# EDGAR Filing Document

**Accession Number:** 0001391839
**File Stem:** 0001752724-23-050037
**Filing Date:** 2023-3
**Character Count:** 49480
**Document Hash:** 449fbf7db25c32f21f060d78ae37bdfa
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-050037.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-050037

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Gabelli ESG Fund, Inc.
- **CENTRAL INDEX KEY:** 0001391839
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22026
- **FILM NUMBER:** 23692321

**BUSINESS ADDRESS:**
- **STREET 1:** ONE CORPORATE CENTER
- **CITY:** RYE
- **STATE:** NY
- **ZIP:** 10580
- **BUSINESS PHONE:** 1 800 422 3554

**MAIL ADDRESS:**
- **STREET 1:** ONE CORPORATE CENTER
- **CITY:** RYE
- **STATE:** NY
- **ZIP:** 10580

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Gabelli SRI Fund, Inc.
- **DATE OF NAME CHANGE:** 20130423

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Gabelli SRI Green Fund, Inc.
- **DATE OF NAME CHANGE:** 20090909

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Gabelli SRI Fund, Inc.
- **DATE OF NAME CHANGE:** 20070302

## Series and Classes Contracts Data

### Gabelli ESG Fund, Inc. (Series ID: S000017367)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000048071 | Class AAA    | ESGGX           |
| C000048072 | Class A      | ESGHX           |
| C000048073 | Class C      | ESGJX           |
| C000048074 | Class I      | ESGKX           |

## Nport-Ex

#### Gabelli

#### ESG

#### Fund,

#### Inc.

#### Schedule

#### of

#### Investments

#### —

#### December

#### 31,

#### 2022
(Unaudited)

#### Shares

#### Market

#### Value

#### COMMON

#### STOCKS

#### —

#### 98.7%

#### Automotive

#### —

#### 3.0%
8,641

Daimler

Truck

Holding

AG†

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

$

267,734

4,050

Mercedes-Benz

Group

AG

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

266,189

2,110

Toyota

Motor

Corp.,

ADR

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

288,184

822,107

#### Automotive:

#### Parts

#### and

#### Accessories

#### —

#### 0.6%
1,000

Genuine

Parts

Co.

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

173,510

#### Beverage

#### —

#### 1.6%
5,000

Danone

SA

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

263,491

2,615

The

Coca-Cola

Co.

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

166,340

429,831

#### Broadcasting

#### —

#### 0.7%
4,500

Liberty

Media

Corp.-

Liberty

SiriusXM,

Cl. C†

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

176,085

#### Building

#### and

#### Construction

#### —

#### 3.1%
22,000

Canfor

Corp.†

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

346,248

1,460

Cavco

Industries

Inc.†

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

330,325

2,500

Johnson

Controls

International

plc

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

160,000

836,573

#### Business

#### Services

#### —

#### 0.6%

Mastercard

Inc.,

Cl. A

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

71,285

Visa

Inc.,

Cl. A

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

83,104

154,389

#### Cable

#### and

#### Satellite

#### —

#### 1.2%
8,300

Comcast

Corp.,

Cl. A

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

290,251

2,400

EchoStar

Corp.,

Cl. A†

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

40,032

330,283

#### Computer

#### Hardware

#### —

#### 1.1%
2,050

International

Business

Machines

Corp.

......

288,825

#### Computer

#### Software

#### and

#### Services

#### —

#### 4.4%
4,800

Alphabet

Inc.,

Cl. A†

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

423,504

2,400

Cisco

Systems

Inc.

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

114,336

3,250

Gen

Digital

Inc.

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

69,647

10,000

Hewlett

Packard

Enterprise

Co.

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

159,600

830

Microsoft

Corp.

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

199,051

Rockwell

Automation

Inc.

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

41,211

Salesforce

Inc.†

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

37,788

1,085

VMware

Inc.,

Cl. A†

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

133,195

1,178,332

#### Consumer

#### Products

#### —

#### 4.6%
4,000

Church

&

Dwight

Co.

Inc.

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

322,440

1,000

Johnson

Outdoors

Inc.,

Cl. A

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

66,120

11,250

Sony

Group

Corp.,

ADR

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

858,150

1,246,710

#### Consumer

#### Services

#### —

#### 0.5%
8,500

Resideo

Technologies

Inc.†

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

139,825

#### Shares

#### Market

#### Value

#### Diversified

#### Industrial

#### —

#### 3.8%
10,800

ABB

Ltd.,

ADR

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

$

328,968

Agilent

Technologies

Inc.

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

59,860

16,000

Bollore

SE

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

89,404

735

Eaton

Corp.

plc

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

115,358

15,000

Flex

Ltd.†

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

321,900

950

Jacobs

Solutions

Inc.

