1
GAMCO
Natural
Resources,
Gold
&
Income
Trust
Schedule
of
Investments
March
31,
2026
(Unaudited)
Shares
Market
Value
COMMON
STOCKS
78
.3
%
Agriculture
7
.4
%
43,000‌
Archer-Daniels-Midland
Co.
(a)
........
$
3,125,670‌
15,000‌
Bunge
Global
SA
(a)
................
1,908,000‌
40,000‌
Corteva
Inc.
(a)
...................
3,348,400‌
21,000‌
Darling
Ingredients
Inc.
............
1,298,850‌
45,100‌
Nutrien
Ltd.
(a)
...................
3,403,246‌
13,084,166‌
Energy
and
Energy
Services
20
.6
%
8,400‌
APA
Corp.
......................
356,496‌
20,200‌
Baker
Hughes
Co.
.................
1,233,210‌
26,100‌
BP
plc
,
ADR
(a)
...................
1,226,700‌
18,214‌
Chevron
Corp.
(a)
.................
3,768,476‌
12,100‌
ConocoPhillips
(a)
.................
1,597,200‌
13,800‌
Coterra
Energy
Inc.
................
484,932‌
11,200‌
Devon
Energy
Corp.
...............
563,584‌
4,100‌
Diamondback
Energy
Inc.
...........
810,939‌
29,500‌
Eni
SpA
........................
847,325‌
10,500‌
EOG
Resources
Inc.
(a)
.............
1,517,985‌
13,400‌
EQT
Corp.
......................
852,776‌
4,400‌
Expand
Energy
Corp.
...............
483,032‌
34,407‌
Exxon
Mobil
Corp.
(a)
..............
5,837,492‌
18,600‌
Halliburton
Co.
(a)
.................
725,214‌
35,000‌
Kinder
Morgan
Inc.
(a)
..............
1,173,550‌
5,500‌
Marathon
Petroleum
Corp.
(a)
.........
1,342,990‌
12,300‌
Occidental
Petroleum
Corp.
..........
799,500‌
12,000‌
ONEOK
Inc.
.....................
1,084,680‌
8,600‌
Phillips
66
......................
1,566,748‌
27,000‌
Shell
plc
,
ADR
(a)
.................
2,511,000‌
26,500‌
SLB
Ltd.
(a)
.....................
1,361,835‌
11,900‌
Suncor
Energy
Inc.
................
786,709‌
4,300‌
Targa
Resources
Corp.
.............
1,078,139‌
19,200‌
The
Williams
Companies
Inc.
(a)
.......
1,397,376‌
17,400‌
TotalEnergies
SE
..................
1,583,052‌
6,500‌
Valero
Energy
Corp.
...............
1,606,020‌
36,596,960‌
Food
and
Beverage
2
.3
%
73,000‌
Mowi
ASA
......................
1,655,578‌
36,800‌
Tyson
Foods
Inc.
,
Cl. A
(a)
...........
2,357,776‌
4,013,354‌
Health
Care
3
.2
%
60,000‌
Bayer
AG
.......................
2,731,389‌
37,500‌
Elanco
Animal
Health
Inc.
...........
897,375‌
18,200‌
Zoetis
Inc.
(a)
....................
2,151,422‌
5,780,186‌
Machinery
3
.8
%
6,000‌
AGCO
Corp.
.....................
695,220‌
80,500‌
CNH
Industrial
NV
.................
885,500‌
7,400‌
Deere
&
Co.
(a)
...................
4,168,420‌
Shares
Market
Value
10,500‌
The
Toro
Co.
.....................
$
981,120‌
6,730,260‌
Metals
and
Mining
38
.7
%
1,900‌
Agnico
Eagle
Mines
Ltd.
............
385,662‌
61,000‌
Alamos
Gold
Inc.
,
Cl. A
(a)
...........
2,710,230‌
248,000‌
Americas
Gold
&
Silver
Corp.
........
1,294,285‌
16,856‌
Anglogold
Ashanti
plc
(a)
............
1,641,100‌
52,500‌
Aris
Mining
Corp.
................
974,822‌
70,000‌
Artemis
Gold
Inc.
................
1,899,576‌
24,000‌
Aya
Gold
&
Silver
Inc.
.............
366,099‌
45,200‌
Barrick
Mining
Corp.
(a)
.............
1,843,708‌
636,965‌
Bellevue
Gold
Ltd.
................
654,816‌
50,500‌
BHP
Group
Ltd.
,
ADR
(a)
............
3,673,370‌
199,000‌
Discovery
Silver
Corp.
.............
1,278,887‌
55,800‌
DPM
Metals
Inc.
..................
