GAMCO Global Gold, Natural Resources & Income Trust
Schedule of Investments — March 31, 2021 (Unaudited)
| | | | | | | | |
Shares | | | | | Market Value | |
| | | | COMMON STOCKS — 85.7% | | | | |
| | | | Energy and Energy Services — 31.9% | | | | |
| | 75,600 | | | APA Corp. | | $ | 1,353,240 | |
| | 183,975 | | | Baker Hughes Co. | | | 3,975,700 | |
| | 391,500 | | | BP plc, ADR(a) | | | 9,533,025 | |
| | 163,000 | | | Cabot Oil & Gas Corp.(a) | | | 3,061,140 | |
| | 315,148 | | | Chevron Corp.(a) | | | 33,024,359 | |
| | 160,500 | | | ConocoPhillips(a) | | | 8,501,685 | |
| | 139,300 | | | Devon Energy Corp.(a) | | | 3,043,705 | |
| | 48,000 | | | Diamondback Energy Inc. | | | 3,527,520 | |
| | 450,000 | | | Eni SpA | | | 5,537,841 | |
| | 139,500 | | | EOG Resources Inc.(a) | | | 10,117,935 | |
| | 555,100 | | | Exxon Mobil Corp.(a) | | | 30,991,233 | |
| | 194,000 | | | Halliburton Co.(a) | | | 4,163,240 | |
| | 17,700 | | | Helmerich & Payne Inc.(a) | | | 477,192 | |
| | 25,500 | | | Hess Corp. | | | 1,804,380 | |
| | 45,500 | | | HollyFrontier Corp.(a) | | | 1,627,990 | |
| | 500,008 | | | Kinder Morgan Inc.(a) | | | 8,325,133 | |
| | 158,994 | | | Marathon Petroleum Corp. | | | 8,504,589 | |
| | 65,661 | | | Occidental Petroleum Corp.(a) | | | 1,747,896 | |
| | 107,000 | | | ONEOK Inc.(a) | | | 5,420,620 | |
| | 94,000 | | | Phillips 66(a) | | | 7,664,760 | |
| | 52,400 | | | Pioneer Natural Resources Co.(a) | | | 8,322,168 | |
| | 1,084,000 | | | Royal Dutch Shell plc, Cl. A | | | 21,127,861 | |
| | 337,000 | | | Schlumberger NV(a) | | | 9,163,030 | |
| | 179,000 | | | Suncor Energy Inc.(a) | | | 3,741,100 | |
| | 90,000 | | | Sunoco LP(a) | | | 2,865,600 | |
| | 343,000 | | | The Williams Companies Inc.(a) | | | 8,125,670 | |
| | 376,000 | | | TOTAL SE, ADR(a) | | | 17,499,040 | |
| | 114,500 | | | Valero Energy Corp.(a) | | | 8,198,200 | |
| | | | | | | | |
| | | | | | | 231,445,852 | |
| | | | | | | | |
| | |
| | | | Metals and Mining — 53.8% | | | | |
| | 405,000 | | | Agnico Eagle Mines Ltd.(a) | | | 23,413,050 | |
| | 2,187,692 | | | Alamos Gold Inc., Cl. A(a) | | | 17,085,875 | |
| | 185,000 | | | AngloGold Ashanti Ltd., ADR | | | 4,064,450 | |
| | 2,349,000 | | | B2Gold Corp.(a) | | | 10,124,190 | |
| | 1,517,019 | | | Barrick Gold Corp.(a) | | | 30,036,976 | |
| | 2,400,000 | | | Belo Sun Mining Corp.† | | | 1,527,811 | |
| | 201,100 | | | BHP Group Ltd., ADR(a) | | | 13,954,329 | |
| | 665,000 | | | Centamin plc | | | 953,440 | |
| | 672,500 | | | Centerra Gold Inc. | | | 5,950,664 | |
| | 425,000 | | | Dundee Precious Metals Inc. | | | 2,593,897 | |
| | 662,000 | | | Eldorado Gold Corp.† | | | 7,142,980 | |
| | 939,741 | | | Endeavour Mining Corp. | | | 18,941,386 | |
| | 600,000 | | | Equinox Gold Corp.† | | | 4,794,000 | |
| | 2,749,000 | | | Evolution Mining Ltd. | | | 8,519,052 | |
| | 195,500 | | | Franco-Nevada Corp.(a) | | | 24,494,195 | |
| | 715,000 | | | Freeport-McMoRan Inc.†(a) | | | 23,544,950 | |
| | 327,659 | | | Fresnillo plc | | | 3,903,684 | |
| | 500,000 | | | Gold Fields Ltd., ADR | | | 4,745,000 | |
| | 4,604,079 | | | Gold Road Resources Ltd. | | | 3,846,731 | |
| | 522,276 | | | Harmony Gold Mining Co. Ltd., ADR† | | | 2,277,123 | |
| | | | | | | | |
Shares | | | | | Market Value | |
| | 3,076,832 | | | Hochschild Mining plc | | $ | 8,301,047 | |
| | 1,010,000 | | | Kinross Gold Corp. | | | 6,736,700 | |
| | 559,065 | | | Kirkland Lake Gold Ltd.(a) | | | 18,896,397 | |
| | 40,000 | | | Labrador Iron Ore Royalty Corp. | | | 1,178,642 | |
| | 622,999 | | | Newcrest Mining Ltd. | | | 11,555,518 | |
| | 550,000 | | | Newmont Corp.(a) | | | 33,148,500 | |
| | 410,015 | | | Northern Dynasty Minerals Ltd.† | | | 259,949 | |
| | 2,771,626 | | | Northern Star Resources Ltd. | | | 19,957,187 | |
| | 1,928,500 | | | OceanaGold Corp.† | | | 2,869,655 | |
| | 465,000 | | | Osisko Gold Royalties Ltd. | | | 5,121,031 | |
| | 36,700 | | | Pan American Silver Corp. | | | 1,102,101 | |
| | 692,000 | | | Pretium Resources Inc.† | | | 7,176,040 | |
| | 300,000 | | | Rio Tinto plc, ADR(a) | | | 23,295,000 | |
| | 68,000 | | | Royal Gold Inc.(a) | | | 7,318,160 | |
| | 350,032 | | | SSR Mining Inc. | | | 4,998,457 | |
| | 1,065,000 | | | Wesdome Gold Mines Ltd.† | | | 7,067,797 | |
| | 54 | | | Westgold Resources Ltd.† | | | 82 | |
| | 434,450 | | | Wheaton Precious Metals Corp.(a) | | | 16,600,335 | |
| | 550,000 | | | Yamana Gold Inc. | | | 2,387,000 | |
| | | | | | | | |
| | | | | | | 389,883,381 | |
| | | | | | | | |
| | |
| | | | TOTAL COMMON STOCKS | | | 621,329,233 | |
| | | | | | | | |
| | |
| | | | RIGHTS — 0.0% | | | | |
| | | | Metals and Mining — 0.0% | | | | |