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

114,067

1,029,557

#### Energy

#### and

#### Utilities

#### —

#### 5.1%
16,400

NextEra

Energy

Inc.

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

1,371,040

#### Entertainment

#### —

#### 3.4%
1,675

Madison

Square

Garden

Sports

Corp.

.......

307,078

1,150

The

Walt

Disney

Co.†

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

99,912

8,250

Universal

Music

Group

NV

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

198,790

33,000

Vivendi

SE

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

314,886

920,666

#### Environmental

#### Services

#### —

#### 5.2%
1,000

Ecolab

Inc.

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

145,560

16,199

Evoqua

Water

Technologies

Corp.†

...........

641,480

3,000

Waste

Connections

Inc.

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

397,680

1,500

Waste

Management

Inc.

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

235,320

1,420,040

#### Equipment

#### and

#### Supplies

#### —

#### 1.1%
15,000

Ardagh

Metal

Packaging

SA

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

72,150

10,000

Mueller

Water

Products

Inc.,

Cl. A

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

107,600

Parker-Hannifin

Corp.

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

125,130

304,880

#### Financial

#### Services

#### —

#### 17.6%
42,730

Aegon

NV

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

216,718

3,910

Ally

Financial

Inc.

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

95,600

4,800

American

Express

Co.

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

709,200

32,700

Banco

Bilbao

Vizcaya

Argentaria

SA

..........

197,211

10,000

Barclays

plc

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

19,164

1,010

Citigroup

Inc.

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

45,682

27,000

Commerzbank

AG†

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

255,379

10,796

Credit

Agricole

SA

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

113,613

62,300

Daiwa

Securities

Group

Inc.

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

276,752

1,039

Diamond

Hill

Investment

Group

Inc.

..........

192,236

1,600

Franklin

Resources

Inc.

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

42,208

18,200

ING

Groep

NV

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

221,863

1,650

Intercontinental

Exchange

Inc.

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

169,273

103,900

NatWest

Group

plc

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

333,117

6,776

NN

Group

NV

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

276,789

900

PayPal

Holdings

Inc.†

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

64,098

2,085

S&P

Global

Inc.

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

698,350

4,150

Shinhan

Financial

Group

Co.

Ltd.,

ADR

.....

115,909

2,044

Societe

Generale

SA

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

51,374

18,800

Standard

Chartered

plc

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

141,461

3,850

State

Street

Corp.

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

298,645

3,650

The

Bank

of

New

York

Mellon

Corp.

..........

166,148

#### Gabelli

#### ESG

#### Fund,

#### Inc.

#### Schedule

#### of

#### Investments
(Continued)

#### —

#### December

#### 31,

#### 2022
(Unaudited)

#### Shares

#### Market

#### Value

#### COMMON

#### STOCKS
(Continued)

#### Financial

#### Services
(Continued)

1,200

Webster

Financial

Corp.

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

$

56,808

4,757,598

#### Food

#### —

#### 9.3%
10,000

Mondelēz

International

Inc.,

Cl. A

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

666,500

9,575

Nestlé

SA

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

1,109,464

1,200

The

Hain

Celestial

Group

Inc.†

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

19,416

14,300

Unilever

plc,

ADR

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

720,005

2,515,385

#### Health

#### Care

#### —

#### 13.4%
3,200

Baxter

International

Inc.

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

163,104

600

Becton,

Dickinson

and

Co.

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

152,580

10,475

Bristol-Myers

Squibb

Co.

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

753,676

630

Cigna

Corp.

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

208,744

Danaher

Corp.

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

126,074

2,300

Gilead

Sciences

Inc.

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

197,455

1,200

GSK

plc,

ADR

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

42,168

3,400

Haleon

plc,

ADR†

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

27,200

715

HCA

Healthcare

Inc.

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

171,571

5,000

Henry

Schein

Inc.†

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

399,350

Illumina

Inc.†

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

67,737

IQVIA

Holdings

Inc.†

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

51,223

635

Laboratory

Corp.

of

America

Holdings

.......

149,530

2,950

Medtronic

plc

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

229,274

1,300

Merck

&

Co.

Inc.

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

144,235

1,175

Vertex

Pharmaceuticals

Inc.†

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

339,317

2,710

Zoetis

Inc.

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

397,151

3,620,389

#### Machinery

#### —

#### 9.9%

Caterpillar

Inc.

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

69,472

82,800

CNH

Industrial

NV

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

1,329,768

11,500

Xylem

Inc.

