The Gabelli Convertible and Income Securities Fund Inc.

Schedule of Investments — March 31, 2020 (Unaudited)

Principal Amount			Market Value
		CONVERTIBLE CORPORATE BONDS — 60.1%
		Aerospace — 2.8%
	$ 1,000,000	Aerojet Rocketdyne Holdings Inc., 2.250%, 12/15/23	$	1,653,842
	1,713,000	Kaman Corp., 3.250%, 05/01/24		1,676,272
				3,330,114
		Broadcasting — 0.5%
	588,000	Liberty Media Corp.-Liberty Formula One, 1.000%, 01/30/23		556,363
		Business Services — 1.7%
	1,350,000	Perficient Inc., 2.375%, 09/15/23		1,293,094
	1,056,000	Team Inc., 5.000%, 08/01/23		805,200
				2,098,294
		Cable and Satellite — 1.4%
	2,000,000	DISH Network Corp., 3.375%, 08/15/26		1,628,703
		Communications Equipment — 1.7%
	2,210,000	InterDigital Inc., 2.000%, 06/01/24(a)		2,034,637
		Computer Software and Services — 19.6%
	1,015,000	8x8 Inc., 0.500%, 02/01/24.		889,151
	500,000	Bandwidth Inc., 0.250%, 03/01/26(a)		484,516
	500,000	Blackline Inc., 0.125%, 08/01/24(a)		490,463
	1,500,000	Boingo Wireless Inc., 1.000%, 10/01/23		1,340,258
	1,205,000	Coupa Software Inc., 0.125%, 06/15/25(a)		1,334,388
	1,500,000	CSG Systems International Inc., 4.250%, 03/15/36.		1,531,374
	745,000	CyberArk Software Ltd., Zero Coupon, 11/15/24(a)		649,171
	1,025,000	Everbridge Inc., 0.125%, 12/15/24(a)		1,165,297
	1,500,000	Evolent Health Inc., 1.500%, 10/15/25		945,900
	756,000	GDS Holdings Ltd., 2.000%, 06/01/25		982,661
	435,000	i3 Verticals LLC, 1.000%, 02/15/25(a)		347,758
	1,750,000	IAC Financeco 3 Inc., 2.000%, 01/15/30(a)		1,603,381
	620,000	LivePerson Inc., 0.750%, 03/01/24(a)		571,427

Principal Amount			Market Value
	$ 1,500,000	MercadoLibre Inc., 2.000%, 08/15/28	$	1,959,375
	315,000	Nice Systems Inc., 1.250%, 01/15/24		556,566
	1,500,000	Okta Inc., 0.125%, 09/01/25(a)		1,439,063
	251,000	Pegasystems Inc., 0.750%, 03/01/25(a)		220,606
	1,515,000	Pluralsight Inc., 0.375%, 03/01/24(a)		1,121,479
	1,565,000	Proofpoint Inc., 0.250%, 08/15/24(a)		1,473,056
	1,000,000	PROS Holdings Inc., 1.000%, 05/15/24(a)		855,498
	1,165,000	Q2 Holdings Inc., 0.750%, 06/01/26(a)		1,043,662
	920,000	SailPoint Technologies Holding Inc., 0.125%, 09/15/24(a)		786,600
	1,000,000	Splunk Inc., 1.125%, 09/15/25		1,107,500
	750,000	Workiva Inc., 1.125%, 08/15/26(a)		600,884
				23,500,034
		Consumer Services — 1.7%
	1,500,000	Extra Space Storage LP, 3.125%, 10/01/35(a)		1,661,250
	655,000	The Chefs’ Warehouse Inc., 1.875%, 12/01/24(a)		407,328
				2,068,578
		Diversified Industrial — 1.3%
	600,000	Chart Industries Inc., 1.000%, 11/15/24(a)		471,914
	1,000,000	KBR Inc., 2.500%, 11/01/23		1,038,763
				1,510,677
		Electronics — 1.5%
	1,800,000	Knowles Corp., 3.250%, 11/01/21		1,857,375
		Energy and Utilities — 2.4%
	1,500,000	Cheniere Energy Inc., 4.250%, 03/15/45		742,729
	2,500,000	SunPower Corp., 4.000%, 01/15/23		2,123,960
				2,866,689
		Financial Services — 0.6%
	955,000	GOL Equity Finance SA, 3.750%, 07/15/24(a)		356,334

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The Gabelli Convertible and Income Securities Fund Inc.