| | 269,700 | | | Pan American Silver Corp., CVR† | | | 234,639 | |
| | | | | | | | |
| | |
| | | | WARRANTS — 0.0% | | | | |
| | | | Energy and Energy Services — 0.0% | | | | |
| | 7,207 | | | Occidental Petroleum Corp., expire 08/03/27† | | | 85,835 | |
| | | | | | | | |
| | |
Principal
Amount | | | | | | |
| | | | CONVERTIBLE CORPORATE BONDS — 0.7% | | | | |
| | | | Metals and Mining — 0.7% | | | | |
| | $ 1,300,000 | | | Fortuna Silver Mines Inc., 4.650%, 10/31/24 | | | 2,093,780 | |
| | 2,000,000 | | | Osisko Gold Royalties Ltd., 4.000%, 12/31/22 | | | 1,604,201 | |
| | 1,000,000 | | | Pretium Resources Inc., 2.250%, 03/15/22 | | | 1,031,250 | |
| | | | | | | | |
| | | | | | | 4,729,231 | |
| | | | | | | | |
| | |
| | | | TOTAL CONVERTIBLE CORPORATE BONDS | | | 4,729,231 | |
| | | | | | | | |
| | |
| | | | CORPORATE BONDS — 0.3% | | | | |
| | | | Metals and Mining — 0.3% | | | | |
| | 2,000,000 | | | IAMGOLD Corp., 5.750%, 10/15/28(b) | | | 2,028,100 | |
| | | | | | | | |
| | |
| | | | U.S. GOVERNMENT OBLIGATIONS — 13.3% | | | | |
| | | | U.S. Cash Management Bill — 0.8% | | | | |
| | 5,635,000 | | | 0.005%††, 04/20/2021 | | | 5,634,955 | |
| | | | | | | | |
1
GAMCO Global Gold, Natural Resources & Income Trust
Schedule of Investments (Continued) — March 31, 2021 (Unaudited)
| | | | | | | | |
Principal Amount | | | | | Market Value | |
| | | | U.S. GOVERNMENT OBLIGATIONS (Continued) | | | | |
| | | | U.S. Treasury Bills — 12.5% | | | | |
| | $90,664,000 | | | 0.010% to 0.090%†††, 04/22/21 to 09/23/21(c) | | $ | 90,661,377 | |
| | | | | | | | |
| | |
| | | | TOTAL U.S. GOVERNMENT OBLIGATIONS | | | 96,296,332 | |
| | | | | | | | |
| | |
| | | | TOTAL INVESTMENTS BEFORE OPTIONS
WRITTEN — 100.0% | | | | |
| | | | (Cost $869,446,257) | | $ | 724,703,370 | |
| | | | | | | | |
| (a) | Securities, or a portion thereof, with a value of $291,464,944 were deposited with the broker as collateral for options written. |
| (b) | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. This security may be resold in transactions exempt from registration, normally to qualified institutional buyers. |
| (c) | At March 31, 2021, $74,205,000 of the principal amount was pledged as collateral for options written. |
| † | Non-income producing security. |
| †† | Represents annualized yield at date of purchase. |
| ††† | Represents annualized yields at dates of purchase. |
| ADR | American Depositary Receipt |
| CVR | Contingent Value Right |
| | | | | | | | |
Geographic Diversification | | % of Total Investments* | | | Market Value | |
Long Positions | | | | | | | | |
United States | | | 46.1% | | | $ | 334,400,762 | |
Canada | | | 28.9 | | | | 209,421,158 | |
Europe | | | 10.8 | | | | 77,946,207 | |
Asia/Pacific | | | 8.4 | | | | 60,702,553 | |
Latin America | | | 4.3 | | | | 31,146,117 | |
South Africa | | | 1.5 | | | | 11,086,573 | |
| | | | | | | | |
Total Investments — Long Positions | | | 100.0% | | | $ | 724,703,370 | |
| | | | | | | | |
| | |
Short Positions | | | | | | | | |
United States | | | (5.6)% | | | $ | (40,166,413 | ) |
Canada | | | (0.2) | | | | (1,596,485 | ) |
Europe | | | (0.2) | | | | (1,335,472 | ) |
Asia/Pacific | | | (0.0)** | | | | (277,551 | ) |
| | | | | | | | |
Total Investments — Short Positions | | | (6.0)% | | | $ | (43,375,921 | ) |
| | | | | | | | |
| * | Total investments exclude options written. |
| ** | Amount represents greater than (0.05)%. |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| Description | | Counterparty | | Number of Contracts | | | Notional Amount | | | Exercise Price | | | Expiration Date | | | Market Value | |
OTC Call Options Written — (4.9)% | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Agnico Eagle Mines Ltd. | | Pershing LLC | | | 700 | | | | USD | | | | 4,046,700 | | | | USD | | | | 70.00 | | | | 06/18/21 | | | $ | 64,851 | |
Agnico Eagle Mines Ltd. | | Pershing LLC | | | 500 | | | | USD | | | | 2,890,500 | | | | USD | | | | 77.00 | | | | 06/18/21 | | | | 20,554 | |
Agnico Eagle Mines Ltd. | | Pershing LLC | | | 1,450 | | | | USD | | | | 8,382,450 | | | | USD | | | | 77.00 | | | | 08/20/21 | | | | 137,205 | |
Agnico Eagle Mines Ltd. | | Pershing LLC | | | 1,400 | | | | USD | | | | 8,093,400 | | | | USD | | | | 60.00 | | | | 10/15/21 | | | | 760,644 | |
Agnico Eagle Mines Ltd. | | Pershing LLC | | | 500 | | | | USD | | | | 2,890,500 | | | | USD | | | | 66.00 | | | | 10/15/21 | | | | 174,321 | |
Alamos Gold Inc., Cl. A | | Pershing LLC | | | 2,577 | | | | USD | | | | 2,012,637 | | | | USD | | | | 9.00 | | | | 05/21/21 | | | | 72,179 | |
Alamos Gold Inc., Cl. A | | Pershing LLC | | | 3,000 | | | | USD | | | | 2,343,000 | | | | USD | | | | 11.25 | | | | 05/21/21 | | | | 17,973 | |