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

1,271,555

2,670,795

#### Real

#### Estate

#### Investment

#### Trust

#### —

#### 0.5%
1,000

Alexandria

Real

Estate

Equities

Inc.

...........

145,670

#### Retail

#### —

#### 2.5%
1,950

Lowe's

Companies

Inc.

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

388,518

875

NIKE

Inc.,

Cl. B

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

102,384

830

Target

Corp.

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

123,703

1,600

Walgreens

Boots

Alliance

Inc.

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

59,776

674,381

#### Semiconductors

#### —

#### 1.5%

Applied

Materials

Inc.

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

29,214

4,500

Intel

Corp.

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

118,935

NVIDIA

Corp.

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

53,341

1,000

QUALCOMM

Inc.

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

109,940

1,075

Teradyne

Inc.

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

93,901

405,331

#### Shares

#### Market

#### Value

#### Specialty

#### Chemicals

#### —

#### 3.2%
1,025

Air

Products

and

Chemicals

Inc.

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

$

315,966

4,500

International

Flavors

&

Fragrances

Inc.

.....

471,780

635

Rogers

Corp.†

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

75,781

863,527

#### Telecommunications

#### —

#### 0.4%
570

American

Tower

Corp.,

REIT

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

120,760

#### Transportation

#### —

#### 0.4%
1,500

Canadian

Pacific

Railway

Ltd.

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

111,885

#### TOTAL

#### COMMON

#### STOCKS

#### ..................
26,708,374

#### Principal

#### Amount

#### U.S.

#### GOVERNMENT

#### OBLIGATIONS

#### —

#### 1.3%
$

365,000

U.S.

Treasury

Bills,

4.195%

to

4.342%††,

03/09/23

to

03/30/23

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

361,743

#### TOTAL

#### INVESTMENTS

#### —

#### 100.0%
(Cost

$20,568,822)

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

$

27,070,117

†

Non-income

producing

security.

††

Represents

annualized

yields

at

dates

of

purchase.

ADR

American

Depositary

Receipt

REIT

Real

Estate

Investment

Trust

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Gabelli ESG Fund, Inc.

- **b. Investment Company Act file number:** 811-22026

- **c. CIK number of Registrant:** 0001391839

- **d. LEI of Registrant:** 54930071DONP8PQLI882

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** One Corporate Center

  - **City:** Rye

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10580-1422

  - **Telephone number:** 1-800-422-3554

**Item A.2. Information about the Series.**

- **a. Name of Series:** Gabelli ESG Fund, Inc.

- **b. EDGAR series identifier (if any):** S000017367

- **c. LEI of Series:** 54930071DONP8PQLI882

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-03-31

- **b. Date as of which information is reported:** 2022-12-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $27277885.91

**Total Liabilities:** $69509.06

**Net Assets:** $27208376.85

**Cash Not Reported:** $3485.88

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000048074 | 7.78%                | 8.87%                | -3.20%               |
| Class ID C000048073 | 7.73%                | 8.85%                | -3.13%               |
| Class ID C000048072 | 7.79%                | 8.82%                | -3.15%               |
| Class ID C000048071 | 7.69%                | 8.91%                | -3.15%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-74031.73               | $2118891.15                                |
| Month 2  | $-415356.98              | $2801142.51                                |
| Month 3  | $-7976.39                | $-916820.37                                |