1,964,693‌
55,200‌
Eldorado
Gold
Corp.
...............
1,895,016‌
48,885‌
Endeavour
Mining
plc
..............
2,931,132‌
98,245‌
Equinox
Gold
Corp.
................
1,418,836‌
40,700‌
Equinox
Gold
Corp.
................
588,522‌
112,282‌
Evolution
Mining
Ltd.
..............
977,658‌
3,100‌
Franco-Nevada
Corp.
(a)
.............
765,855‌
70,500‌
Freeport-McMoRan
Inc.
(a)
...........
4,143,990‌
57,050‌
G
Mining
Ventures
Corp.
...........
2,002,143‌
75,000‌
Glencore
plc
.....................
561,372‌
15,100‌
Gold
Fields
Ltd.
,
ADR
..............
685,540‌
78,800‌
IAMGOLD
Corp.
.................
1,483,016‌
110,000‌
K92
Mining
Inc.
.................
1,866,940‌
100,200‌
Kinross
Gold
Corp.
(a)
..............
3,058,104‌
9,000‌
Lundin
Gold
Inc.
..................
687,794‌
60,000‌
Montage
Gold
Corp.
..............
682,769‌
61,200‌
Newmont
Corp.
(a)
................
6,624,900‌
246,516‌
Northern
Star
Resources
Ltd.
.........
3,462,904‌
45,366‌
OceanaGold
Corp.
.................
1,430,345‌
93,200‌
Orla
Mining
Ltd.
..................
1,503,316‌
27,300‌
Pan
American
Silver
Corp.
...........
1,491,399‌
627,334‌
Perseus
Mining
Ltd.
...............
2,229,070‌
262,714‌
Ramelius
Resources
Ltd.
............
665,222‌
31,300‌
Rio
Tinto
plc
,
ADR
(a)
..............
2,919,977‌
6,515‌
Royal
Gold
Inc.
...................
1,658,002‌
712,417‌
Westgold
Resources
Ltd.
............
2,895,124‌
9,950‌
Wheaton
Precious
Metals
Corp.
(a)
.....
1,303,550‌
68,619,744‌
Specialty
Chemicals
2
.3
%
19,855‌
CF
Industries
Holdings
Inc.
..........
2,577,973‌
37,500‌
The
Mosaic
Co.
...................
956,250‌
8,900‌
Yara
International
ASA
..............
518,399‌
4,052,622‌
TOTAL
COMMON
STOCKS
...........
138,877,292‌
2
GAMCO
Natural
Resources,
Gold
&
Income
Trust
Schedule
of
Investments
(Continued)
March
31,
2026
(Unaudited)
Principal
Amount
Market
Value
CONVERTIBLE
CORPORATE
BONDS
0
.9
%
Metals
and
Mining
0
.9
%
$
750,000‌
Allied
Gold
Corp.
,
8.750
%
,
09/07/28
(b)
.............
$
1,505,648‌
CORPORATE
BONDS
3
.2
%
Energy
and
Energy
Services
0
.1
%
80,000‌
Devon
Energy
Corp.
,
4.500
%
,
01/15/30
...............
79,756‌
Metals
and
Mining
3
.1
%
750,000‌
AngloGold
Ashanti
Holdings
plc
,
3.750
%
,
10/01/30
...............
726,941‌
750,000‌
Freeport-McMoRan
Inc.
,
4.125
%
,
03/01/28
...............
744,884‌
374,000‌
Hecla
Mining
Co.
,
7.250
%
,
02/15/28
...............
373,955‌
500,000‌
IAMGOLD
Corp.
,
5.750
%
,
10/15/28
(b)
.............
497,878‌
1,300,000‌
Kinross
Gold
Corp.
,
6.250
%
,
07/15/33
(b)
.............
1,386,628‌
1,750,000‌
Northern
Star
Resources
Ltd.
,
6.125
%
,
04/11/33
(b)
.............
1,811,313‌
5,541,599‌
TOTAL
CORPORATE
BONDS
..........
5,621,355‌
U.S.
GOVERNMENT
OBLIGATIONS
17
.6
%
31,450,000‌
U.S.
Treasury
Bills,
3.607
%
to
3.781
%
††
,
04/23/26
to
06/25/26
(c)
....................
31,278,177‌
TOTAL
INVESTMENTS
BEFORE
OPTIONS
WRITTEN
100
.0
%
.............
(Cost
$
155,777,138
)
.............
$
177,282,472‌
(a)
Securities,
or
a
portion
thereof,
with
a
value
of
$50,990,868
were
deposited
with
the
broker
as
collateral
for
options
written.