Alamos Gold Inc., Cl. A | | Pershing LLC | | | 7,300 | | | | USD | | | | 5,701,300 | | | | USD | | | | 11.25 | | | | 07/16/21 | | | | 150,777 | |
Alamos Gold Inc., Cl. A | | Pershing LLC | | | 3,000 | | | | USD | | | | 2,343,000 | | | | USD | | | | 9.50 | | | | 11/19/21 | | | | 262,830 | |
Apache Corp. | | Pershing LLC | | | 252 | | | | USD | | | | 451,080 | | | | USD | | | | 20.00 | | | | 09/17/21 | | | | 0 | |
B2Gold Corp. | | Pershing LLC | | | 2,700 | | | | USD | | | | 1,163,700 | | | | USD | | | | 5.50 | | | | 04/16/21 | | | | 1,317 | |
B2Gold Corp. | | Pershing LLC | | | 5,500 | | | | USD | | | | 2,370,500 | | | | USD | | | | 7.00 | | | | 04/16/21 | | | | 2 | |
B2Gold Corp. | | Pershing LLC | | | 8,400 | | | | USD | | | | 3,620,400 | | | | USD | | | | 6.00 | | | | 06/18/21 | | | | 80,000 | |
B2Gold Corp. | | Pershing LLC | | | 5,500 | | | | USD | | | | 2,370,500 | | | | USD | | | | 6.50 | | | | 08/20/21 | | | | 95,860 | |
B2Gold Corp. | | Pershing LLC | | | 5,500 | | | | USD | | | | 2,370,500 | | | | USD | | | | 5.50 | | | | 10/15/21 | | | | 208,175 | |
Baker Hughes Co. | | Pershing LLC | | | 800 | | | | USD | | | | 1,728,800 | | | | USD | | | | 21.00 | | | | 04/16/21 | | | | 90,053 | |
Baker Hughes Co. | | Pershing LLC | | | 520 | | | | USD | | | | 1,123,720 | | | | USD | | | | 22.00 | | | | 06/18/21 | | | | 74,272 | |
Baker Hughes Co. | | Pershing LLC | | | 520 | | | | USD | | | | 1,123,720 | | | | USD | | | | 24.00 | | | | 08/20/21 | | | | 62,311 | |
Barrick Gold Corp. | | Pershing LLC | | | 4,650 | | | | USD | | | | 9,207,000 | | | | USD | | | | 27.50 | | | | 04/16/21 | | | | 3,554 | |
Barrick Gold Corp. | | Pershing LLC | | | 1,200 | | | | USD | | | | 2,376,000 | | | | USD | | | | 21.00 | | | | 06/18/21 | | | | 97,995 | |
2
GAMCO Global Gold, Natural Resources & Income Trust
Schedule of Investments (Continued) — March 31, 2021 (Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Description | | Counterparty | | Number of
Contracts | | | Notional Amount | | | Exercise Price | | | Expiration
Date | | | Market
Value | |
Barrick Gold Corp. | | Pershing LLC | | | 4,070 | | | | USD | | | | 8,058,600 | | | | USD | | | | 28.00 | | | | 06/18/21 | | | $ | 43,013 | |
Barrick Gold Corp. | | Pershing LLC | | | 4,400 | | | | USD | | | | 8,712,000 | | | | USD | | | | 23.00 | | | | 08/20/21 | | | | 309,624 | |
Barrick Gold Corp. | | Pershing LLC | | | 850 | | | | USD | | | | 1,683,000 | | | | USD | | | | 26.00 | | | | 08/20/21 | | | | 27,512 | |
Barrick Gold Corp. | | Pershing LLC | | | 2,325 | | | | USD | | | | 4,603,500 | | | | USD | | | | 23.00 | | | | 10/15/21 | | | | 217,790 | |
BHP Group Ltd., ADR | | Pershing LLC | | | 670 | | | | USD | | | | 4,649,130 | | | | USD | | | | 52.50 | | | | 05/21/21 | | | | 1,164,812 | |
BHP Group Ltd., ADR | | Pershing LLC | | | 670 | | | | USD | | | | 4,649,130 | | | | USD | | | | 65.00 | | | | 08/20/21 | | | | 514,205 | |
BHP Group Ltd., ADR | | Pershing LLC | | | 670 | | | | USD | | | | 4,649,130 | | | | USD | | | | 72.00 | | | | 09/17/21 | | | | 242,140 | |
BP plc, ADR | | Pershing LLC | | | 1,120 | | | | USD | | | | 2,727,200 | | | | USD | | | | 25.00 | | | | 05/21/21 | | | | 104,479 | |
BP plc, ADR | | Pershing LLC | | | 1,350 | | | | USD | | | | 3,287,250 | | | | USD | | | | 26.00 | | | | 07/16/21 | | | | 152,335 | |
BP plc, ADR | | Pershing LLC | | | 1,445 | | | | USD | | | | 3,518,575 | | | | USD | | | | 25.00 | | | | 09/17/21 | | | | 272,507 | |
Cabot Oil & Gas Corp. | | Pershing LLC | | | 575 | | | | USD | | | | 1,079,850 | | | | USD | | | | 20.00 | | | | 04/16/21 | | | | 9,902 | |
Cabot Oil & Gas Corp. | | Pershing LLC | | | 550 | | | | USD | | | | 1,032,900 | | | | USD | | | | 21.00 | | | | 06/18/21 | | | | 25,204 | |
Cabot Oil & Gas Corp. | | Pershing LLC | | | 550 | | | | USD | | | | 1,032,900 | | | | USD | | | | 20.00 | | | | 08/20/21 | | | | 60,366 | |
Chevron Corp. | | Pershing LLC | | | 708 | | | | USD | | | | 7,419,132 | | | | USD | | | | 80.00 | | | | 04/16/21 | | | | 1,768,612 | |
Chevron Corp. | | Pershing LLC | | | 1,063 | | | | USD | | | | 11,139,177 | | | | USD | | | | 100.00 | | | | 05/21/21 | | | | 710,179 | |
Chevron Corp. | | Pershing LLC | | | 800 | | | | USD | | | | 8,383,200 | | | | USD | | | | 100.00 | | | | 07/16/21 | | | | 689,239 | |
Chevron Corp. | | Pershing LLC | | | 580 | | | | USD | | | | 6,077,820 | | | | USD | | | | 105.00 | | | | 09/17/21 | | | | 412,106 | |
ConocoPhillips | | Pershing LLC | | | 630 | | | | USD | | | | 3,337,110 | | | | USD | | | | 40.00 | | | | 05/21/21 | | | | 826,624 | |
ConocoPhillips | | Pershing LLC | | | 400 | | | | USD | | | | 2,118,800 | | | | USD | | | | 50.00 | | | | 07/16/21 | | | | 230,677 | |