Schedule of Investments (Continued) — March 31, 2020 (Unaudited)

Principal Amount			Market Value
		CONVERTIBLE CORPORATE BONDS (Continued)
		Financial Services (Continued)
	$   344,000	LendingTree Inc., 0.625%, 06/01/22	$	377,488
				733,822
		Health Care — 14.0%
	510,000	Aerie Pharmaceuticals Inc., 1.500%, 10/01/24(a)		458,728
	215,000	Bridgebio Pharma Inc., 2.500%, 03/15/27(a)		206,153
	1,000,000	Collegium Pharmaceutical Inc., 2.625%, 02/15/26		915,528
	1,000,000	CONMED Corp., 2.625%, 02/01/24		930,663
	495,000	DexCom Inc., 0.750%, 12/01/23		866,572
	1,635,000	Exact Sciences Corp., 0.375%, 03/15/27		1,381,940
	250,000	Inovio Pharmaceuticals Inc., 6.500%, 03/01/24		374,219
	1,500,000	Insulet Corp., 0.375%, 09/01/26(a)		1,523,044
	1,000,000	Integra LifeSciences Holdings Corp., 0.500%, 08/15/25(a)		888,582
	800,000	Intercept Pharmaceuticals Inc., 2.000%, 05/15/26		692,632
	750,000	Invacare Corp., 4.500%, 06/01/22		682,158
	35,000	NanoString Technologies Inc., 2.625%, 03/01/25(a)		30,179
	608,000	Neurocrine Biosciences Inc., 2.250%, 05/15/24		782,205
	1,000,000	Pacira BioSciences Inc., 2.375%, 04/01/22		966,216
	750,000	Paratek Pharmaceuticals Inc., 4.750%, 05/01/24		584,100
	200,000	Repligen Corp., 0.375%, 07/15/24		211,683
	750,000	Retrophin Inc., 2.500%, 09/15/25		592,048
	1,250,000	Supernus Pharmaceuticals Inc., 0.625%, 04/01/23		1,009,974
	1,110,000	Tabula Rasa HealthCare Inc., 1.750%, 02/15/26(a)		1,088,494

Principal Amount			Market Value
	$   900,000	Teladoc Health Inc., 1.375%, 05/15/25	$	2,620,203
				16,805,321
		Real Estate Investment Trusts — 1.5%
	2,000,000	Arbor Realty Trust Inc., 4.750%, 11/01/22(a)		1,750,089
		Semiconductors — 2.3%
	1,947,000	Rambus Inc., 1.375%, 02/01/23		1,888,656
	500,000	Teradyne Inc., 1.250%, 12/15/23		896,250
				2,784,906
		Telecommunications — 6.4%
	100,000	Gogo Inc., 6.000%, 05/15/22		70,912
	1,000,000	Harmonic Inc., 2.000%, 09/01/24(a)		984,535
		Infinera Corp.,
	2,500,000	2.125%, 09/01/24		2,107,655
	215,000	2.500%, 03/01/27(a)		196,696
	700,000	Liberty Latin America Ltd., 2.000%, 07/15/24(a)		560,437
	1,500,000	Lumentum Holdings Inc., Ser. QIB, 0.500%, 12/15/26(a)		1,530,000
	435,000	PAR Technology Corp., 2.875%, 04/15/26(a)		319,737
	500,000	Twilio Inc., 0.250%, 06/01/23		700,133
	1,250,000	Vocera Communications Inc., 1.500%, 05/15/23		1,241,406
				7,711,511
		Transportation — 0.7%
	1,000,000	Atlas Air Worldwide Holdings Inc., 1.875%, 06/01/24		827,500
		TOTAL CONVERTIBLE CORPORATE BONDS		72,064,613
Shares
		CONVERTIBLE PREFERRED STOCKS — 2.8%
		Real Estate Investment Trusts — 2.3%
	21,700	QTS Realty Trust Inc., 6.500%, Ser. B		2,789,752
		Telecommunications — 0.5%
	12,000	Cincinnati Bell Inc., 6.750%, Ser. B		528,600
		TOTAL CONVERTIBLE PREFERRED STOCKS		3,318,352

2

The Gabelli Convertible and Income Securities Fund Inc.

Schedule of Investments (Continued) — March 31, 2020 (Unaudited)

Shares			Market Value
		MANDATORY CONVERTIBLE SECURITIES (b) — 14.7%
		Consumer Products — 0.2%
	3,650	Energizer Holdings Inc., 7.500%, Ser. A, 01/15/22	$	247,835
		Diversified Industrial — 2.1%
	11,000	Colfax Corp., 5.750%, 01/15/22		1,010,240
	28,341	International Flavors & Fragrances Inc., 6.000%, 09/15/21		1,081,776
	5,425	Stanley Black & Decker Inc., 5.250%, 11/15/22		379,533
				2,471,549
		Energy and Utilities — 6.4%
	17,438	American Electric Power Co. Inc., 6.125%, 03/15/22		841,383
	33,000	CenterPoint Energy Inc., 7.000%, Ser. B, 09/01/21		950,400
	9,250	Dominion Energy Inc., 7.250%, Ser. A, 06/01/22		851,093
	25,300	DTE Energy Co., 6.250%, 11/01/22		952,798
	300	El Paso Energy Capital Trust I, 4.750%, 03/31/28		12,900
	2,060	Essential Utilities Inc., 6.000%, 04/30/22		110,334
		NextEra Energy Inc.,
	32,325	4.872%, 09/01/22		1,530,265
	17,400	5.279%, 03/01/23		767,166
		Sempra Energy,
	5,163	6.000%, Ser. A, 01/15/21		477,681
	5,000	6.750%, Ser. B, 07/15/21		469,650
	16,900	The Southern Co., 6.750%, 08/01/22		750,360
				7,714,030
		Equipment and Supplies — 0.7%
	750	Danaher Corp., 4.750%, Ser. A, 04/15/22		774,863
		Financial Services — 0.8%
	9,324	Assurant Inc., 6.500%, Ser. D, 03/15/21		992,819
		Health Care — 1.1%
	12,060	Avantor Inc., 6.250%, Ser. A, 05/15/22		522,922