(b)
Securities
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
securities
may
be
resold
in
transactions
exempt
from
registration,
normally
to
qualified
institutional
buyers.
(c)
At
March
31,
2026,
$6,775,000
of
the
principal
amount
was
pledged
as
collateral
for
options
written.
Non-income
producing
security.
††
Represents
annualized
yields
at
dates
of
purchase.
ADR
American
Depositary
Receipt
Geographic
Diversification
%
of
Total
Investments
*
Market
Value
Long
Positions
North
America
......................
78
.7‌
%
$
139,487,988‌
Europe
..............................
11
.7‌
20,739,465‌
Asia/Pacific
.........................
9
.2‌
16,369,479‌
South
Africa
.........................
0
.4‌
685,540‌
Total
Investments
Long
Positions
100.0‌%
$
177,282,472‌
Short
Positions
North
America
......................
(
6
.6‌
)
%
$
(
11,656,425‌
)
Europe
..............................
(
0
.2‌
)
(
255,199‌
)
Asia/Pacific
.........................
(0.0‌)
**
(
61,904‌
)
Total
Investments
Short
Positions
(6.8‌)%
$
(11,973,528‌)
*
Total
investments
exclude
options
written.
**
Amount
represents
greater
than
(0.05)%.
3
GAMCO
Natural
Resources,
Gold
&
Income
Trust
Schedule
of
Investments
(Continued)
March
31,
2026
(Unaudited)
As
of
March
31,
2026,
options
written
outstanding
were
as
follows:
Description
Counterparty
Number
of
Contracts
Notional
Amount
Exercise
Price
Expiration
Date
Market
Value
OTC
Call
Options
Written
(6.2)%
AGCO
Corp.
Pershing
LLC
20‌
USD
231,740‌
USD
117.50
04/17/26
$
6,162‌
AGCO
Corp.
Pershing
LLC
20‌
USD
231,740‌
USD
120.00
06/18/26
12,801‌
Anglogold
Ashanti
plc
Pershing
LLC
75‌
USD
730,200‌
USD
120.00
06/18/26
29,658‌
Anglogold
Ashanti
plc
Pershing
LLC
75‌
USD
730,200‌
USD
135.00
08/21/26
30,240‌
APA
Corp.
Pershing
LLC
84‌
USD
356,496‌
USD
30.00
06/18/26
108,999‌
Archer-Daniels-Midland
Co.
Pershing
LLC
160‌
USD
1,163,040‌
USD
65.00
04/17/26
127,399‌
Archer-Daniels-Midland
Co.
Pershing
LLC
140‌
USD
1,017,660‌
USD
62.50
06/18/26
160,520‌
Archer-Daniels-Midland
Co.
Pershing
LLC
130‌
USD
944,970‌
USD
70.00
08/21/26
97,921‌
Aris
Mining
Corp.
Pershing
LLC
250‌
CAD
645,750‌
CAD
30.00
08/21/26
45,926‌
Baker
Hughes
Co.
Pershing
LLC
70‌
USD
427,350‌
USD
52.00
05/15/26
69,679‌
Baker
Hughes
Co.
Pershing
LLC
74‌
USD
451,770‌
USD
57.00
07/17/26
57,279‌
Baker
Hughes
Co.
Pershing
LLC
58‌
USD
354,090‌
USD
70.00
09/18/26
20,501‌
Barrick
Mining
Corp.
Pershing
LLC
129‌
USD
526,191‌
USD
55.00
05/15/26
3,327‌
Barrick
Mining
Corp.
Pershing
LLC
151‌
USD
615,929‌
USD
50.00
07/17/26
23,006‌
Barrick
Mining
Corp.
Pershing
LLC
165‌
USD
673,035‌
USD
45.00
10/16/26
65,871‌
BHP
Group
Ltd.,
ADR
Pershing
LLC
160‌
USD
1,163,840‌
USD
60.00
05/15/26
218,547‌
BHP
Group
Ltd.,
ADR
Pershing
LLC
177‌
USD
1,287,498‌
USD
70.00
07/17/26
139,537‌
BP
plc,
ADR
Pershing
LLC
93‌
USD
437,100‌
USD
33.00
04/17/26
129,716‌
BP
plc,
ADR
Pershing
LLC
101‌
USD
474,700‌
USD
42.00
06/18/26
59,676‌
Bunge
Global
SA
Pershing
LLC
50‌
USD
636,000‌
USD
106.00
04/17/26
108,058‌
Bunge
Global
SA
Pershing
LLC
50‌
USD
636,000‌
USD
97.50
06/18/26
153,816‌
Bunge
Global
SA
Pershing
LLC
50‌
USD
636,000‌
USD
135.00
08/21/26
39,270‌
CF
Industries
Holdings
Inc.
