# EDGAR Filing Document

**Accession Number:** 0000845611
**File Stem:** 0001752724-23-049985
**Filing Date:** 2023-3
**Character Count:** 43178
**Document Hash:** cc453775d31aaddd7cdf4f4ef95e62db
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-049985.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-049985

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GABELLI CONVERTIBLE & INCOME SECURITIES FUND INC
- **CENTRAL INDEX KEY:** 0000845611
- **IRS NUMBER:** 133523423
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05715
- **FILM NUMBER:** 23692157

**BUSINESS ADDRESS:**
- **STREET 1:** ONE CORPORATE CENTER
- **CITY:** RYE
- **STATE:** NY
- **ZIP:** 10580
- **BUSINESS PHONE:** 2123098408

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GABELLI CONVERTIBLE SECURITIES FUND INC /DE
- **DATE OF NAME CHANGE:** 19970507

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GABELLI SERIES FUNDS INC
- **DATE OF NAME CHANGE:** 19920703

## 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 Convertible & Income Securities Fund Inc

- **b. Investment Company Act file number:** 811-05715

- **c. CIK number of Registrant:** 0000845611

- **d. LEI of Registrant:** 549300XKRPOM8NVRNE70

- **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 Convertible & Income Securities Fund Inc

- **c. LEI of Series:** 549300XKRPOM8NVRNE70

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

- **a. Date of fiscal year-end:** 2022-12-31

- **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:** $97652472.77

**Total Liabilities:** $17400860.99

**Net Assets:** $80251611.78

**Cash Not Reported:** $6098.99

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 77.11169000 | **5-Year:** 10.31653000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 131.92219000 | **1-Year:** 4786.35878000 | **5-Year:** 2183.74163000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | 0.00%                | 1.21%                | -2.25%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3084931.87              | $-228023.57                                |
| Month 2  | $3185077.37              | $-1618794.70                               |
| Month 3  | $891581.96               | $-3351925.81                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Costco Wholesale Corp          | Costco Wholesale Corp                  | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       200 | NS      | $91300.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST        | Pebblebrook Hotel Trust                | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |    900000 | PA      | $744750.00    | 0.93%             | 2026-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd          | Julius Baer Group Ltd                  | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |      1200 | NS      | $69898.88     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| XOMETRY INC                    | Xometry Inc                            | CUSIP: 98423FAA7<br>LEI: 5493006JFRGU7YRRXE44 | Long             | DBT              | CORP              | US        |    613000 | PA      | $520800.85    | 0.65%             | 2027-02-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| SUMMIT HOTEL PROPERTIES        | Summit Hotel Properties Inc            | CUSIP: 866082AA8<br>LEI: 254900OBQWJK6X20LS71 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1202600.00   | 1.50%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson              | Johnson & Johnson                      | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       500 | NS      | $88325.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRE INC                      | Spire Inc                              | CUSIP: 84857L606<br>LEI: 549300NXSY15DRY2R511 | Long             | EP               | CORP              | US        |     11150 | NS      | $556719.50    | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY LATIN AMERICA          | Liberty Latin America Ltd              | CUSIP: 53069QAB5<br>LEI: 213800YWQHEAX7CAVO83 | Long             | DBT              | CORP              | BM        |    700000 | PA      | $624750.00    | 0.78%             | 2024-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Express Co            | American Express Co                    | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      1200 | NS      | $177300.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMTECH CORP                   | Semtech Corp                           | CUSIP: 816850AE1<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1027500.00   | 1.28%             | 2027-11-01      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| MERCADOLIBRE INC               | MercadoLibre Inc                       | CUSIP: 58733RAD4<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |    500000 | PA      | $1015750.00   | 1.27%             | 2028-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IBM                            | International Business Machines Corp   | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       400 | NS      | $56356.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| 2020 CASH EXCH TRUST           | 2020 Cash Mandatory Exchangeable Trust | CUSIP: 901375105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1000 | NS      | $1146520.00   | 1.43%             |  |  |  | No            |                  2 | On Loan: No      |