Shares			Market Value
	19,990	Elanco Animal Health Inc., 5.000%, 02/01/23.	$	822,389
				1,345,311
		Real Estate Investment Trusts — 1.8%
	1,727	Crown Castle International Corp., 6.875%, Ser. A, 08/01/20		2,158,750
		Semiconductors — 1.6%
	2,085	Broadcom Inc., 8.000%, Ser. A, 09/30/22		1,948,141
		TOTAL MANDATORY CONVERTIBLE SECURITIES		17,653,298
		COMMON STOCKS — 14.9%
		Automotive: Parts and Accessories — 0.3%
	5,000	Genuine Parts Co.		336,650
		Building and Construction — 0.1%
	4,000	Herc Holdings Inc.†		81,840
		Communications Equipment — 1.5%
	8,113	American Tower Corp., REIT		1,766,606
		Computer Hardware — 0.3%
	3,000	International Business Machines Corp.		332,790
		Computer Software and Services — 1.4%
	8,987	Alibaba Group Holding Ltd., ADR†		1,747,792
		Consumer Products — 0.9%
	20,000	Swedish Match AB		1,148,339
		Energy and Utilities — 1.6%
	4,017	Bristow Group Inc.†(c)		146,098
	515,000	Bristow Group Inc., Escrow†(c)		0
	5,632	Bristow Group Inc., New York†(c)		204,836
	1,000	Chevron Corp.		72,460
	2,500	Royal Dutch Shell plc, Cl. A, ADR		87,225
	30,000	Severn Trent plc		849,594
	15,000	Tallgrass Energy LP, Cl. A		246,900
	1,000,000	Texas Competitive Electric Holdings Co. LLC, Escrow†(c)		0
	20,000	The AES Corp.		272,000
				1,879,113
		Equipment and Supplies — 0.1%
	5,500	Mueller Industries Inc.		131,670
		Financial Services — 3.4%
	2,500	American Express Co.		214,025
	3,000	American International Group Inc.		72,750
	4,500	Bank of America Corp.		95,535
	2,000	Citigroup Inc.		84,240
	2,000	JPMorgan Chase & Co.		180,060
	7,000	Julius Baer Group Ltd.		240,218

3

The Gabelli Convertible and Income Securities Fund Inc.

Schedule of Investments (Continued) — March 31, 2020 (Unaudited)

Shares			Market Value
		COMMON STOCKS (Continued)
		Financial Services (Continued)
	3,000	Morgan Stanley	$	102,000
	9,500	State Street Corp.		506,065
	20,000	The Bank of New York Mellon Corp.		673,600
	13,500	The PNC Financial Services Group Inc.		1,292,220
	20,000	Wells Fargo & Co.		574,000
				4,034,713
		Food and Beverage — 0.5%
	6,000	Maple Leaf Foods Inc.		108,804
	2,020	Pernod Ricard SA		288,396
	1,500	Remy Cointreau SA		164,856
				562,056
		Health Care — 1.8%
	4,000	Bristol-Myers Squibb Co.		222,960
	980,000	Elite Pharmaceuticals Inc.†		70,560
	1,000	Johnson & Johnson		131,130
	1,500	Merck & Co. Inc.		115,410
	40,000	Roche Holding AG, ADR		1,622,800
				2,162,860
		Hotels and Gaming — 0.2%
	5,300	Ryman Hospitality Properties Inc., REIT		190,005
		Retail — 0.2%
	800	Costco Wholesale Corp.		228,104
	5,000	Hertz Global Holdings Inc.†		30,900
				259,004
		Telecommunications — 1.0%
	1,000	Swisscom AG		540,468
	13,500	Verizon Communications Inc.		725,355
				1,265,823
		Transportation — 0.0%
	1,000	GATX Corp.		62,560

Shares			Market Value
		Wireless Communications — 1.6%
	22,566	T-Mobile US Inc.†	$	1,893,287
		TOTAL COMMON STOCKS		17,855,108
		PREFERRED STOCKS — 0.0%
		Energy and Utilities — 0.0%
	699	Bristow Group Inc., 10.00%(c)		25,423
Principal Amount
		U.S. GOVERNMENT OBLIGATIONS — 7.5%
	$8,970,000	U.S. Treasury Bills,
		0.019% to 1.633%††,
		04/16/20 to 09/10/20		8,968,871
		TOTAL INVESTMENTS — 100.0% (Cost $119,040,226)	$	119,885,665

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

(b) Mandatory convertible securities are required to be converted on the dates listed; they generally may be converted prior to these dates at the option of the holder.

(c) Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy.

† Non-income producing security.

†† Represents annualized yields at dates of purchase.

ADR American Depositary Receipt

REIT Real Estate Investment Trust

4