The
Gabelli
Convertible
and
Income
Securities
Fund
Inc.
Schedule
of
Investments
—
September
30,
2022
(Unaudited)
Principal
Amount
Market
Value
CONVERTIBLE
CORPORATE
BONDS
—
76
.2
%
Airlines
—
2
.3
%
$
585,000
JetBlue
Airways
Corp.
,
0.500
%
,
04/01/26
...............
$
418,275
1,930,000
Southwest
Airlines
Co.
,
1.250
%
,
05/01/25
...............
2,210,333
2,628,608
Automotive
—
0
.8
%
1,000,000
Ford
Motor
Co.
,
Zero
Coupon
,
03/15/26
...........
919,500
Broadcasting
—
0
.6
%
865,000
fuboTV
Inc.
,
3.250
%
,
02/15/26
...............
419,957
250,000
Liberty
Media
Corp.-Liberty
Formula
One
,
2.250
%
,
08/15/27
(a)
.............
232,625
652,582
Business
Services
—
7
.5
%
2,100,000
2U
Inc.
,
2.250
%
,
05/01/25
...............
1,441,175
1,000,000
BigBear.ai
Holdings
Inc.
,
6.000
%
,
12/15/26
(a)
.............
678,244
3,000,000
Perficient
Inc.
,
0.125
%
,
11/15/26
(a)
.............
2,235,000
1,610,000
Shift4
Payments
Inc.
,
Zero
Coupon
,
12/15/25
...........
1,428,875
1,565,000
Stride
Inc.
,
1.125
%
,
09/01/27
...............
1,595,517
1,500,000
TechTarget
Inc.
,
Zero
Coupon
,
12/15/26
(a)
.........
1,166,240
8,545,051
Cable
and
Satellite
—
1
.8
%
DISH
Network
Corp.
2,000,000
Zero
Coupon
,
12/15/25
...........
1,322,000
1,000,000
3.375
%
,
08/15/26
...............
690,500
Communications
Equipment
—
3
.2
%
250,000
Infinera
Corp.
,
3.750
%
,
08/01/28
(a)
.............
248,375
2,000,000
InterDigital
Inc.
,
3.500
%
,
06/01/27
(a)
.............
1,748,000
2,000,000
Radius
Global
Infrastructure
Inc.
,
2.500
%
,
09/15/26
(a)
.............
1,624,799
3,621,174
Computer
Hardware
—
2
.3
%
1,500,000
3D
Systems
Corp.
,
Zero
Coupon
,
11/15/26
(a)
.........
1,044,750
Principal
Amount
Market
Value
$
1,000,000
Desktop
Metal
Inc.
,
6.000
%
,
05/15/27
(a)
.............
$
1,631,000
2,675,750
Computer
Software
and
Services
—
18
.5
%
1,265,000
8x8
Inc.
,
0.500
%
,
02/01/24
...............
1,081,330
1,600,000
Akamai
Technologies
Inc.
,
0.375
%
,
09/01/27
...............
1,496,800
1,750,000
Bandwidth
Inc.
,
0.250
%
,
03/01/26
...............
1,141,000
250,000
Blackline
Inc.
,
0.125
%
,
08/01/24
...............
259,850
1,225,000
Dropbox
Inc.
,
Zero
Coupon
,
03/01/28
...........
1,047,375
1,850,000
Edgio
Inc.
,
3.500
%
,
08/01/25
...............
1,672,400
721,000
GDS
Holdings
Ltd.
,
2.000
%
,
06/01/25
...............
674,586
1,992,000
i3
Verticals
LLC
,
1.000
%
,
02/15/25
...............
1,716,855
Lumentum
Holdings
Inc.
1,250,000
0.500
%
,
12/15/26
...............
1,171,875
870,000
0.500
%
,
06/15/28
(a)
.............
697,740
800,000
MakeMyTrip
Ltd.
,
Zero
Coupon
,
02/15/28
...........
841,200
1,500,000
Match
Group
Financeco
3
Inc.
,
2.000
%
,
01/15/30
(a)
.............
1,323,750
1,000,000
MercadoLibre
Inc.
,
2.000
%
,
08/15/28
...............
1,973,500
1,000,000
PAR
Technology
Corp.
,
2.875
%
,
04/15/26
...............