| MARRIOTT VACATION WORLDW       | Marriott Vacations Worldwide Corp      | CUSIP: 57164YAE7<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |    900000 | PA      | $891000.00    | 1.11%             | 2027-12-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| CHART INDUSTRIES INC           | Chart Industries Inc                   | CUSIP: 16115Q407<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EP               | CORP              | US        |     35000 | NS      | $1772400.00   | 2.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC        | Akamai Technologies Inc                | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1548800.00   | 1.93%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| KALEYRA INC                    | Kaleyra Inc                            | CUSIP: 483379AA1<br>LEI: 549300Q16CZ1PDK9BL93 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1173882.92   | 1.46%             | 2026-06-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CONMED CORP                    | CONMED Corp                            | CUSIP: 207410AG6<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114500.00    | 0.14%             | 2027-06-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| 3D SYSTEMS CORP                | 3D Systems Corp                        | CUSIP: 88554DAD8<br>LEI: 5493003HHDOCCW4OP744 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1030500.00   | 1.28%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc           | Kyndryl Holdings Inc                   | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |      2500 | NS      | $27800.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORP              | DISH Network Corp                      | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $629000.00    | 0.78%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ITT Inc                        | ITT Inc                                | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |       600 | NS      | $48660.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Remy Cointreau SA              | Remy Cointreau SA                      | CUSIP: 000000000<br>LEI: 5493004V6A3Z027YT216 | Long             | EC               | CORP              | FR        |       600 | NS      | $101221.75    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill            | CUSIP: 912796YK9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    265000 | PA      | $262972.11    | 0.33%             | 2023-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LANTHEUS HOLDINGS INC          | Lantheus Holdings Inc                  | CUSIP: 516544AA1<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |    700000 | PA      | $708330.00    | 0.88%             | 2027-12-15      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Pernod Ricard SA               | Pernod Ricard SA                       | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |       600 | NS      | $118017.11    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                 | Morgan Stanley                         | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       300 | NS      | $25506.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                       | Dana Inc                               | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      3200 | NS      | $48416.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORPORATION            | Insulet Corp                           | CUSIP: 45784PAK7<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    700000 | PA      | $991900.00    | 1.24%             | 2026-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS IN       | Halozyme Therapeutics Inc              | CUSIP: 40637HAE9<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |    500000 | PA      | $591562.50    | 0.74%             | 2028-08-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| INFINERA CORP                  | Infinera Corp                          | CUSIP: 45667GAE3<br>LEI: 549300ZOF66WPV3H0H17 | Long             | DBT              | CORP              | US        |    750000 | PA      | $838264.22    | 1.04%             | 2027-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTERDIGITAL INC               | InterDigital Inc                       | CUSIP: 45867GAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1900000.00   | 2.37%             | 2027-06-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co Inc                 | Merck & Co Inc                         | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      1500 | NS      | $166425.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED CORP                    | CONMED Corp                            | CUSIP: 207410AF8<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1138000.00   | 1.42%             | 2024-02-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP             | Liberty Media Corp-Liberty Formula One | CUSIP: 531229AL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1267860.00   | 1.58%             | 2027-08-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| BLOOM ENERGY CORP              | Bloom Energy Corp                      | CUSIP: 093712AH0<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |    460000 | PA      | $621276.00    | 0.77%             | 2025-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FUBOTV INC                     | fuboTV Inc                             | CUSIP: 35953DAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    865000 | PA      | $406550.00    | 0.51%             | 2026-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc               | Crown Castle Inc                       | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      7205 | NS      | $977286.20    | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC              | Post Holdings Inc                      | CUSIP: 737446AS3<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    500000 | PA      | $527600.00    | 0.66%             | 2027-08-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| DESKTOP METAL INC              | Desktop Metal Inc                      | CUSIP: 25058XAC9<br>LEI: 254900C3ZY0EFO5PGJ27 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477750.00    | 0.60%             | 2027-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC          | Lumentum Holdings Inc                  | CUSIP: 55024UAD1<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1078125.00   | 1.34%             | 2026-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| 8X8 INC                        | 8x8 Inc                                | CUSIP: 282914AB6<br>LEI: 254900XWSOC5U1BRW939 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1157463.18   | 1.44%             | 2024-02-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co               | Wells Fargo & Co                       | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      1500 | NS      | $61935.