ConocoPhillips | | Pershing LLC | | | 575 | | | | USD | | | | 3,045,775 | | | | USD | | | | 50.00 | | | | 09/17/21 | | | | 395,794 | |
Devon Energy Corp. | | Pershing LLC | | | 400 | | | | USD | | | | 874,000 | | | | USD | | | | 17.00 | | | | 04/16/21 | | | | 199,276 | |
Devon Energy Corp. | | Pershing LLC | | | 293 | | | | USD | | | | 640,205 | | | | USD | | | | 19.00 | | | | 04/16/21 | | | | 89,916 | |
Devon Energy Corp. | | Pershing LLC | | | 700 | | | | USD | | | | 1,529,500 | | | | USD | | | | 20.00 | | | | 07/16/21 | | | | 252,245 | |
Diamondback Energy Inc. | | Pershing LLC | | | 160 | | | | USD | | | | 1,175,840 | | | | USD | | | | 70.00 | | | | 06/18/21 | | | | 169,728 | |
Diamondback Energy Inc. | | Pershing LLC | | | 160 | | | | USD | | | | 1,175,840 | | | | USD | | | | 75.00 | | | | 08/20/21 | | | | 172,008 | |
Diamondback Energy Inc. | | Pershing LLC | | | 160 | | | | USD | | | | 1,175,840 | | | | USD | | | | 80.00 | | | | 10/15/21 | | | | 172,062 | |
Eldorado Gold Corp. | | Pershing LLC | | | 1,620 | | | | USD | | | | 1,747,980 | | | | USD | | | | 13.00 | | | | 09/17/21 | | | | 150,697 | |
Endeavour Mining Corp. | | Pershing LLC | | | 2,050 | | | | CAD | | | | 5,192,650 | | | | CAD | | | | 15.00 | | | | 04/16/21 | | | | 320 | |
Endeavour Mining Corp. | | Pershing LLC | | | 2,050 | | | | CAD | | | | 5,192,650 | | | | CAD | | | | 16.00 | | | | 04/16/21 | | | | 27 | |
Endeavour Mining Corp. | | Pershing LLC | | | 3,647 | | | | CAD | | | | 9,237,851 | | | | CAD | | | | 17.00 | | | | 07/16/21 | | | | 35,894 | |
Eni SpA | | Morgan Stanley | | | 300 | | | | EUR | | | | 1,574,100 | | | | EUR | | | | 9.50 | | | | 05/21/21 | | | | 190,212 | |
Eni SpA | | Morgan Stanley | | | 300 | | | | EUR | | | | 1,574,100 | | | | EUR | | | | 9.50 | | | | 07/16/21 | | | | 176,349 | |
Eni SpA | | Morgan Stanley | | | 300 | | | | EUR | | | | 1,574,100 | | | | EUR | | | | 10.00 | | | | 09/17/21 | | | | 136,279 | |
EOG Resources Inc. | | Pershing LLC | | | 460 | | | | USD | | | | 3,336,380 | | | | USD | | | | 57.50 | | | | 05/21/21 | | | | 715,084 | |
EOG Resources Inc. | | Pershing LLC | | | 450 | | | | USD | | | | 3,263,850 | | | | USD | | | | 60.00 | | | | 07/16/21 | | | | 658,893 | |
EOG Resources Inc. | | Pershing LLC | | | 485 | | | | USD | | | | 3,517,705 | | | | USD | | | | 75.00 | | | | 09/17/21 | | | | 408,860 | |
Equinox Gold Corp. | | Pershing LLC | | | 3,000 | | | | USD | | | | 2,397,000 | | | | USD | | | | 13.00 | | | | 07/16/21 | | | | 28,700 | |
Exxon Mobil Corp. | | Pershing LLC | | | 565 | | | | USD | | | | 3,154,395 | | | | USD | | | | 42.00 | | | | 04/16/21 | | | | 794,240 | |
Exxon Mobil Corp. | | Pershing LLC | | | 755 | | | | USD | | | | 4,215,165 | | | | USD | | | | 43.00 | | | | 05/21/21 | | | | 937,881 | |
Exxon Mobil Corp. | | Pershing LLC | | | 145 | | | | USD | | | | 809,535 | | | | USD | | | | 45.00 | | | | 05/21/21 | | | | 152,647 | |
3
GAMCO Global Gold, Natural Resources & Income Trust
Schedule of Investments (Continued) — March 31, 2021 (Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Description | | Counterparty | | Number of
Contracts | | | Notional Amount | | | Exercise Price | | | Expiration
Date | | | Market
Value | |
Exxon Mobil Corp. | | Pershing LLC | | | 805 | | | | USD | | | | 4,494,315 | | | | USD | | | | 50.00 | | | | 05/21/21 | | | $ | 492,034 | |
Exxon Mobil Corp. | | Pershing LLC | | | 1,781 | | | | USD | | | | 9,943,323 | | | | USD | | | | 55.00 | | | | 07/16/21 | | | | 711,021 | |
Exxon Mobil Corp. | | Pershing LLC | | | 1,500 | | | | USD | | | | 8,374,500 | | | | USD | | | | 60.00 | | | | 09/17/21 | | | | 406,331 | |
Franco-Nevada Corp. | | Pershing LLC | | | 700 | | | | USD | | | | 8,770,300 | | | | USD | | | | 120.00 | | | | 09/17/21 | | | | 948,865 | |
Freeport-McMoRan Inc. | | Pershing LLC | | | 1,700 | | | | USD | | | | 5,598,100 | | | | USD | | | | 40.00 | | | | 09/17/21 | | | | 376,833 | |
Gold Fields Ltd., ADR | | Pershing LLC | | | 2,500 | | | | USD | | | | 2,372,500 | | | | USD | | | | 10.00 | | | | 09/17/21 | | | | 271,009 | |
Halliburton Co. | | Pershing LLC | | | 840 | | | | USD | | | | 1,802,640 | | | | USD | | | | 21.00 | | | | 05/21/21 | | | | 155,186 | |
Halliburton Co. | | Pershing LLC | | | 1,100 | | | | USD | | | | 2,360,600 | | | | USD | | | | 23.00 | | | | 07/16/21 | | | | 180,456 | |
Harmony Gold Mining Co. Ltd., ADR | | Pershing LLC | | | 2,500 | | | | USD | | | | 1,090,000 | | | | USD | | | | 6.00 | | | | 07/16/21 | | | | 54,151 | |
Hess Corp. | | Pershing LLC | | | 125 | | | | USD | | | | 884,500 | | | | USD | | | | 62.50 | | | | 06/18/21 | | | | 136,185 | |