Pershing
LLC
65‌
USD
843,960‌
USD
90.00
05/15/26
262,565‌
CF
Industries
Holdings
Inc.
Pershing
LLC
65‌
USD
843,960‌
USD
97.50
06/18/26
225,523‌
CF
Industries
Holdings
Inc.
Pershing
LLC
62‌
USD
805,008‌
USD
140.00
12/18/26
119,259‌
Chevron
Corp.
Pershing
LLC
35‌
USD
724,150‌
USD
175.00
05/15/26
111,321‌
Chevron
Corp.
Pershing
LLC
67‌
USD
1,386,230‌
USD
180.00
05/15/26
183,021‌
Chevron
Corp.
Pershing
LLC
46‌
USD
951,740‌
USD
195.00
07/17/26
92,782‌
Chevron
Corp.
Pershing
LLC
34‌
USD
703,460‌
USD
215.00
09/18/26
41,810‌
CNH
Industrial
NV
Pershing
LLC
400‌
USD
440,000‌
USD
12.50
05/15/26
5,103‌
CNH
Industrial
NV
Pershing
LLC
400‌
USD
440,000‌
USD
11.00
07/17/26
35,590‌
ConocoPhillips
Pershing
LLC
41‌
USD
541,200‌
USD
100.00
04/17/26
131,513‌
ConocoPhillips
Pershing
LLC
40‌
USD
528,000‌
USD
106.00
06/18/26
109,075‌
ConocoPhillips
Pershing
LLC
40‌
USD
528,000‌
USD
115.00
08/21/26
85,281‌
Corteva
Inc.
Pershing
LLC
150‌
USD
1,255,650‌
USD
75.00
04/17/26
137,817‌
Coterra
Energy
Inc.
Pershing
LLC
52‌
USD
182,728‌
USD
28.00
05/15/26
37,438‌
Coterra
Energy
Inc.
Pershing
LLC
17‌
USD
59,738‌
USD
35.00
09/18/26
6,217‌
Darling
Ingredients
Inc.
Pershing
LLC
70‌
USD
432,950‌
USD
40.00
06/18/26
157,945‌
Darling
Ingredients
Inc.
Pershing
LLC
70‌
USD
432,950‌
USD
45.00
08/21/26
132,295‌
Deere
&
Co.
Pershing
LLC
26‌
USD
1,464,580‌
USD
500.00
05/15/26
186,253‌
Deere
&
Co.
Pershing
LLC
26‌
USD
1,464,580‌
USD
550.00
07/17/26
130,886‌
Deere
&
Co.
Pershing
LLC
22‌
USD
1,239,260‌
USD
607.00
09/18/26
77,549‌
Devon
Energy
Corp.
Pershing
LLC
50‌
USD
251,600‌
USD
40.00
05/15/26
53,722‌
Devon
Energy
Corp.
Pershing
LLC
62‌
USD
311,984‌
USD
60.00
10/16/26
16,129‌
Diamondback
Energy
Inc.
Pershing
LLC
12‌
USD
237,348‌
USD
160.00
04/17/26
45,884‌
Diamondback
Energy
Inc.
Pershing
LLC
5‌
USD
98,895‌
USD
160.00
06/18/26
20,454‌
Diamondback
Energy
Inc.
Pershing
LLC
10‌
USD
197,790‌
USD
162.00
06/18/26
39,194‌
Diamondback
Energy
Inc.
Pershing
LLC
14‌
USD
276,906‌
USD
180.00
08/21/26
40,253‌
DPM
Metals
Inc.
Pershing
LLC
190‌
CAD
930,620‌
CAD
48.00
05/15/26
56,870‌
4
GAMCO
Natural
Resources,
Gold
&
Income
Trust
Schedule
of
Investments
(Continued)
March
31,
2026
(Unaudited)
Description
Counterparty
Number
of
Contracts
Notional
Amount
Exercise
Price
Expiration
Date
Market
Value
DPM
Metals
Inc.
Pershing
LLC
158‌
CAD
773,884‌
CAD
54.00
07/17/26
$
36,388‌
DPM
Metals
Inc.
Pershing
LLC
210‌
CAD
1,028,580‌
CAD
58.00
09/18/26
49,387‌
Elanco
Animal
Health
Inc.