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC             | NextEra Energy Inc                     | CUSIP: 65339F713<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     40000 | NS      | $2007600.00   | 2.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEFS' WAREHOUSE THE           | Chefs' Warehouse Inc/The               | CUSIP: 163086AD3<br>LEI: 549300JYEDC8C547E980 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004400.00   | 1.25%             | 2028-12-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Grupo Televisa SAB             | Grupo Televisa SAB                     | CUSIP: 40049J206<br>LEI: 549300O4AF0C816ILN62 | Long             | EC               | CORP              | MX        |     12000 | NS      | $54720.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PARATEK PHARMACEUTICALS        | Paratek Pharmaceuticals Inc            | CUSIP: 699374AB0<br>LEI: 5493007V5QDIWECEYV79 | Long             | DBT              | CORP              | US        |    750000 | PA      | $659400.00    | 0.82%             | 2024-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY PARTNERS        | NextEra Energy Partners LP             | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |    925000 | PA      | $867650.00    | 1.08%             | 2026-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| 2U INC                         | 2U Inc                                 | CUSIP: 90214JAB7<br>LEI: 5493008RVTXVR43PYF84 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1368150.00   | 1.70%             | 2025-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                  | Wolfspeed Inc                          | CUSIP: 977852AA0<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $951099.00    | 1.19%             | 2028-02-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Halliburton Co                 | Halliburton Co                         | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      2000 | NS      | $78700.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill            | CUSIP: 912796YM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15175000 | PA      | $15019730.77  | 18.72%            | 2023-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VERITONE INC                   | Veritone Inc                           | CUSIP: 92347MAB6<br>LEI: 549300XTAS2FCSL4EL89 | Long             | DBT              | CORP              | US        |   1118000 | PA      | $679185.00    | 0.85%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ZSCALER INC.                   | Zscaler Inc                            | CUSIP: 98980GAB8<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |    585000 | PA      | $617175.00    | 0.77%             | 2025-07-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BANDWIDTH INC                  | Bandwidth Inc                          | CUSIP: 05988JAB9<br>LEI: 549300QC70JB7MUGXM66 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1327900.00   | 1.65%             | 2026-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                  | Boeing Co/The                          | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       400 | NS      | $76196.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD            | NCL Corp Ltd                           | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    472000 | PA      | $322753.60    | 0.40%             | 2027-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY INTL INC        | Sunnova Energy International Inc       | CUSIP: 86745KAG9<br>LEI: 549300JK1Y1VVC3JU540 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1145625.00   | 1.43%             | 2028-02-15      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Match Group Financeco 3 Inc    | Match Group Financeco 3 Inc            | CUSIP: 44932KAA4<br>LEI: 5493003IEL8HSZKWUI17 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1300500.00   | 1.62%             | 2030-01-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| STRIDE INC                     | Stride Inc                             | CUSIP: 86333MAA6<br>LEI: 254900BRWS3AFONWU277 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $953814.00    | 1.19%             | 2027-09-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP              | DISH Network Corp                      | CUSIP: 25470MAF6<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1286000.00   | 1.60%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CUTERA INC                     | Cutera Inc                             | CUSIP: 232109AF5<br>LEI: 529900NPKPEWJWR21Z42 | Long             | DBT              | CORP              | US        |    560000 | PA      | $572936.00    | 0.71%             | 2029-06-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc     | Verizon Communications Inc             | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      2000 | NS      | $78800.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EDGIO INC                      | Edgio Inc                              | CUSIP: 53261MAB0<br>LEI: 529900BNCMDQGEKW5M59 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1332240.75   | 1.66%             | 2025-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY TRUST INC         | Arbor Realty Trust Inc                 | CUSIP: 038923AZ1<br>LEI: 549300ASFUWYQO0RW077 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998500.00    | 1.24%             | 2025-08-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                  | Citigroup Inc                          | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      1000 | NS      | $45230.