Hess Corp. | | Pershing LLC | | | 130 | | | | USD | | | | 919,880 | | | | USD | | | | 65.00 | | | | 08/20/21 | | | | 142,306 | |
HollyFrontier Corp. | | Pershing LLC | | | 255 | | | | USD | | | | 912,390 | | | | USD | | | | 33.00 | | | | 06/18/21 | | | | 115,444 | |
HollyFrontier Corp. | | Pershing LLC | | | 200 | | | | USD | | | | 715,600 | | | | USD | | | | 45.00 | | | | 09/17/21 | | | | 32,778 | |
Kinder Morgan Inc. | | Pershing LLC | | | 1,600 | | | | USD | | | | 2,664,000 | | | | USD | | | | 16.00 | | | | 06/18/21 | | | | 171,984 | |
Kinder Morgan Inc. | | Pershing LLC | | | 1,700 | | | | USD | | | | 2,830,500 | | | | USD | | | | 16.00 | | | | 08/20/21 | | | | 205,261 | |
Kinder Morgan Inc. | | Pershing LLC | | | 1,700 | | | | USD | | | | 2,830,500 | | | | USD | | | | 18.00 | | | | 10/15/21 | | | | 114,337 | |
Kinross Gold Corp. | | Pershing LLC | | | 2,800 | | | | USD | | | | 1,867,600 | | | | USD | | | | 9.00 | | | | 04/16/21 | | | | 509 | |
Kinross Gold Corp. | | Pershing LLC | | | 4,300 | | | | USD | | | | 2,868,100 | | | | USD | | | | 7.50 | | | | 05/21/21 | | | | 91,315 | |
Kinross Gold Corp. | | Pershing LLC | | | 4,500 | | | | USD | | | | 3,001,500 | | | | USD | | | | 8.00 | | | | 07/16/21 | | | | 124,472 | |
Kinross Gold Corp. | | Pershing LLC | | | 800 | | | | USD | | | | 533,600 | | | | USD | | | | 7.50 | | | | 09/17/21 | | | | 43,078 | |
Kirkland Lake Gold Ltd. | | Pershing LLC | | | 1,900 | | | | USD | | | | 6,422,000 | | | | USD | | | | 40.00 | | | | 05/21/21 | | | | 99,098 | |
Kirkland Lake Gold Ltd. | | Pershing LLC | | | 1,266 | | | | USD | | | | 4,279,080 | | | | USD | | | | 47.00 | | | | 07/16/21 | | | | 47,615 | |
Kirkland Lake Gold Ltd. | | Pershing LLC | | | 307 | | | | USD | | | | 1,037,660 | | | | USD | | | | 50.00 | | | | 07/16/21 | | | | 6,893 | |
Kirkland Lake Gold Ltd. | | Pershing LLC | | | 1,573 | | | | USD | | | | 5,316,740 | | | | USD | | | | 35.00 | | | | 08/20/21 | | | | 477,671 | |
Kirkland Lake Gold Ltd. | | Pershing LLC | | | 1,865 | | | | USD | | | | 6,303,700 | | | | USD | | | | 45.00 | | | | 09/17/21 | | | | 187,488 | |
Marathon Petroleum Corp. | | Pershing LLC | | | 380 | | | | USD | | | | 2,032,620 | | | | USD | | | | 40.00 | | | | 05/21/21 | | | | 511,867 | |
Marathon Petroleum Corp. | | Pershing LLC | | | 150 | | | | USD | | | | 802,350 | | | | USD | | | | 52.50 | | | | 05/21/21 | | | | 56,579 | |
Marathon Petroleum Corp. | | Pershing LLC | | | 500 | | | | USD | | | | 2,674,500 | | | | USD | | | | 50.00 | | | | 07/16/21 | | | | 331,528 | |
Marathon Petroleum Corp. | | Pershing LLC | | | 560 | | | | USD | | | | 2,995,440 | | | | USD | | | | 62.50 | | | | 09/17/21 | | | | 149,437 | |
Newcrest Mining Ltd. | | Morgan Stanley | | | 2,830 | | | | AUD | | | | 6,910,860 | | | | AUD | | | | 30.00 | | | | 05/20/21 | | | | 5,775 | |
Newcrest Mining Ltd. | | Morgan Stanley | | | 1,250 | | | | AUD | | | | 3,052,500 | | | | AUD | | | | 27.00 | | | | 07/15/21 | | | | 62,846 | |
Newcrest Mining Ltd. | | Pershing LLC | | | 2,150 | | | | AUD | | | | 5,250,300 | | | | AUD | | | | 26.00 | | | | 09/16/21 | | | | 208,930 | |
Newmont Corp. | | Pershing LLC | | | 1,000 | | | | USD | | | | 6,027,000 | | | | USD | | | | 63.00 | | | | 04/16/21 | | | | 57,860 | |
Newmont Corp. | | Pershing LLC | | | 1,393 | | | | USD | | | | 8,395,611 | | | | USD | | | | 65.00 | | | | 05/21/21 | | | | 175,145 | |
Newmont Corp. | | Pershing LLC | | | 950 | | | | USD | | | | 5,725,650 | | | | USD | | | | 60.00 | | | | 07/16/21 | | | | 377,644 | |
Newmont Corp. | | Pershing LLC | | | 990 | | | | USD | | | | 5,966,730 | | | | USD | | | | 62.50 | | | | 08/20/21 | | | | 354,112 | |
Newmont Corp. | | Pershing LLC | | | 1,167 | | | | USD | | | | 7,033,509 | | | | USD | | | | 70.00 | | | | 10/15/21 | | | | 257,620 | |
4
GAMCO Global Gold, Natural Resources & Income Trust
Schedule of Investments (Continued) — March 31, 2021 (Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| Description | | Counterparty | | Number of
Contracts | | | Notional Amount | | | Exercise Price | | | Expiration
Date | | | Market
Value | |
Northern Star Resources Ltd. | | The Goldman Sachs Group Inc. | | | 9,218 | | | AUD | | | 8,738,664 | | | AUD | | | 15.00 | | | | 04/16/21 | | | $ | 0 | |
Occidental Petroleum Corp. | | Pershing LLC | | | 390 | | | USD | | | 1,038,180 | | | USD | | | 25.00 | | | | 07/16/21 | | | | 174,011 | |
ONEOK Inc. | | Pershing LLC | | | 350 | | | USD | | | 1,773,100 | | | USD | | | 45.00 | | | | 04/16/21 | | | | 208,074 | |
ONEOK Inc. | | Pershing LLC | | | 330 | | | USD | | | 1,671,780 | | | USD | | | 46.00 | | | | 07/16/21 | | | | 209,443 | |
ONEOK Inc. | | Pershing LLC | | | 390 | | | USD | | | 1,975,740 | | | USD | | | 46.00 | | | | 09/17/21 | | | | 260,421 | |