993,000
1,500,000
Progress
Software
Corp.
,
1.000
%
,
04/15/26
...............
1,414,500
1,165,000
Q2
Holdings
Inc.
,
0.750
%
,
06/01/26
...............
926,758
640,000
Varonis
Systems
Inc.
,
1.250
%
,
08/15/25
...............
710,080
1,118,000
Veritone
Inc.
,
1.750
%
,
11/15/26
(a)
.............
674,154
1,050,000
Workiva
Inc.
,
1.125
%
,
08/15/26
...............
1,235,325
21,052,078
Consumer
Services
—
1
.4
%
NCL
Corp.
Ltd.
470,000
5.375
%
,
08/01/25
...............
463,655
472,000
1.125
%
,
02/15/27
(a)
.............
297,960
640,000
Topgolf
Callaway
Brands
Corp.
,
2.750
%
,
05/01/26
...............
828,800
1,590,415
The
Gabelli
Convertible
and
Income
Securities
Fund
Inc.
Schedule
of
Investments
(Continued)
—
September
30,
2022
(Unaudited)
Principal
Amount
Market
Value
CONVERTIBLE
CORPORATE
BONDS
(Continued)
Diversified
Industrial
—
3
.1
%
$
600,000
Chart
Industries
Inc.
,
1.000
%
,
11/15/24
(a)
.............
$
1,888,680
1,363,000
Xometry
Inc.
,
1.000
%
,
02/01/27
(a)
.............
1,621,834
3,510,514
Energy
and
Utilities
—
4
.0
%
1,908,000
Array
Technologies
Inc.
,
1.000
%
,
12/01/28
(a)
.............
1,701,973
795,000
Bloom
Energy
Corp.
,
2.500
%
,
08/15/25
...............
1,109,423
950,000
Ormat
Technologies
Inc.
,
2.500
%
,
07/15/27
(a)
.............
1,093,450
750,000
Sunnova
Energy
International
Inc.
,
2.625
%
,
02/15/28
(a)
.............
670,500
4,575,346
Financial
Services
—
4
.3
%
630,000
Digitalbridge
Operating
Co.
LLC
,
5.750
%
,
07/15/25
(a)
(b)
...........
956,403
1,750,000
HCI
Group
Inc.
,
4.750
%
,
06/01/42
(a)
.............
1,362,375
500,000
LendingTree
Inc.
,
0.500
%
,
07/15/25
...............
358,950
1,750,000
SoFi
Technologies
Inc.
,
Zero
Coupon
,
10/15/26
(a)
.........
1,197,832
1,750,000
Upstart
Holdings
Inc.
,
0.250
%
,
08/15/26
...............
974,531
4,850,091
Food
and
Beverage
—
0
.4
%
500,000
Post
Holdings
Inc.
,
2.500
%
,
08/15/27
(a)
.............
496,250
Health
Care
—
7
.9
%
120,000
Alnylam
Pharmaceuticals
Inc.
,
1.000
%
,
09/15/27
(a)
.............
117,120
445,000
Coherus
Biosciences
Inc.
,
1.500
%
,
04/15/26
...............
352,106
CONMED
Corp.
1,000,000
2.625
%
,
02/01/24
...............
1,101,000
125,000
2.250
%
,
06/15/27
(a)
.............
108,125
Cutera
Inc.
700,000
2.250
%
,
03/15/26
...............
1,079,713
1,250,000
2.250
%
,
06/01/28
(a)
.............
1,365,000
1,000,000
Halozyme
Therapeutics
Inc.
,
1.000
%
,
08/15/28
(a)
.............
938,750
1,500,000
Insulet
Corp.
,
0.375
%
,
09/01/26
...............
1,775,250
750,000
Paratek
Pharmaceuticals
Inc.
,
4.750
%
,
05/01/24
...............
670,950
Principal
Amount
Market
Value
$
850,000
PetIQ
Inc.
,
4.000
%
,
06/01/26
...............
$
697,850
705,000
Sarepta
Therapeutics
Inc.
,
1.250
%
,
09/15/27
(a)
.............
729,323
8,935,187
Materials
—
0
.1
%
233,000
Danimer
Scientific
Inc.
,
3.250
%
,
12/15/26
(a)
.............
