

2,706,172‌

2,956,547‌

Computer

Software

and

Services

 —

14.0%

1,500,000‌

3D

Systems

Corp.,

Zero

Coupon,

11/15/26

...........

1,140,938‌

1,265,000‌

8x8

Inc.,

0.500%,

02/01/24

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

1,207,999‌

1,600,000‌

Akamai

Technologies

Inc.,

0.375%,

09/01/27

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

1,553,184‌

1,750,000‌

Bandwidth

Inc.,

0.250%,

03/01/26

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

1,384,973‌

Principal

Amount

Market

Value

$

1,550,000‌

Edgio

Inc.,

3.500%,

08/01/25

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

$

1,312,520‌

1,992,000‌

i3

Verticals

LLC,

1.000%,

02/15/25

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

1,841,355‌

Lumentum

Holdings

Inc.

1,250,000‌

0.500%,

12/15/26

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

1,109,220‌

193,000‌

1.500%,

12/15/29(a)

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

200,527‌

800,000‌

MakeMyTrip

Ltd.,

Zero

Coupon,

02/15/28

...........

781,200‌

1,500,000‌

Match

Group

Financeco

3

Inc.,

2.000%,

01/15/30(a)

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

1,353,710‌

750,000‌

PAR

Technology

Corp.,

2.875%,

04/15/26

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

802,219‌

1,118,000‌

Veritone

Inc.,

1.750%,

11/15/26

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

732,218‌

13,420,063‌

Consumer

Services

 —

2.7%

600,000‌

Live

Nation

Entertainment

Inc.,

3.125%,

01/15/29(a)

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

662,700‌

900,000‌

Marriott

Vacations

Worldwide

Corp.,

3.250%,

12/15/27(a)

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

854,100‌

NCL

Corp.

Ltd.

470,000‌

5.375%,

08/01/25

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

646,250‌

472,000‌

1.125%,

02/15/27

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

437,337‌

2,600,387‌

Energy

and

Utilities

 —

13.8%

500,000‌

Alliant

Energy

Corp.,

3.875%,

03/15/26(a)

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

499,000‌

1,208,000‌

Array

Technologies

Inc.,

1.000%,

12/01/28

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

1,384,972‌

400,000‌

Bloom

Energy

Corp.,

3.000%,

06/01/28(a)

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

456,567‌

1,500,000‌

CMS

Energy

Corp.,

3.375%,

05/01/28(a)

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

1,482,750‌

750,000‌

Duke

Energy

Corp.,

4.125%,

04/15/26(a)

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

734,250‌

500,000‌

Nabors

Industries

Inc.,

1.750%,

06/15/29(a)

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

376,750‌

1,925,000‌

NextEra

Energy

Partners

LP,

2.500%,

06/15/26(a)

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

1,733,453‌

1,000,000‌

Northern

Oil

and

Gas

Inc.,

3.625%,

04/15/29(a)

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

1,120,221‌

950,000‌

Ormat

Technologies

Inc.,

2.500%,

07/15/27(a)

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

1,030,275‌

700,000‌

PPL

Capital

Funding

Inc.,

2.875%,

03/15/28(a)

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

672,000‌

800,000‌

Stem

Inc.,

4.250%,

04/01/30(a)

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

804,400‌

1,910,000‌

Sunnova

Energy

International

Inc.,

2.625%,

02/15/28(a)

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

1,568,381‌

2

The

Gabelli

Convertible

and

Income

Securities

Fund

Inc.

Schedule

of

Investments

(Continued)

—

June

30,

2023

(Unaudited)

Principal

Amount

Market

Value

CONVERTIBLE

CORPORATE

BONDS

(Continued)

Energy

and

Utilities

(Continued)

$

1,350,000‌

The

Southern

Co.,

3.875%,

12/15/25(a)

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

$

1,353,375‌

13,216,394‌

Financial

Services

 —

6.1%

800,000‌

Bread

Financial

Holdings

Inc.,

4.250%,

06/15/28(a)

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

822,177‌

1,750,000‌

HCI

Group

Inc.,

4.750%,

06/01/42

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

1,729,875‌

2,000,000‌

LendingTree

Inc.,

0.500%,

07/15/25

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

1,560,000‌

2,250,000‌

SoFi

Technologies

Inc.,

Zero

Coupon,

10/15/26(a)

.........

