GAMCO Natural Resources, Gold & Income Trust (GNT)
Filed: 26 Nov 19, 4:15pm
GAMCO Natural Resources, Gold & Income Trust
Schedule of Investments — September 30, 2019 (Unaudited)
Shares | Market Value | |||||||
| COMMON STOCKS — 85.7% |
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| Agriculture — 5.3% |
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| 76,000 | Archer-Daniels-Midland Co.(a) | $ | 3,121,320 | |||||
| 30,500 | Bunge Ltd.(a) | 1,726,910 | ||||||
| 74,990 | Nutrien Ltd.(a) | 3,740,501 | ||||||
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| 8,588,731 | ||||||||
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| Energy and Energy Services — 19.1% |
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| 11,400 | Apache Corp.(a) | 291,840 | ||||||
| 13,500 | Baker Hughes, a GE Company(a) | 313,200 | ||||||
| 42,000 | BP plc, ADR(a) | 1,595,580 | ||||||
| 15,800 | Cabot Oil & Gas Corp.(a) | 277,606 | ||||||
| 26,000 | Chevron Corp.(a) | 3,083,600 | ||||||
| 3,100 | Cimarex Energy Co. | 148,614 | ||||||
| 5,800 | Concho Resources Inc.(a) | 393,820 | ||||||
| 11,200 | ConocoPhillips | 638,176 | ||||||
| 12,500 | Devon Energy Corp.(a) | 300,750 | ||||||
| 4,000 | Diamondback Energy Inc. | 359,640 | ||||||
| 61,500 | Eni SpA | 940,729 | ||||||
| 11,700 | EOG Resources Inc.(a) | 868,374 | ||||||
| 60,500 | Exxon Mobil Corp.(a) | 4,271,905 | ||||||
| 26,000 | Halliburton Co.(a) | 490,100 | ||||||
| 5,500 | Helmerich & Payne Inc. | 220,385 | ||||||
| 3,700 | Hess Corp.(a) | 223,776 | ||||||
| 8,500 | HollyFrontier Corp. | 455,940 | ||||||
| 56,982 | Kinder Morgan Inc.(a) | 1,174,399 | ||||||
| 25,000 | Marathon Oil Corp. | 306,750 | ||||||
| 34,395 | Marathon Petroleum Corp.(a) | 2,089,496 | ||||||
| 18,500 | Noble Energy Inc.(a) | 415,510 | ||||||
| 6,128 | Occidental Petroleum Corp.(a) | 272,512 | ||||||
| 12,000 | ONEOK Inc. | 884,280 | ||||||
| 12,000 | Phillips 66(a) | 1,228,800 | ||||||
| 4,900 | Pioneer Natural Resources Co.(a) | 616,273 | ||||||
| 110,500 | Royal Dutch Shell plc, Cl. A | 3,239,011 | ||||||
| 27,270 | Schlumberger Ltd.(a) | 931,816 | ||||||
| 21,000 | Suncor Energy Inc.(a) | 663,180 | ||||||
| 15,000 | Sunoco LP | 471,750 | ||||||
| 17,000 | TechnipFMC plc | 410,380 | ||||||
| 39,500 | The Williams Companies Inc.(a) | 950,370 | ||||||
| 33,000 | TOTAL SA, ADR(a) | 1,716,000 | ||||||
| 12,400 | Valero Energy Corp.(a) | 1,056,976 | ||||||
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| 31,301,538 | ||||||||
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| |||||||
| Food and Beverage — 3.7% |
| |||||||
| 80,000 | Mowi ASA | 1,845,751 | ||||||
| 10,000 | Pilgrim’s Pride Corp.† | 320,450 | ||||||
| 45,000 | Tyson Foods Inc., Cl. A(a) | 3,876,300 | ||||||
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| 6,042,501 | ||||||||
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| Health Care — 6.3% |
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| 13,400 | IDEXX Laboratories Inc.†(a) | 3,643,862 | ||||||
| 54,000 | Zoetis Inc.(a) | 6,727,860 | ||||||
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| 10,371,722 | ||||||||
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Shares | Market Value | |||||||
| Machinery — 6.1% |
| |||||||
| 22,500 | AGCO Corp. | $ | 1,703,250 | |||||
| 145,600 | CNH Industrial NV(a) | 1,477,840 | ||||||
| 27,800 | Deere & Co.(a) | 4,689,304 | ||||||
| 142,000 | Kubota Corp. | 2,146,580 | ||||||
|
| |||||||
| 10,016,974 | ||||||||
|
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| Metals and Mining — 42.6% |
| |||||||
| 96,700 | Agnico Eagle Mines Ltd.(a) | 5,184,087 | ||||||
| 100,000 | Alacer Gold Corp.† | 403,819 | ||||||
| 653,416 | Alamos Gold Inc., Cl. A(a) | 3,789,813 | ||||||
| 83,500 | AngloGold Ashanti Ltd., ADR | 1,525,545 | ||||||