### Schedule of Portfolio Investments

| Name                           | Title                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Genuine Parts Co               | Genuine Parts Co                       | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      1000 | NS      | $173510.00    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc       | Resideo Technologies Inc               | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |      8500 | NS      | $139825.00    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc             | NextEra Energy Inc                     | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16400 | NS      | $1371040.00   | 5.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                   | Alphabet Inc                           | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      4800 | NS      | $423504.00    | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                       | Visa Inc                               | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       400 | NS      | $83104.00     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone SA                      | Danone SA                              | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |      5000 | NS      | $263491.27    | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc           | Waste Management Inc                   | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      1500 | NS      | $235320.00    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware Inc                     | VMware Inc                             | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |      1085 | NS      | $133194.60    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc        | Rockwell Automation Inc                | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       160 | NS      | $41211.20     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                  | Citigroup Inc                          | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      1010 | NS      | $45682.30     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Railway Ltd   | Canadian Pacific Railway Ltd           | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1500 | NS      | $111885.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                     | Ecolab Inc                             | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      1000 | NS      | $145560.00    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                 | Lowe's Cos Inc                         | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      1950 | NS      | $388518.00    | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC              | NatWest Group PLC                      | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |    103900 | NS      | $333117.47    | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Sir | Liberty Media Corp-Liberty SiriusXM    | CUSIP: 531229607<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4500 | NS      | $176085.00    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co        | Becton Dickinson and Co                | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       600 | NS      | $152580.00    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| BBVA                           | Banco Bilbao Vizcaya Argentaria SA     | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     32700 | NS      | $197210.93    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp         | Webster Financial Corp                 | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      1200 | NS      | $56808.00     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co  | Hewlett Packard Enterprise Co          | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     10000 | NS      | $159600.00    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG         | Mercedes-Benz Group AG                 | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |      4050 | NS      | $266188.80    | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/T | Bank of New York Mellon Corp/The       | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      3650 | NS      | $166148.00    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Corp              | Toyota Motor Corp                      | CUSIP: 892331307<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |      2110 | NS      | $288183.80    | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                    | Rogers Corp                            | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |       635 | NS      | $75780.90     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                    | Target Corp                            | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       830 | NS      | $123703.20    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc     | Mondelez International Inc             | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     10000 | NS      | $666500.00    | 2.45%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc             | IQVIA Holdings Inc                     | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       250 | NS      | $51222.50     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill            | CUSIP: 912796YM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    180000 | PA      | $178158.26    | 0.65%             | 2023-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                     | Cigna Corp                             | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       630 | NS      | $208744.20    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports C | Madison Square Garden Sports Corp      | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1675 | NS      | $307077.75    | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivendi SE                     | Vivendi SE                             | CUSIP: 000000000<br>LEI: 969500FU4DRAEVJW7U54 | Long             | EC               | CORP              | FR        |     33000 | NS      | $314885.71    | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                 | Salesforce Inc                         | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       285 | NS      | $37788.15     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equitie | Alexandria Real Estate Equities Inc    | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      1000 | NS      | $145670.00    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV              | CNH Industrial NV                      | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | GB        |     82800 | NS      | $1329768.00   | 4.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The               | Coca-Cola Co/The                       | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      2615 | NS      | $166340.15    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc         | Franklin Resources Inc                 | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      1600 | NS      | $42208.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc  | Intercontinental Exchange Inc          | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      1650 | NS      | $169273.50    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The             | Walt Disney Co/The                     | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      1150 | NS      | $99912.00     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM                            | International Business Machines Corp   | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      2050 | NS      | $288824.50    | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors Inc           | Johnson Outdoors Inc                   | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $66120.00     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                   | Barclays PLC                           | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |     10000 | NS      | $19164.28     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                   | Teradyne Inc                           | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      1075 | NS      | $93901.25     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                       | NIKE Inc                               | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       875 | NS      | $102383.75    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc            | Gilead Sciences Inc                    | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      2300 | NS      | $197455.00    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                 | Merck & Co Inc                         | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      1300 | NS      | $144235.00    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc       | Agilent Technologies Inc               | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       400 | NS      | $59860.00     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc       | Baxter International Inc               | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      3200 | NS      | $163104.00    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp           | Parker-Hannifin Corp                   | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       430 | NS      | $125130.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                | Gen Digital Inc                        | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      3250 | NS      | $69647.50     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc            | PayPal Holdings Inc                    | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       900 | NS      | $64098.00     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                   | QUALCOMM Inc                           | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      1000 | NS      | $109940.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                     | Intel Corp                             | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      4500 | NS      | $118935.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                 | Microsoft Corp                         | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       830 | NS      | $199050.60    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                  | EchoStar Corp                          | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |      2400 | NS      | $40032.