1,748,250‌

5,860,302‌

Food

and

Beverage

 —

2.4%

1,250,000‌

Post

Holdings

Inc.,

2.500%,

08/15/27(a)

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

1,266,500‌

1,000,000‌

The

Chefs'

Warehouse

Inc.,

2.375%,

12/15/28(a)

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

1,054,066‌

2,320,566‌

Health

Care

 —

10.2%

1,195,000‌

Coherus

Biosciences

Inc.,

1.500%,

04/15/26

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

743,888‌

2,000,000‌

CONMED

Corp.,

2.250%,

06/15/27

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

2,242,000‌

Cutera

Inc.

2,000,000‌

2.250%,

06/01/28

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

1,252,679‌

560,000‌

4.000%,

06/01/29(a)

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

353,920‌

800,000‌

Exact

Sciences

Corp.,

2.000%,

03/01/30(a)

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

1,108,400‌

1,300,000‌

Halozyme

Therapeutics

Inc.,

1.000%,

08/15/28(a)

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

1,189,500‌

700,000‌

Insulet

Corp.,

0.375%,

09/01/26

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

964,950‌

134,000‌

Integer

Holdings

Corp.,

2.125%,

02/15/28(a)

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

158,522‌

850,000‌

PetIQ

Inc.,

4.000%,

06/01/26

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

787,291‌

800,000‌

TransMedics

Group

Inc.,

1.500%,

06/01/28(a)

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

914,425‌

9,715,575‌

Materials

 —

0.1%

233,000‌

Danimer

Scientific

Inc.,

3.250%,

12/15/26(a)

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

97,581‌

Real

Estate

Investment

Trusts

 —

4.0%

1,000,000‌

Arbor

Realty

Trust

Inc.,

7.500%,

08/01/25(a)

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

1,001,000‌

Principal

Amount

Market

Value

$

275,000‌

Braemar

Hotels

&

Resorts

Inc.,

4.500%,

06/01/26

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

$

253,526‌

900,000‌

Pebblebrook

Hotel

Trust,

1.750%,

12/15/26

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

764,212‌

750,000‌

Redwood

Trust

Inc.,

7.750%,

06/15/27

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

634,687‌

1,400,000‌

Summit

Hotel

Properties

Inc.,

1.500%,

02/15/26

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

1,196,211‌

3,849,636‌

Retail

 —

0.4%

300,000‌

Freshpet

Inc.,

3.000%,

04/01/28(a)

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

354,975‌

Security

Software

 —

3.4%

1,440,000‌

Cardlytics

Inc.,

1.000%,

09/15/25

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

811,872‌

1,995,000‌

Verint

Systems

Inc.,

0.250%,

04/15/26

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

1,768,069‌

585,000‌

Zscaler

Inc.,

0.125%,

07/01/25

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

684,742‌

3,264,683‌

Semiconductors

 —

6.6%

800,000‌

Impinj

Inc.,

1.125%,

05/15/27

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

869,004‌

1,100,000‌

indie

Semiconductor

Inc.,

4.500%,

11/15/27(a)

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

1,465,200‌

600,000‌

ON

Semiconductor

Corp.,

0.500%,

03/01/29(a)

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

680,603‌

1,800,000‌

Semtech

Corp.,

1.625%,

11/01/27(a)

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

1,683,900‌

2,100,000‌

Wolfspeed

Inc.,

1.875%,

12/01/29(a)

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

1,629,600‌

6,328,307‌

Telecommunications

 —

4.0%

750,000‌

Infinera

Corp.,

2.500%,

03/01/27

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

697,136‌

1,500,000‌

Kaleyra

Inc.,

6.125%,

06/01/26(a)

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

1,467,335‌

1,700,000‌

Liberty

Latin

America

Ltd.,

2.000%,

07/15/24

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

1,618,400‌

3,782,871‌

TOTAL

CONVERTIBLE

CORPORATE

BONDS

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

81,447,493‌

Shares

MANDATORY

CONVERTIBLE

SECURITIES(b)

 —

4.3%

Diversified

Industrial

 —

2.4%

35,000‌

Chart

Industries

Inc.,

Ser.