Pan American Silver Corp. | | Pershing LLC | | | 367 | | | USD | | | 1,102,101 | | | USD | | | 32.50 | | | | 08/20/21 | | | | 107,308 | |
Phillips 66 | | Pershing LLC | | | 300 | | | USD | | | 2,446,200 | | | USD | | | 65.00 | | | | 04/16/21 | | | | 512,796 | |
Phillips 66 | | Pershing LLC | | | 70 | | | USD | | | 570,780 | | | USD | | | 80.00 | | | | 05/21/21 | | | | 36,870 | |
Phillips 66 | | Pershing LLC | | | 230 | | | USD | | | 1,875,420 | | | USD | | | 80.00 | | | | 06/18/21 | | | | 147,218 | |
Phillips 66 | | Pershing LLC | | | 330 | | | USD | | | 2,690,820 | | | USD | | | 80.00 | | | | 08/20/21 | | | | 262,250 | |
Pioneer Natural Resources Co. | | Pershing LLC | | | 130 | | | USD | | | 2,064,660 | | | USD | | | 145.00 | | | | 04/16/21 | | | | 196,194 | |
Pioneer Natural Resources Co. | | Pershing LLC | | | 135 | | | USD | | | 2,144,070 | | | USD | | | 140.00 | | | | 06/18/21 | | | | 320,688 | |
Pioneer Natural Resources Co. | | Pershing LLC | | | 130 | | | USD | | | 2,064,660 | | | USD | | | 140.00 | | | | 09/17/21 | | | | 364,038 | |
Pioneer Natural Resources Co. | | Pershing LLC | | | 130 | | | USD | | | 2,064,660 | | | USD | | | 160.00 | | | | 09/17/21 | | | | 224,720 | |
Pretium Resources Inc. | | Pershing LLC | | | 2,320 | | | USD | | | 2,405,840 | | | USD | | | 13.00 | | | | 07/16/21 | | | | 88,836 | |
Rio Tinto plc, ADR | | Pershing LLC | | | 1,000 | | | USD | | | 7,765,000 | | | USD | | | 71.57 | | | | 05/21/21 | | | | 683,215 | |
Rio Tinto plc, ADR | | Pershing LLC | | | 1,000 | | | USD | | | 7,765,000 | | | USD | | | 74.07 | | | | 07/16/21 | | | | 658,160 | |
Rio Tinto plc, ADR | | Pershing LLC | | | 1,000 | | | USD | | | 7,765,000 | | | USD | | | 80.00 | | | | 09/17/21 | | | | 453,305 | |
Royal Dutch Shell plc, Cl. A | | Morgan Stanley | | | 444 | | | GBP | | | 6,277,272 | | | GBp | | | 1,500.00 | | | | 06/18/21 | | | | 272,129 | |
Royal Dutch Shell plc, Cl. A | | Morgan Stanley | | | 310 | | | GBP | | | 4,382,780 | | | GBp | | | 1,600.00 | | | | 09/17/21 | | | | 198,992 | |
Royal Dutch Shell plc, Cl. A | | Morgan Stanley | | | 330 | | | GBP | | | 4,665,540 | | | GBp | | | 1,500.00 | | | | 10/15/21 | | | | 361,511 | |
Royal Gold Inc. | | Pershing LLC | | | 330 | | | USD | | | 3,551,460 | | | USD | | | 115.00 | | | | 04/16/21 | | | | 24,004 | |
Royal Gold Inc. | | Pershing LLC | | | 350 | | | USD | | | 3,766,700 | | | USD | | | 115.00 | | | | 06/18/21 | | | | 132,217 | |
Schlumberger NV | | Pershing LLC | | | 1,200 | | | USD | | | 3,262,800 | | | USD | | | 25.00 | | | | 05/21/21 | | | | 378,889 | |
Schlumberger NV | | Pershing LLC | | | 1,000 | | | USD | | | 2,719,000 | | | USD | | | 25.00 | | | | 07/16/21 | | | | 385,282 | |
Schlumberger NV | | Pershing LLC | | | 1,170 | | | USD | | | 3,181,230 | | | USD | | | 30.00 | | | | 09/17/21 | | | | 264,493 | |
SSR Mining Inc. | | Pershing LLC | | | 2,000 | | | USD | | | 2,856,000 | | | USD | | | 20.00 | | | | 09/17/21 | | | | 97,062 | |
Suncor Energy Inc. | | Pershing LLC | | | 570 | | | USD | | | 1,191,300 | | | USD | | | 20.00 | | | | 06/18/21 | | | | 122,832 | |
Suncor Energy Inc. | | Pershing LLC | | | 570 | | | USD | | | 1,191,300 | | | USD | | | 22.00 | | | | 09/17/21 | | | | 111,228 | |
Suncor Energy Inc. | | Pershing LLC | | | 655 | | | USD | | | 1,368,950 | | | USD | | | 24.00 | | | | 10/15/21 | | | | 97,671 | |
Sunoco LP | | Pershing LLC | | | 300 | | | USD | | | 955,200 | | | USD | | | 30.00 | | | | 05/21/21 | | | | 58,141 | |
Sunoco LP | | Pershing LLC | | | 300 | | | USD | | | 955,200 | | | USD | | | 29.00 | | | | 07/16/21 | | | | 93,514 | |
Sunoco LP | | Pershing LLC | | | 300 | | | USD | | | 955,200 | | | USD | | | 30.00 | | | | 09/17/21 | | | | 69,718 | |
5
GAMCO Global Gold, Natural Resources & Income Trust
Schedule of Investments (Continued) — March 31, 2021 (Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| Description | | Counterparty | | Number of
Contracts | | | Notional Amount | | | Exercise Price | | | Expiration
Date | | | Market Value | |
The Williams Companies Inc. | | Pershing LLC | | | 1,000 | | | USD | | | 2,369,000 | | | USD | | | 23.00 | | | | 05/21/21 | | | $ | 140,604 | |
The Williams Companies Inc. | | Pershing LLC | | | 1,050 | | | USD | | | 2,487,450 | | | USD | | | 23.00 | | | | 07/16/21 | | | | 169,408 | |
The Williams Companies Inc. | | Pershing LLC | | | 1,000 | | | USD | | | 2,369,000 | | | USD | | | 24.00 | | | | 09/17/21 | | | | 133,105 | |
TOTAL SE, ADR | | Pershing LLC | | | 1,000 | | | USD | | | 4,654,000 | | | USD | | | 46.75 | | | | 05/21/21 | | | | 199,382 | |