Pershing
LLC
240‌
USD
574,320‌
USD
27.50
06/18/26
22,191‌
Endeavour
Mining
plc
Pershing
LLC
181‌
CAD
1,509,721‌
CAD
86.00
05/15/26
71,124‌
Endeavour
Mining
plc
Pershing
LLC
170‌
CAD
1,417,970‌
CAD
95.00
08/21/26
74,731‌
Endeavour
Mining
plc
Pershing
LLC
138‌
CAD
1,151,058‌
CAD
100.00
10/16/26
56,676‌
Eni
SpA
Morgan
Stanley
22‌
EUR
273,350‌
EUR
16.50
04/17/26
106,449‌
Eni
SpA
Morgan
Stanley
20‌
EUR
248,500‌
EUR
19.00
05/15/26
68,915‌
Eni
SpA
Morgan
Stanley
17‌
EUR
211,225‌
EUR
25.00
06/18/26
13,698‌
EOG
Resources
Inc.
Pershing
LLC
36‌
USD
520,452‌
USD
116.00
04/17/26
99,109‌
EOG
Resources
Inc.
Pershing
LLC
36‌
USD
520,452‌
USD
113.00
06/18/26
116,330‌
EOG
Resources
Inc.
Pershing
LLC
33‌
USD
477,081‌
USD
135.00
08/21/26
57,476‌
EQT
Corp.
Pershing
LLC
48‌
USD
305,472‌
USD
57.50
04/17/26
31,853‌
EQT
Corp.
Pershing
LLC
40‌
USD
254,560‌
USD
57.50
06/18/26
34,727‌
EQT
Corp.
Pershing
LLC
46‌
USD
292,744‌
USD
67.50
08/21/26
22,770‌
Equinox
Gold
Corp.
Pershing
LLC
338‌
USD
488,748‌
USD
18.50
04/17/26
1,853‌
Equinox
Gold
Corp.
Pershing
LLC
540‌
USD
780,840‌
USD
17.50
06/18/26
45,595‌
Equinox
Gold
Corp.
Pershing
LLC
438‌
USD
633,348‌
USD
19.00
08/21/26
46,942‌
Expand
Energy
Corp.
Pershing
LLC
22‌
USD
241,516‌
USD
115.00
05/15/26
8,336‌
Expand
Energy
Corp.
Pershing
LLC
22‌
USD
241,516‌
USD
125.00
09/18/26
12,373‌
Exxon
Mobil
Corp.
Pershing
LLC
74‌
USD
1,255,484‌
USD
135.00
07/17/26
275,391‌
Exxon
Mobil
Corp.
Pershing
LLC
93‌
USD
1,577,838‌
USD
145.00
07/17/26
266,668‌
Exxon
Mobil
Corp.
Pershing
LLC
32‌
USD
542,912‌
USD
170.00
09/18/26
47,128‌
FMC
Corp.
Pershing
LLC
65‌
USD
111,930‌
USD
25.00
04/17/26
0‌
Franco-Nevada
Corp.
Pershing
LLC
31‌
USD
765,855‌
USD
230.00
12/18/26
140,048‌
Freeport-McMoRan
Inc.
Pershing
LLC
268‌
USD
1,575,304‌
USD
45.00
04/17/26
374,765‌
Freeport-McMoRan
Inc.
Pershing
LLC
247‌
USD
1,451,866‌
USD
53.00
06/18/26
231,416‌
G
Mining
Ventures
Corp.
Pershing
LLC
213‌
CAD
1,039,866‌
CAD
55.00
05/15/26
39,706‌
G
Mining
Ventures
Corp.
Pershing
LLC
112‌
CAD
546,784‌
CAD
56.00
07/17/26
36,647‌
G
Mining
Ventures
Corp.
Pershing
LLC
80‌
CAD
390,560‌
CAD
60.00
07/17/26
19,970‌
G
Mining
Ventures
Corp.
Pershing
LLC
165‌
CAD
805,530‌
CAD
60.00
09/18/26
61,614‌
Glencore
plc
Morgan
Stanley
35‌
GBP
197,925‌
GBp
515.00
06/19/26
31,766‌
Glencore
plc
Morgan
Stanley
40‌
GBP
226,200‌
GBp
580.00
10/16/26
27,863‌
Gold
Fields
Ltd.,
ADR
Pershing
LLC
67‌
USD
304,180‌
USD
55.00
05/15/26
8,283‌
Gold
Fields
Ltd.,
ADR
Pershing
LLC
14‌
USD
63,560‌
USD
60.00
09/18/26
3,977‌
Gold
Fields
Ltd.,
ADR
Pershing
LLC
70‌
USD
317,800‌
USD
45.00
11/20/26
60,153‌
Halliburton
Co.
Pershing
LLC
52‌
USD
202,748‌
USD
25.00
04/17/26
72,792‌
Halliburton
Co.
Pershing
LLC
66‌
USD
257,334‌
USD
30.00
06/18/26
62,796‌
K92
Mining
Inc.