123,490
Real
Estate
Investment
Trusts
—
3
.6
%
1,500,000
Arbor
Realty
Trust
Inc.
,
7.500
%
,
08/01/25
(a)
.............
1,366,500
275,000
Braemar
Hotels
&
Resorts
Inc.
,
4.500
%
,
06/01/26
...............
263,792
900,000
Pebblebrook
Hotel
Trust
,
1.750
%
,
12/15/26
...............
772,200
750,000
Redwood
Trust
Inc.
,
7.750
%
,
06/15/27
(a)
.............
605,407
1,300,000
Summit
Hotel
Properties
Inc.
,
1.500
%
,
02/15/26
...............
1,084,200
4,092,099
Retail
—
0
.7
%
640,000
National
Vision
Holdings
Inc.
,
2.500
%
,
05/15/25
...............
794,432
Security
Software
—
6
.0
%
1,700,000
Cardlytics
Inc.
,
1.000
%
,
09/15/25
...............
1,005,550
840,000
Nice
Ltd.
,
Zero
Coupon
,
09/15/25
...........
778,260
165,000
Nice
Systems
Inc.
,
1.250
%
,
01/15/24
...............
372,281
1,500,000
Okta
Inc.
,
0.125
%
,
09/01/25
...............
1,260,000
1,995,000
Verint
Systems
Inc.
,
0.250
%
,
04/15/26
...............
1,664,827
1,335,000
Zscaler
Inc.
,
0.125
%
,
07/01/25
...............
1,706,798
6,787,716
Semiconductors
—
3
.4
%
2,000,000
Impinj
Inc.
,
1.125
%
,
05/15/27
(a)
.............
1,980,538
300,000
Teradyne
Inc.
,
1.250
%
,
12/15/23
...............
711,600
1,097,000
Wolfspeed
Inc.
,
0.250
%
,
02/15/28
(a)
.............
1,152,947
3,845,085
Telecommunications
—
2
.2
%
750,000
Infinera
Corp.
,
2.500
%
,
03/01/27
...............
687,912
The
Gabelli
Convertible
and
Income
Securities
Fund
Inc.
Schedule
of
Investments
(Continued)
—
September
30,
2022
(Unaudited)
Principal
Amount
Market
Value
CONVERTIBLE
CORPORATE
BONDS
(Continued)
Telecommunications
(Continued)
$
1,500,000
Kaleyra
Inc.
,
6.125
%
,
06/01/26
(a)
.............
$
1,196,938
700,000
Liberty
Latin
America
Ltd.
,
2.000
%
,
07/15/24
...............
615,590
2,500,440
Transportation
—
2
.1
%
1,000,000
Atlas
Air
Worldwide
Holdings
Inc.
,
1.875
%
,
06/01/24
...............
1,604,000
800,000
Royal
Caribbean
Cruises
Ltd.
,
6.000
%
,
08/15/25
(a)
.............
846,800
2,450,800
TOTAL
CONVERTIBLE
CORPORATE
BONDS
.......................
86,659,108
Shares
MANDATORY
CONVERTIBLE
SECURITIES
(c)
—
7
.0
%
Automotive:
Parts
and
Accessories
—
1
.1
%
13,600
Aptiv
plc
,
Ser.
A
,
5.500
%
,
06/15/23
...............
1,294,720
Energy
and
Utilities
—
2
.9
%
NextEra
Energy
Inc.
38,030
6.219
%
,
09/01/23
...............
1,846,737
20,000
6.926
%
,
09/01/25
...............
920,000
11,150
Spire
Inc.
,
Ser.
A
,
7.500
%
,
03/01/24
...............
522,770
3,289,507
Financial
Services
—
2
.1
%
2,115
2020
Cash
Mandatory
Exchangeable
Trust
,
5.250
%
,
06/01/23
...............
2,384,451
Health
Care
—
0
.9
%
750
Danaher
Corp.
,
Ser.
B
,
5.000
%
,
04/15/23
...............
1,010,617
TOTAL
MANDATORY
CONVERTIBLE
SECURITIES
...................
7,979,295
COMMON
STOCKS
—
12
.1
%
Aerospace
—
0
.1
%
500
The
Boeing
Co.
†
..................
60,540
Agriculture
—
1
.1
%
15,561
Bunge
Ltd.