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLFSPEED INC                  | Wolfspeed Inc                          | CUSIP: 977852AC6<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90550.00     | 0.11%             | 2029-12-01      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| VERINT SYSTEMS INC             | Verint Systems Inc                     | CUSIP: 92343XAC4<br>LEI: 549300KEQJS5FRVUCO94 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $1745625.00   | 2.18%             | 2026-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ORMAT TECHNOLOGIES INC         | Ormat Technologies Inc                 | CUSIP: 686688AA0<br>LEI: 5493000TSHHWY24VHM09 | Long             | DBT              | CORP              | US        |    950000 | PA      | $1109600.00   | 1.38%             | 2027-07-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co            | JPMorgan Chase & Co                    | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       500 | NS      | $67050.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| REDWOOD TRUST INC              | Redwood Trust Inc                      | CUSIP: 758075AE5<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | DBT              | CORP              | US        |    750000 | PA      | $638475.00    | 0.80%             | 2027-06-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| MAKEMYTRIP LIMITED             | MakeMyTrip Ltd                         | CUSIP: 56087FAB0<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | DBT              | CORP              | MU        |    800000 | PA      | $798400.00    | 0.99%             | 2028-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES INC         | Array Technologies Inc                 | CUSIP: 04271TAB6<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |   1208000 | PA      | $1233972.00   | 1.54%             | 2028-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Textron Inc                    | Textron Inc                            | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      3600 | NS      | $254880.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAEMAR HOTELS & RESORTS       | Braemar Hotels & Resorts Inc           | CUSIP: 10482BAB7<br>LEI: 549300JDUUEBN868C776 | Long             | DBT              | CORP              | US        |    275000 | PA      | $260804.77    | 0.32%             | 2026-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BIGBEAR.AI HOLDINGS INC        | BigBear.ai Holdings Inc                | CUSIP: 08975BAA7<br>LEI: 549300XGCF2ELN28CS63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $675000.00    | 0.84%             | 2026-12-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DIGITALBRIDGE OPERATE          | Digitalbridge Operating Co LLC         | CUSIP: 19626LAA5<br>LEI: 5493003D7P9HVU22YM89 | Long             | DBT              | CORP              | US        |    125000 | PA      | $172436.62    | 0.21%             | 2025-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP           | JetBlue Airways Corp                   | CUSIP: 477143AP6<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |    585000 | PA      | $429435.08    | 0.54%             | 2026-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill            | CUSIP: 912796YL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1285000 | PA      | $1274356.35   | 1.59%             | 2023-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NICE LTD                       | Nice Ltd                               | CUSIP: 653656AB4<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | DBT              | CORP              | IL        |    840000 | PA      | $795900.00    | 0.99%             | 2025-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD            | NCL Corp Ltd                           | CUSIP: 62886HAX9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    470000 | PA      | $476345.00    | 0.59%             | 2025-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp           | Bank of America Corp                   | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      2500 | NS      | $82800.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIUS GBL INFASTRUCTURE       | Radius Global Infrastructure Inc       | CUSIP: 750481AA1<br>LEI: 213800NT341MQ5USBX63 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1763692.30   | 2.20%             | 2026-09-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Swisscom AG                    | Swisscom AG                            | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |       300 | NS      | $164364.89    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY             | Ford Motor Co                          | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $948500.00    | 1.18%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| I3 VERTICALS LLC               | i3 Verticals LLC                       | CUSIP: 44933TAB2<br>LEI: 549300VET627YPCK1T69 | Long             | DBT              | CORP              | US        |   1992000 | PA      | $1807740.00   | 2.25%             | 2025-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PETIQ INC                      | PetIQ Inc                              | CUSIP: 71639TAB2<br>LEI: 549300GROACFGKVYOX14 | Long             | DBT              | CORP              | US        |    850000 | PA      | $709750.00    | 0.88%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UPSTART HOLDINGS INC           | Upstart Holdings Inc                   | CUSIP: 91680MAB3<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $927500.00    | 1.16%             | 2026-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| OKTA INC                       | Okta Inc                               | CUSIP: 679295AD7<br>LEI: 549300N8J06I8MRHU620 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1325250.00   | 1.65%             | 2025-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SAREPTA THERAPEUTICS INC       | Sarepta Therapeutics Inc               | CUSIP: 803607AC4<br>LEI: 549300IKDPIED8J8IG21 | Long             | DBT              | CORP              | US        |    705000 | PA      | $816037.50    | 1.02%             | 2027-09-15      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group I | PNC Financial Services Group Inc/The   | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       300 | NS      | $47382.