Pershing
LLC
380‌
CAD
897,180‌
CAD
25.00
04/17/26
21,331‌
K92
Mining
Inc.
Pershing
LLC
362‌
CAD
854,682‌
CAD
31.00
06/18/26
17,356‌
K92
Mining
Inc.
Pershing
LLC
358‌
CAD
845,238‌
CAD
35.00
08/21/26
19,347‌
Kinder
Morgan
Inc.
Pershing
LLC
137‌
USD
459,361‌
USD
28.00
05/15/26
73,831‌
Kinder
Morgan
Inc.
Pershing
LLC
132‌
USD
442,596‌
USD
28.50
07/17/26
70,908‌
Kinder
Morgan
Inc.
Pershing
LLC
81‌
USD
271,593‌
USD
36.00
09/18/26
10,569‌
Lundin
Gold
Inc.
Pershing
LLC
62‌
CAD
659,122‌
CAD
140.00
06/18/26
14,764‌
Marathon
Petroleum
Corp.
Pershing
LLC
24‌
USD
586,032‌
USD
210.00
06/18/26
97,445‌
Marathon
Petroleum
Corp.
Pershing
LLC
23‌
USD
561,614‌
USD
194.00
07/17/26
128,294‌
Marathon
Petroleum
Corp.
Pershing
LLC
8‌
USD
195,344‌
USD
280.00
09/18/26
10,836‌
Mowi
ASA
Morgan
Stanley
245‌
NOK
5,380,200‌
NOK
240.00
04/17/26
1,465‌
Mowi
ASA
Morgan
Stanley
245‌
NOK
5,380,200‌
NOK
242.00
05/15/26
5,043‌
Mowi
ASA
Morgan
Stanley
240‌
NOK
5,270,400‌
NOK
230.00
09/18/26
26,844‌
Newmont
Corp.
Pershing
LLC
157‌
USD
1,699,525‌
USD
123.00
04/17/26
12,580‌
5
GAMCO
Natural
Resources,
Gold
&
Income
Trust
Schedule
of
Investments
(Continued)
March
31,
2026
(Unaudited)
Description
Counterparty
Number
of
Contracts
Notional
Amount
Exercise
Price
Expiration
Date
Market
Value
Newmont
Corp.
Pershing
LLC
180‌
USD
1,948,500‌
USD
142.00
08/21/26
$
75,245‌
Newmont
Corp.
Pershing
LLC
72‌
USD
779,400‌
USD
120.00
12/18/26
99,317‌
Northern
Star
Resources
Ltd.
Morgan
Stanley
534‌
AUD
1,087,224‌
AUD
28.00
04/16/26
739‌
Nutrien
Ltd.
Pershing
LLC
170‌
USD
1,282,820‌
USD
65.00
04/17/26
183,384‌
Nutrien
Ltd.
Pershing
LLC
151‌
USD
1,139,446‌
USD
80.00
06/18/26
59,487‌
Nutrien
Ltd.
Pershing
LLC
130‌
USD
980,980‌
USD
87.50
09/18/26
51,090‌
Occidental
Petroleum
Corp.
Pershing
LLC
27‌
USD
175,500‌
USD
46.00
05/15/26
52,318‌
Occidental
Petroleum
Corp.
Pershing
LLC
25‌
USD
162,500‌
USD
55.00
05/15/26
27,637‌
Occidental
Petroleum
Corp.
Pershing
LLC
20‌
USD
130,000‌
USD
48.50
07/17/26
35,297‌
Occidental
Petroleum
Corp.
Pershing
LLC
51‌
USD
331,500‌
USD
67.50
09/18/26
31,768‌
OceanaGold
Corp.
Pershing
LLC
130‌
CAD
570,180‌
CAD
46.00
04/17/26
16,907‌
ONEOK
Inc.
Pershing
LLC
38‌
USD
343,482‌
USD
80.00
04/17/26
40,662‌
ONEOK
Inc.
Pershing
LLC
45‌
USD
406,755‌
USD
95.00
06/18/26
14,365‌
ONEOK
Inc.
Pershing
LLC
37‌
USD
334,443‌
USD
100.00
09/18/26
13,345‌
Orla
Mining
Ltd.
Pershing
LLC
466‌
USD
751,658‌
USD
17.00
10/16/26
153,406‌
Pan
American
Silver
Corp.
Pershing
LLC
89‌
USD
486,207‌
USD
60.00
04/17/26
10,945‌
Pan
American
Silver
Corp.