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc   | Walgreens Boots Alliance Inc           | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |      1600 | NS      | $59776.00     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                 | Eaton Corp PLC                         | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |       735 | NS      | $115358.25    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                    | NVIDIA Corp                            | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       365 | NS      | $53341.10     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA            | Societe Generale SA                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |      2044 | NS      | $51374.24     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Canfor Corp                    | Canfor Corp                            | CUSIP: 137576104<br>LEI: 549300DRE7WBHY02BD70 | Long             | EC               | CORP              | CA        |     22000 | NS      | $346248.15    | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc               | Henry Schein Inc                       | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      5000 | NS      | $399350.00    | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA             | Credit Agricole SA                     | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |     10796 | NS      | $113612.72    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp            | American Tower Corp                    | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       570 | NS      | $120760.20    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co            | American Express Co                    | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      4800 | NS      | $709200.00    | 2.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                   | Comcast Corp                           | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      8300 | NS      | $290251.00    | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                 | Mastercard Inc                         | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       205 | NS      | $71284.65     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                        | ABB Ltd                                | CUSIP: 000375204<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     10800 | NS      | $328968.00    | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc | Air Products and Chemicals Inc         | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      1025 | NS      | $315966.50    | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International | Johnson Controls International plc     | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |      2500 | NS      | $160000.00    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc              | Cisco Systems Inc                      | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      2400 | NS      | $114336.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                     | Zoetis Inc                             | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      2710 | NS      | $397150.50    | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc          | Applied Materials Inc                  | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       300 | NS      | $29214.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC         | Standard Chartered PLC                 | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     18800 | NS      | $141460.69    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                   | Illumina Inc                           | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       335 | NS      | $67737.00     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Aegon NV                       | Aegon NV                               | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | NL        |     42730 | NS      | $216717.68    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                 | S&P Global Inc                         | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      2085 | NS      | $698349.90    | 2.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Truck Holding AG       | Daimler Truck Holding AG               | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |      8641 | NS      | $267734.26    | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Shinhan Financial Group Co Ltd | Shinhan Financial Group Co Ltd         | CUSIP: 824596100<br>LEI: 988400EB8A6G49E5KO54 | Long             | EC               | CORP              | KR        |      4150 | NS      | $115909.50    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc           | Cavco Industries Inc                   | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1460 | NS      | $330325.00    | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                   | Danaher Corp                           | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       475 | NS      | $126074.50    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                  | Medtronic PLC                          | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      2950 | NS      | $229274.00    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| IFF                            | International Flavors & Fragrances Inc | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      4500 | NS      | $471780.00    | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                   | Unilever PLC                           | CUSIP: 904767704<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     14300 | NS      | $720005.00    | 2.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                   | Xylem Inc/NY                           | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |     11500 | NS      | $1271555.00   | 4.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Bollore SE                     | Bollore SE                             | CUSIP: 000000000<br>LEI: 969500LEKCHH6VV86P94 | Long             | EC               | CORP              | FR        |     16000 | NS      | $89403.98     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc             | HCA Healthcare Inc                     | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       715 | NS      | $171571.40    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerzbank AG                 | Commerzbank AG                         | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |     27000 | NS      | $255379.40    | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Haleon PLC                     | Haleon PLC                             | CUSIP: 405552100<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |      3400 | NS      | $27200.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Hill Investment Group  | Diamond Hill Investment Group Inc      | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |      1039 | NS      | $192235.78    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp              | State Street Corp                      | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      3850 | NS      | $298644.50    | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc         | Church & Dwight Co Inc                 | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      4000 | NS      | $322440.00    | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                        | GSK PLC                                | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      1200 | NS      | $42168.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                | Caterpillar Inc                        | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       290 | NS      | $69472.40     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products Inc     | Mueller Water Products Inc             | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     10000 | NS      | $107600.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group Inc/The   | Hain Celestial Group Inc/The           | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |      1200 | NS      | $19416.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Music Group NV       | Universal Music Group NV               | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |      8250 | NS      | $198790.59    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections Inc          | Waste Connections Inc                  | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | US        |      3000 | NS      | $397680.00    | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                | Sony Group Corp                        | CUSIP: 835699307<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     11250 | NS      | $858150.00    | 3.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa Securities Group Inc     | Daiwa Securities Group Inc             | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |     62300 | NS      | $276751.75    | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc             | Ally Financial Inc                     | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      3910 | NS      | $95599.50     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc     | Vertex Pharmaceuticals Inc             | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      1175 | NS      | $339316.50    | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc           | Jacobs Solutions Inc                   | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       950 | NS      | $114066.50    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill            | CUSIP: 912796YK9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    185000 | PA      | $183584.31    | 0.67%             | 2023-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NN Group NV                    | NN Group NV                            | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      6776 | NS      | $276788.57    | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Evoqua Water Technologies Corp | Evoqua Water Technologies Corp         | CUSIP: 30057T105<br>LEI: 529900YQAOMEZRGRRP43 | Long             | EC               | CORP              | US        |     16199 | NS      | $641480.40    | 2.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Metal Packaging SA      | Ardagh Metal Packaging SA              | CUSIP: 000000000<br>LEI: 5493009WKQTU4FN9G032 | Long             | EC               | CORP              | LU        |     15000 | NS      | $72150.00     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Hol | Laboratory Corp of America Holdings    | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |       635 | NS      | $149529.80    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd                       | Flex Ltd                               | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | US        |     15000 | NS      | $321900.00    | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                      | Nestle SA                              | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      9575 | NS      | $1109463.58   | 4.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co        | Bristol-Myers Squibb Co                | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     10475 | NS      | $753676.25    | 2.77%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                   | ING Groep NV                           | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     18200 | NS      | $221863.18    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

**Name of Applicant:** Gabelli ESG Fund, Inc.

**Signature:** John C. Ball

**Name of Signer:** John C. Ball

**Title:** Treasurer