......................
1,284,872
Automotive:
Parts
and
Accessories
—
0.0
%
5,000
Dana
Inc.
.......................
57,150
Broadcasting
—
0
.1
%
18,000
Grupo
Televisa
SAB
,
ADR
............
96,840
Shares
Market
Value
Communications
Equipment
—
1
.5
%
8,113
American
Tower
Corp.
,
REIT
..........
$
1,741,861
Computer
Hardware
—
0
.1
%
600
International
Business
Machines
Corp.
..
71,286
Computer
Software
and
Services
—
0.0
%
4,000
Kyndryl
Holdings
Inc.
†
.............
33,080
Consumer
Products
—
0
.2
%
25,000
Swedish
Match
AB
................
247,800
Diversified
Industrial
—
0
.3
%
700
Crane
Holdings
Co.
................
61,278
1,000
ITT
Inc.
........................
65,340
3,600
Textron
Inc.
.....................
209,736
336,354
Energy
and
Energy
Services
—
0
.1
%
2,500
Halliburton
Co.
...................
61,550
Financial
Services
—
2
.0
%
600
Alleghany
Corp.
†
.................
503,622
1,500
American
Express
Co.
..............
202,365
2,500
Bank
of
America
Corp.
..............
75,500
1,900
Citigroup
Inc.
....................
79,173
500
JPMorgan
Chase
&
Co.
.............
52,250
2,000
Julius
Baer
Group
Ltd.
..............
88,173
300
Morgan
Stanley
..................
23,703
7,500
State
Street
Corp.
.................
456,075
16,000
The
Bank
of
New
York
Mellon
Corp.
....
616,320
1,200
The
PNC
Financial
Services
Group
Inc.
..
179,304
2,276,485
Food
and
Beverage
—
0
.2
%
600
Pernod
Ricard
SA
.................
111,050
600
Remy
Cointreau
SA
................
100,494
211,544
Health
Care
—
1
.4
%
2,000
ChemoCentryx
Inc.
†
...............
103,320
14,666
Enovis
Corp.
†
....................
675,663
1,200
Global
Blood
Therapeutics
Inc.
†
.......
81,720
500
Johnson
&
Johnson
...............
81,680
1,500
Merck
&
Co.
Inc.
..................
129,180
12,000
Roche
Holding
AG
,
ADR
............
487,440
1,559,003
Real
Estate
Investment
Trusts
—
1
.9
%
15,205
Crown
Castle
Inc.
.................
2,197,883
Retail
—
0
.1
%
300
Costco
Wholesale
Corp.
.............
141,681
The
Gabelli
Convertible
and
Income
Securities
Fund
Inc.
Schedule
of
Investments
(Continued)
—
September
30,
2022
(Unaudited)
(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)
At
September
30,
2022,
the
Fund
held
an
investment
in
a
restricted
and
illiquid
security
amounting
to
$956,403
or
0.84%
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.
†
Non-income
producing
security.
††
Represents
annualized
yields
at
dates
of
purchase.
Shares
Market
Value
COMMON
STOCKS
(Continued)
Semiconductors
—
2
.6
%
6,495
Broadcom
Inc.
...................
$
2,883,652
2,000
CyberOptics
Corp.
†
................
107,560
2,991,212
Telecommunications
—
0
.4
%
600
Swisscom
AG
....................
281,848
3,500
Verizon
Communications
Inc.
.........
132,895
414,743
TOTAL
COMMON
STOCKS
...........
13,783,884
Principal
Amount
U.S.
GOVERNMENT
OBLIGATIONS
—
4
.7
%
$
5,330,000
U.S.
Treasury
Bills,
2.592
%
to
3.297
%
††
,
11/17/22
to
12/22/22
......................
5,300,358
TOTAL
INVESTMENTS
—
100
.0
%
.....
(Cost
$
114,879,393
)
.............
$
113,722,645
Acquisition
Principal
Amount
Issuer
Acquisition
Date
Acquisition
Cost
09/30/22
Carrying
Value
Per
Bond
$630,000
Digitalbridge
Operating
Co.
LLC
,
5.750
%
,
07/15/25
07/17/20
$769,626
$1,518.1000
ADR
American
Depositary
Receipt
REIT
Real
Estate
Investment
Trust