Pershing
LLC
95‌
USD
518,985‌
USD
75.00
08/21/26
30,943‌
Phillips
66
Pershing
LLC
22‌
USD
400,796‌
USD
139.00
04/17/26
95,318‌
Phillips
66
Pershing
LLC
22‌
USD
400,796‌
USD
135.00
06/18/26
105,190‌
Phillips
66
Pershing
LLC
17‌
USD
309,706‌
USD
170.00
08/21/26
38,874‌
Rio
Tinto
plc,
ADR
Pershing
LLC
135‌
USD
1,259,415‌
USD
92.00
04/17/26
50,791‌
Rio
Tinto
plc,
ADR
Pershing
LLC
128‌
USD
1,194,112‌
USD
105.00
06/18/26
27,902‌
Royal
Gold
Inc.
Pershing
LLC
15‌
USD
381,735‌
USD
325.00
08/21/26
15,506‌
Shell
plc,
ADR
Pershing
LLC
90‌
USD
837,000‌
USD
76.00
04/17/26
154,004‌
Shell
plc,
ADR
Pershing
LLC
93‌
USD
864,900‌
USD
87.50
06/18/26
77,843‌
Shell
plc,
ADR
Pershing
LLC
75‌
USD
697,500‌
USD
100.00
10/16/26
38,258‌
SLB
Ltd.
Pershing
LLC
79‌
USD
405,981‌
USD
40.00
05/15/26
93,560‌
SLB
Ltd.
Pershing
LLC
84‌
USD
431,676‌
USD
50.00
07/17/26
45,370‌
Suncor
Energy
Inc.
Pershing
LLC
35‌
USD
231,385‌
USD
41.50
04/17/26
86,551‌
Suncor
Energy
Inc.
Pershing
LLC
44‌
USD
290,884‌
USD
45.00
06/18/26
94,073‌
Suncor
Energy
Inc.
Pershing
LLC
40‌
USD
264,440‌
USD
60.00
08/21/26
38,891‌
Targa
Resources
Corp.
Pershing
LLC
13‌
USD
325,949‌
USD
185.00
05/15/26
86,516‌
Targa
Resources
Corp.
Pershing
LLC
17‌
USD
426,241‌
USD
200.00
07/17/26
94,135‌
Targa
Resources
Corp.
Pershing
LLC
13‌
USD
325,949‌
USD
265.00
09/18/26
22,572‌
The
Mosaic
Co.
Pershing
LLC
125‌
USD
318,750‌
USD
36.00
04/17/26
87‌
The
Mosaic
Co.
Pershing
LLC
125‌
USD
318,750‌
USD
30.00
06/18/26
13,308‌
The
Mosaic
Co.
Pershing
LLC
125‌
USD
318,750‌
USD
35.00
08/21/26
10,936‌
The
Toro
Co.
Pershing
LLC
45‌
USD
420,480‌
USD
80.00
04/17/26
61,863‌
The
Toro
Co.
Pershing
LLC
60‌
USD
560,640‌
USD
112.50
06/18/26
2,110‌
The
Williams
Companies
Inc.
Pershing
LLC
84‌
USD
611,352‌
USD
65.00
04/17/26
66,898‌
The
Williams
Companies
Inc.
Pershing
LLC
77‌
USD
560,406‌
USD
76.00
05/15/26
14,116‌
The
Williams
Companies
Inc.
Pershing
LLC
73‌
USD
531,294‌
USD
115.00
05/15/26
397,669‌
The
Williams
Companies
Inc.
Pershing
LLC
29‌
USD
211,062‌
USD
76.00
06/18/26
7,547‌
TotalEnergies
SE
Pershing
LLC
71‌
USD
645,958‌
USD
76.50
04/17/26
105,772‌
TotalEnergies
SE
Pershing
LLC
73‌
USD
664,154‌
USD
80.00
06/18/26
95,795‌
TotalEnergies
SE
Pershing
LLC
30‌
USD
272,940‌
USD
95.00
10/16/26
18,650‌
Tyson
Foods
Inc.,
Cl.
A
Pershing
LLC
120‌
USD
768,840‌
USD
62.00
05/15/26
51,495‌
Tyson
Foods
Inc.,
Cl.
A
Pershing
LLC
138‌
USD
884,166‌
USD
63.50
07/17/26
58,411‌
Tyson
Foods
Inc.,
Cl.
A
Pershing
LLC
110‌
USD
704,770‌
USD
62.50
09/18/26
64,611‌
Valero
Energy
Corp.
Pershing
LLC
22‌
USD
543,576‌
USD
190.00
05/15/26
129,727‌
Valero
Energy
Corp.
Pershing
LLC
24‌
USD
592,992‌
USD
195.00
07/17/26
138,090‌
Valero
Energy
Corp.