TOTAL SE, ADR | | Pershing LLC | | | 1,000 | | | USD | | | 4,654,000 | | | USD | | | 45.00 | | | | 07/16/21 | | | | 348,999 | |
TOTAL SE, ADR | | Pershing LLC | | | 335 | | | USD | | | 1,559,090 | | | USD | | | 50.00 | | | | 07/16/21 | | | | 44,260 | |
TOTAL SE, ADR | | Pershing LLC | | | 1,100 | | | USD | | | 5,119,400 | | | USD | | | 50.00 | | | | 09/17/21 | | | | 234,104 | |
Valero Energy Corp. | | Pershing LLC | | | 450 | | | USD | | | 3,222,000 | | | USD | | | 65.00 | | | | 06/18/21 | | | | 411,882 | |
Valero Energy Corp. | | Pershing LLC | | | 115 | | | USD | | | 823,400 | | | USD | | | 70.00 | | | | 06/18/21 | | | | 70,815 | |
Valero Energy Corp. | | Pershing LLC | | | 350 | | | USD | | | 2,506,000 | | | USD | | | 72.50 | | | | 06/18/21 | | | | 172,784 | |
Valero Energy Corp. | | Pershing LLC | | | 340 | | | USD | | | 2,434,400 | | | USD | | | 77.50 | | | | 08/20/21 | | | | 151,281 | |
VanEck Vectors Gold Miners ETF | | Pershing LLC | | | 3,500 | | | USD | | | 11,375,000 | | | USD | | | 37.00 | | | | 07/16/21 | | | | 327,904 | |
VanEck Vectors Gold Miners ETF | | Pershing LLC | | | 3,500 | | | USD | | | 11,375,000 | | | USD | | | 35.00 | | | | 11/19/21 | | | | 871,101 | |
Wheaton Precious Metals Corp. | | Pershing LLC | | | 1,658 | | | USD | | | 6,335,218 | | | USD | | | 50.00 | | | | 05/21/21 | | | | 37,579 | |
Wheaton Precious Metals Corp. | | Pershing LLC | | | 1,567 | | | USD | | | 5,987,507 | | | USD | | | 50.00 | | | | 06/18/21 | | | | 64,678 | |
Wheaton Precious Metals Corp. | | Pershing LLC | | | 1,750 | | | USD | | | 6,686,750 | | | USD | | | 47.00 | | | | 09/17/21 | | | | 272,802 | |
Yamana Gold Inc. | | Pershing LLC | | | 2,750 | | | USD | | | 1,193,500 | | | USD | | | 6.50 | | | | 05/21/21 | | | | 7,488 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
TOTAL OTC CALL OPTIONS WRITTEN | | | | | | | | | | | | | | | | | | | | | | $ | 35,368,380 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
OTC Put Options Written — (0.1)% | | | | | | | | | | | | | | | | | | | | | | | | |
Energy Select Sector SPDR ETF | | Pershing LLC | | | 1,700 | | | USD | | | 8,340,200 | | | USD | | | 40.00 | | | | 07/16/21 | | | $ | 131,001 | |
iShares Global Clean Energy ETF | | Pershing LLC | | | 865 | | | USD | | | 2,101,950 | | | USD | | | 21.00 | | | | 06/18/21 | | | | 62,845 | |
VanEck Vectors Gold Miners ETF | | Pershing LLC | | | 4,500 | | | USD | | | 14,625,000 | | | USD | | | 28.00 | | | | 08/20/21 | | | | 381,411 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
TOTAL OTC PUT OPTIONS WRITTEN | | | | | | | | | | | | | | | | | | | | | | $ | 575,257 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | |
6
GAMCO Global Gold, Natural Resources & Income Trust
Schedule of Investments (Continued) — March 31, 2021 (Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| Description | | Number of
Contracts | | | Notional Amount | | | Exercise Price | | | Expiration
Date | | | Market Value | |
Exchange Traded Call Options Written — (0.9)% | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Alamos Gold Inc., Cl. A | | | 9,000 | | | | USD | | | | 7,029,000 | | | | USD | | | | 10.00 | | | | 09/17/21 | | | $ | 468,000 | |
AngloGold Ashanti Ltd., ADR | | | 925 | | | | USD | | | | 2,032,225 | | | | USD | | | | 28.00 | | | | 07/16/21 | | | | 50,875 | |
AngloGold Ashanti Ltd., ADR | | | 925 | | | | USD | | | | 2,032,225 | | | | USD | | | | 25.00 | | | | 10/15/21 | | | | 180,375 | |
Apache Corp. | | | 500 | | | | USD | | | | 895,000 | | | | USD | | | | 20.00 | | | | 07/16/21 | | | | 89,000 | |
Centerra Gold Inc. | | | 3,350 | | | | CAD | | | | 3,725,200 | | | | CAD | | | | 17.00 | | | | 05/21/21 | | | | 17,327 | |
Centerra Gold Inc. | | | 3,350 | | | | CAD | | | | 3,725,200 | | | | CAD | | | | 19.00 | | | | 07/16/21 | | | | 33,321 | |
Centerra Gold Inc. | | | 3,350 | | | | CAD | | | | 3,725,200 | | | | CAD | | | | 15.00 | | | | 09/17/21 | | | | 143,948 | |
Dundee Precious Metals Inc. | | | 4,250 | | | | CAD | | | | 3,259,750 | | | | CAD | | | | 11.00 | | | | 04/16/21 | | | | 6,765 | |
Eldorado Gold Corp. | | | 1,250 | | | | USD | | | | 1,348,750 | | | | USD | | | | 13.00 | | | | 05/21/21 | | | | 35,000 | |
Eldorado Gold Corp. | | | 1,615 | | | | USD | | | | 1,742,585 | | | | USD | | | | 13.00 | | | | 07/16/21 | | | | 96,900 | |
Endeavour Mining Corp. | | | 1,919 | | | | CAD | | | | 4,860,827 | | | | CAD | | | | 40.00 | | | | 04/16/21 | | | | 6,108 | |
Endeavour Mining Corp. | | | 1,919 | | | | CAD | | | | 4,860,827 | | | | CAD | | | | 25.00 | | | | 05/21/21 | | | | 278,680 | |
Endeavour Mining Corp. | | | 1,918 | | | | CAD | | | | 4,858,294 | | | | CAD | | | | 27.00 | | | | 07/16/21 | | | | 255,642 | |