B,

6.750%,

12/15/25

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

2,279,900‌

3

The

Gabelli

Convertible

and

Income

Securities

Fund

Inc.

Schedule

of

Investments

(Continued)

—

June

30,

2023

(Unaudited)

Shares

Market

Value

MANDATORY

CONVERTIBLE

SECURITIES(b)

(Continued)

Energy

and

Utilities

 —

1.9%

40,000‌

NextEra

Energy

Inc.,

6.926%,

09/01/25

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

$

1,811,600‌

TOTAL

MANDATORY

CONVERTIBLE

SECURITIES

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

4,091,500‌

COMMON

STOCKS

 —

5.8%

Aerospace

 —

0.1%

400‌

The

Boeing

Co.†

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

84,464‌

Automotive:

Parts

and

Accessories

 —

0.1%

3,400‌

Dana

Inc.

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

57,800‌

Broadcasting

 —

0.1%

16,500‌

Grupo

Televisa

SAB,

ADR

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

84,645‌

Computer

Hardware

 —

0.0%

400‌

International

Business

Machines

Corp.

..

53,524‌

Computer

Software

and

Services

 —

0.0%

2,500‌

Kyndryl

Holdings

Inc.†

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

33,200‌

Diversified

Industrial

 —

0.5%

1,200‌

General

Electric

Co.

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

131,820‌

800‌

ITT

Inc.

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

74,568‌

3,800‌

Textron

Inc.

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

256,994‌

463,382‌

Energy

and

Energy

Services

 —

0.1%

2,000‌

Halliburton

Co.

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

65,980‌

Financial

Services

 —

1.7%

1,200‌

American

Express

Co.

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

209,040‌

2,000‌

Bank

of

America

Corp.

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

57,380‌

1,000‌

Citigroup

Inc.

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

46,040‌

500‌

JPMorgan

Chase

&

Co.

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

72,720‌

1,200‌

Julius

Baer

Group

Ltd.

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

75,536‌

300‌

Morgan

Stanley

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

25,620‌

6,200‌

State

Street

Corp.

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

453,716‌

13,000‌

The

Bank

of

New

York

Mellon

Corp.

....

578,760‌

300‌

The

PNC

Financial

Services

Group

Inc.

..

37,785‌

1,500‌

Wells

Fargo

&

Co.

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

64,020‌

1,620,617‌

Food

and

Beverage

 —

0.2%

600‌

Pernod

Ricard

SA

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

132,515‌

600‌

Remy

Cointreau

SA

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

96,211‌

228,726‌

Health

Care

 —

0.6%

500‌

Johnson

&

Johnson

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

82,760‌

1,500‌

Merck

&

Co.

Inc.

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

173,085‌

Shares

Market

Value

8,000‌

Roche

Holding

AG,

ADR

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

$

305,600‌

561,445‌

Real

Estate

Investment

Trusts

 —

0.9%

7,205‌

Crown

Castle

Inc.

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

820,938‌

Retail

 —

0.1%

200‌

Costco

Wholesale

Corp.

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

107,676‌

Telecommunications

 —

0.2%

200‌

Swisscom

AG

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

124,641‌

2,000‌

Verizon

Communications

Inc.

.........

74,380‌

199,021‌

Wireless

Communications

 —

1.2%

8,500‌

T-Mobile

US

Inc.†

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

1,180,650‌

TOTAL

COMMON

STOCKS

.........

5,562,068‌

Principal

Amount

U.S.

GOVERNMENT

OBLIGATIONS

 —

4.7%

$

4,520,000‌

U.S.

Treasury

Bills,

5.148%

to

5.313%††,

08/24/23

to

09/14/23

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

4,478,377‌

TOTAL

INVESTMENTS

—

100.0%

....

(Cost

$98,652,678)

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

$

95,579,438‌

(a)

Securities

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)

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.

†

Non-income

producing

security.

††

Represents

annualized

yields

at

dates

of

purchase.

ADR

American

Depositary

Receipt