Pershing
LLC
19‌
USD
469,452‌
USD
275.00
09/18/26
35,533‌
6
GAMCO
Natural
Resources,
Gold
&
Income
Trust
Schedule
of
Investments
(Continued)
March
31,
2026
(Unaudited)
Description
Counterparty
Number
of
Contracts
Notional
Amount
Exercise
Price
Expiration
Date
Market
Value
Wheaton
Precious
Metals
Corp.
Pershing
LLC
62‌
USD
812,262‌
USD
135.00
04/17/26
$
27,663‌
Zoetis
Inc.
Pershing
LLC
61‌
USD
721,081‌
USD
137.50
04/17/26
1,079‌
Zoetis
Inc.
Pershing
LLC
60‌
USD
709,260‌
USD
140.00
05/15/26
3,500‌
Zoetis
Inc.
Pershing
LLC
61‌
USD
721,081‌
USD
127.50
09/18/26
44,873‌
TOTAL
OTC
CALL
OPTIONS
WRITTEN
$
10,910,119‌
OTC
Put
Options
Written
(0.1)%
State
Street
Energy
Select
Sector
SPDR
ETF
Pershing
LLC
456‌
USD
45,600‌
USD
41.50
04/17/26
$
89‌
State
Street
Energy
Select
Sector
SPDR
ETF
Pershing
LLC
510‌
USD
51,000‌
USD
58.00
09/18/26
148,377‌
TOTAL
OTC
PUT
OPTIONS
WRITTEN
$
148,466‌
Description
Number
of
Contracts
Notional
Amount
Exercise
Price
Expiration
Date
Market
Value
Exchange
Traded
Call
Options
Written
(0.4)%
AGCO
Corp.
20‌
USD
231,740‌
USD
155.00
08/21/26
$
6,600‌
Agnico
Eagle
Mines
Ltd.
11‌
USD
223,278‌
USD
190.00
04/17/26
17,600‌
Alamos
Gold
Inc.,
Cl.
A
226‌
USD
1,004,118‌
USD
48.00
06/18/26
78,648‌
Alamos
Gold
Inc.,
Cl.
A
105‌
USD
466,515‌
USD
55.00
06/18/26
17,850‌
Alamos
Gold
Inc.,
Cl.
A
220‌
USD
977,460‌
USD
65.00
09/18/26
40,260‌
Corteva
Inc.
135‌
USD
1,130,085‌
USD
80.00
05/15/26
78,300‌
Corteva
Inc.
105‌
USD
878,955‌
USD
85.00
09/18/26
67,515‌
Darling
Ingredients
Inc.
70‌
USD
432,950‌
USD
40.00
04/17/26
159,320‌
Eldorado
Gold
Corp.
13‌
USD
44,629‌
USD
42.00
05/15/26
975‌
Equinox
Gold
Corp.
73‌
USD
105,558‌
USD
20.00
04/17/26
365‌
Freeport-McMoRan
Inc.
77‌
USD
452,606‌
USD
80.00
08/21/26
16,555‌
IAMGOLD
Corp.
366‌
USD
688,812‌
USD
20.00
06/18/26
68,808‌
Kinross
Gold
Corp.
328‌
USD
1,001,056‌
USD
42.00
05/15/26
9,512‌
Newmont
Corp.
180‌
USD
1,948,500‌
USD
135.00
06/18/26
51,660‌
Pan
American
Silver
Corp.
84‌
USD
458,892‌
USD
80.00
11/20/26
33,600‌
Rio
Tinto
plc,
ADR
65‌
USD
606,385‌
USD
93.00
10/16/26
61,165‌
Royal
Gold
Inc.
21‌
USD
534,429‌
USD
300.00
04/17/26
1,680‌
Royal
Gold
Inc.
22‌
USD
559,878‌
USD
320.00
06/18/26
12,100‌
Wheaton
Precious
Metals
Corp.
37‌
USD
484,737‌
USD
160.00
06/18/26
12,580‌
TOTAL
EXCHANGE
TRADED
CALL
OPTIONS
WRITTEN
$
735,093‌
Exchange
Traded
Put
Options
Written
(0.1)%
VanEck
Gold
Miners
ETF
270‌
USD
2,477,790‌
USD
75.00
04/17/26
$
13,500‌
VanEck
Gold
Miners
ETF
555‌
USD
5,093,235‌
USD
70.00
05/15/26
49,950‌
VanEck
Gold
Miners
ETF
291‌
USD
2,670,507‌
USD
69.00
12/18/26
116,400‌
TOTAL
EXCHANGE
TRADED
PUT
OPTIONS
WRITTEN
$
179,850‌
TOTAL
OPTIONS
WRITTEN
$
11,973,528‌