Endeavour Mining Corp. | | | 2,620 | | | | CAD | | | | 6,636,460 | | | | CAD | | | | 30.00 | | | | 07/16/21 | | | | 161,574 | |
Endeavour Mining Corp. | | | 570 | | | | CAD | | | | 1,443,810 | | | | CAD | | | | 32.00 | | | | 07/16/21 | | | | 23,812 | |
Endeavour Mining Corp. | | | 600 | | | | CAD | | | | 1,519,800 | | | | CAD | | | | 36.00 | | | | 07/16/21 | | | | 10,742 | |
Endeavour Mining Corp. | | | 1,170 | | | | CAD | | | | 2,963,610 | | | | CAD | | | | 26.00 | | | | 09/17/21 | | | | 253,700 | |
Endeavour Mining Corp. | | | 600 | | | | CAD | | | | 1,519,800 | | | | CAD | | | | 30.00 | | | | 09/17/21 | | | | 63,261 | |
Equinox Gold Corp. | | | 3,000 | | | | USD | | | | 2,397,000 | | | | USD | | | | 10.00 | | | | 07/16/21 | | | | 120,000 | |
Franco-Nevada Corp. | | | 700 | | | | USD | | | | 8,770,300 | | | | USD | | | | 135.00 | | | | 05/21/21 | | | | 178,500 | |
Franco-Nevada Corp. | | | 555 | | | | USD | | | | 6,953,595 | | | | USD | | | | 120.00 | | | | 07/16/21 | | | | 638,250 | |
Freeport-McMoRan Inc. | | | 1,250 | | | | USD | | | | 4,116,250 | | | | USD | | | | 30.00 | | | | 05/21/21 | | | | 537,500 | |
Freeport-McMoRan Inc. | | | 1,500 | | | | USD | | | | 4,939,500 | | | | USD | | | | 31.00 | | | | 05/21/21 | | | | 555,000 | |
Freeport-McMoRan Inc. | | | 2,700 | | | | USD | | | | 8,891,100 | | | | USD | | | | 32.00 | | | | 07/16/21 | | | | 1,098,900 | |
Gold Fields Ltd., ADR | | | 2,500 | | | | USD | | | | 2,372,500 | | | | USD | | | | 13.00 | | | | 07/16/21 | | | | 56,250 | |
Harmony Gold Mining Co. Ltd., ADR | | | 5,222 | | | | USD | | | | 2,276,792 | | | | USD | | | | 7.00 | | | | 05/21/21 | | | | 26,110 | |
Helmerich & Payne Inc. | | | 177 | | | | USD | | | | 477,192 | | | | USD | | | | 27.50 | | | | 06/18/21 | | | | 49,560 | |
Occidental Petroleum Corp. | | | 367 | | | | USD | | | | 976,954 | | | | USD | | | | 25.00 | | | | 05/21/21 | | | | 124,780 | |
OceanaGold Corp. | | | 9,500 | | | | CAD | | | | 1,776,500 | | | | CAD | | | | 2.50 | | | | 07/16/21 | | | | 94,494 | |
Osisko Gold Royalties Ltd. | | | 2,000 | | | | CAD | | | | 2,768,000 | | | | CAD | | | | 16.00 | | | | 07/16/21 | | | | 59,680 | |
Osisko Gold Royalties Ltd. | | | 2,000 | | | | CAD | | | | 2,768,000 | | | | CAD | | | | 15.00 | | | | 09/17/21 | | | | 151,190 | |
Pretium Resources Inc. | | | 2,300 | | | | USD | | | | 2,385,100 | | | | USD | | | | 15.00 | | | | 05/21/21 | | | | 34,500 | |
Pretium Resources Inc. | | | 2,300 | | | | USD | | | | 2,385,100 | | | | USD | | | | 12.00 | | | | 09/17/21 | | | | 204,700 | |
SSR Mining Inc. | | | 1,765 | | | | USD | | | | 2,520,420 | | | | USD | | | | 23.00 | | | | 06/18/21 | | | | 17,650 | |
VanEck Vectors Gold Miners ETF | | | 3,500 | | | | USD | | | | 11,375,000 | | | | USD | | | | 37.00 | | | | 09/17/21 | | | | 518,000 | |
Yamana Gold Inc. | | | 2,750 | | | | USD | | | | 1,193,500 | | | | USD | | | | 7.00 | | | | 07/16/21 | | | | 16,500 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
TOTAL EXCHANGE TRADED CALL OPTIONS WRITTEN | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 6,656,594 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Exchange Traded Put Options Written — (0.1)% | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Energy Select Sector SPDR ETF | | | 2,000 | | | | USD | | | | 9,812,000 | | | | USD | | | | 32.00 | | | | 05/21/21 | | | $ | 194,000 | |
iShares Global Clean Energy ETF | | | 865 | | | | USD | | | | 2,101,950 | | | | USD | | | | 21.00 | | | | 04/16/21 | | | | 6,920 | |
iShares Global Clean Energy ETF | | | 865 | | | | USD | | | | 2,101,950 | | | | USD | | | | 19.00 | | | | 10/15/21 | | | | 76,120 | |
7
GAMCO Global Gold, Natural Resources & Income Trust
Schedule of Investments (Continued) — March 31, 2021 (Unaudited)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| Description | | Number of
Contracts | | | Notional Amount | | | Exercise Price | | | Expiration
Date | | | Market Value | |
NextEra Energy Partners LP | | | 185 | | | | USD | | | | 1,348,280 | | | | USD | | | | 60.00 | | | | 04/16/21 | | | $ | 3,700 | |
VanEck Vectors Gold Miners ETF | | | 4,450 | | | | USD | | | | 14,462,500 | | | | USD | | | | 31.00 | | | | 05/21/21 | | | | 404,950 | |
VanEck Vectors Gold Miners ETF | | | 4,500 | | | | USD | | | | 14,625,000 | | | | USD | | | | 26.00 | | | | 06/18/21 | | | | 90,000 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
TOTAL EXCHANGE TRADED PUT OPTIONS WRITTEN | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 775,690 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
TOTAL OPTIONS WRITTEN | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 43,375,921 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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