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES CO          | Southwest Airlines Co                  | CUSIP: 844741BG2<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1204750.00   | 1.50%             | 2025-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| COHERUS BIOSCIENCES INC        | Coherus Biosciences Inc                | CUSIP: 19249HAB9<br>LEI: 5493007IL8W5MV932D26 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $785712.50    | 0.98%             | 2026-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Crane Holdings Co              | Crane Holdings Co                      | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |       500 | NS      | $50225.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI GROUP INC                  | HCI Group Inc                          | CUSIP: 40416EAE3<br>LEI: 549300CZF7EZJH0MPH74 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1345312.50   | 1.68%             | 2042-06-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SOFI TECHNOLOGIES INC          | SoFi Technologies Inc                  | CUSIP: 83406FAA0<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1206625.00   | 1.50%             | 2026-10-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC            | Shift4 Payments Inc                    | CUSIP: 82452JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1602956.25   | 2.00%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INDIE SEMICONDUCTOR INC        | indie Semiconductor Inc                | CUSIP: 45569UAA9<br>LEI: 254900L1MFXFYGB1PV53 | Long             | DBT              | CORP              | US        |    700000 | PA      | $692300.00    | 0.86%             | 2027-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Roche Holding AG               | Roche Holding AG                       | CUSIP: 771195104<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      8000 | NS      | $313200.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| INFINERA CORP                  | Infinera Corp                          | CUSIP: 45667GAF0<br>LEI: 549300ZOF66WPV3H0H17 | Long             | DBT              | CORP              | US        |    250000 | PA      | $311100.00    | 0.39%             | 2028-08-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp              | State Street Corp                      | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      6200 | NS      | $480934.00    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| LENDINGTREE INC                | LendingTree Inc                        | CUSIP: 52603BAD9<br>LEI: 549300ISY5YHUJZTON08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $366300.00    | 0.46%             | 2025-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DANIMER SCIENTIFIC INC         | Danimer Scientific Inc                 | CUSIP: 236272AA8<br>LEI: 549300L6Q02MAX72BH35 | Long             | DBT              | CORP              | US        |    233000 | PA      | $90520.50     | 0.11%             | 2026-12-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| CARDLYTICS INC                 | Cardlytics Inc                         | CUSIP: 14161WAB1<br>LEI: 549300JETJBH94EIPC66 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $622800.00    | 0.78%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | 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        |     13000 | NS      | $591760.00    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN OIL AND GAS INC       | Northern Oil and Gas Inc               | CUSIP: 665531AH2<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1080000.00   | 1.35%             | 2029-04-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| IMPINJ INC                     | Impinj Inc                             | CUSIP: 453204AD1<br>LEI: 549300M26VGKSMMWWN17 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1205000.00   | 1.50%             | 2027-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| PAR TECHNOLOGY CORP            | PAR Technology Corp                    | CUSIP: 698884AC7<br>LEI: 549300HYPTHBJQINVG57 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $942500.00    | 1.17%             | 2026-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CUTERA INC                     | Cutera Inc                             | CUSIP: 232109AC2<br>LEI: 529900NPKPEWJWR21Z42 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1335000.00   | 1.66%             | 2028-06-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC          | Lumentum Holdings Inc                  | CUSIP: 55024UAE9<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |    870000 | PA      | $662853.00    | 0.83%             | 2028-06-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| PERFICIENT INC                 | Perficient Inc                         | CUSIP: 71375UAF8<br>LEI: 549300HTBXKL2755T650 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2332500.00   | 2.91%             | 2026-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Gabelli Convertible & Income Securities Fund Inc

**Signature:** John C. Ball

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

**Title:** Treasurer