| 633,000 | B2Gold Corp.† | 2,044,590 | ||||||
| 400,244 | Barrick Gold Corp.(a) | 6,936,229 | ||||||
| 475,000 | Belo Sun Mining Corp.† | 177,473 | ||||||
| 20,000 | BHP Group Ltd., ADR | 987,600 | ||||||
| 875,000 | Centamin plc | 1,352,344 | ||||||
| 355,000 | Continental Gold Inc.† | 986,074 | ||||||
| 195,000 | Detour Gold Corp.† | 2,862,777 | ||||||
| 76,000 | Endeavour Mining Corp.† | 1,452,482 | ||||||
| 225,000 | Evolution Mining Ltd. | 687,943 | ||||||
| 100,000 | Fortuna Silver Mines Inc.† | 309,000 | ||||||
| 49,600 | Franco-Nevada Corp.(a) | 4,521,536 | ||||||
| 146,274 | Fresnillo plc | 1,229,456 | ||||||
| 452,000 | Harmony Gold Mining Co. Ltd., ADR† | 1,283,680 | ||||||
| 608,500 | Hochschild Mining plc | 1,533,763 | ||||||
| 37,000 | Kirkland Lake Gold Ltd., New York | 1,657,600 | ||||||
| 28,000 | Kirkland Lake Gold Ltd., Toronto | 1,254,331 | ||||||
| 10,000 | Labrador Iron Ore Royalty Corp. | 185,908 | ||||||
| 32,500 | MAG Silver Corp.†(a) | 344,825 | ||||||
| 116,952 | Newcrest Mining Ltd. | 2,680,540 | ||||||
| 158,856 | Newmont Goldcorp Corp.(a) | 6,023,820 | ||||||
| 67,085 | Northern Dynasty Minerals Ltd.† | 39,413 | ||||||
| 268,894 | Northern Star Resources Ltd. | 2,003,651 | ||||||
| 719,950 | OceanaGold Corp. | 1,880,233 | ||||||
| 116,100 | Osisko Gold Royalties Ltd. | 1,078,757 | ||||||
| 38,900 | Pan American Silver Corp. | 609,952 | ||||||
| 600,000 | Perseus Mining Ltd.† | 283,479 | ||||||
| 176,275 | Pretium Resources Inc.† | 2,028,925 | ||||||
| 51,000 | Rio Tinto plc, ADR(a) | 2,656,590 | ||||||
| 20,600 | Royal Gold Inc.(a) | 2,538,126 | ||||||
| 150,000 | SEMAFO Inc.† | 481,187 | ||||||
| 79,500 | SSR Mining Inc.† | 1,154,340 | ||||||
| 97,000 | Torex Gold Resources Inc.† | 1,202,204 | ||||||
| 168,950 | Wheaton Precious Metals Corp.(a) | 4,433,248 | ||||||
|
| |||||||
| 69,805,340 | ||||||||
|
| |||||||
| Specialty Chemicals — 2.6% |
| |||||||
| 25,000 | CF Industries Holdings Inc.(a) | 1,230,000 | ||||||
| 20,000 | FMC Corp.(a) | 1,753,600 | ||||||
| 58,500 | The Mosaic Co.(a) | 1,199,250 | ||||||
|
| |||||||
| 4,182,850 | ||||||||
|
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| TOTAL COMMON STOCKS | 140,309,656 | |||||||
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1
GAMCO Natural Resources, Gold & Income Trust
Schedule of Investments (Continued) — September 30, 2019 (Unaudited)
Shares | Market Value | |||||||
| RIGHTS — 0.0% |
| |||||||
| Metals and Mining — 0.0% |
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| 90,000 | Pan American Silver Corp., CVR† | $ | 54,000 | |||||
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Principal Amount | ||||||||
| CONVERTIBLE CORPORATE BONDS — 0.3% |
| |||||||
| Metals and Mining — 0.3% |
| |||||||
| $ 200,000 | Fortuna Silver Mines Inc., 4.650%, 10/31/24(b) | 200,000 | ||||||
| 350,000 | Osisko Gold Royalties Ltd., 4.000%, 12/31/22 | 269,446 | ||||||
|
| |||||||
| 469,446 | ||||||||
|
| |||||||
| TOTAL CONVERTIBLE CORPORATE BONDS | 469,446 | |||||||
|
| |||||||
| U.S. GOVERNMENT OBLIGATIONS — 14.0% |
| |||||||
| 22,986,000 | U.S. Treasury Bills, 1.752% to 2.429%††, | 22,904,587 | ||||||
|
| |||||||
| PURCHASED OPTIONS — 0.0% |
| |||||||
(Cost $14,853) | 5,590 | |||||||
|
| |||||||
TOTAL INVESTMENTS BEFORE OPTIONS | ||||||||
(Cost $182,872,458) | $ | 163,743,279 | ||||||
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| (a) | Securities, or a portion thereof, with a value of $69,638,423 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 September 30, 2019, $12,360,000 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 | |
| CVR | Contingent Value Right |
Geographic Diversification | % of Total Investments* | Market Value | ||||||||
Long Positions | ||||||||||
North America | 79.9 | % | $ | 130,814,100 | ||||||
Europe | 9.3 | 15,234,226 | ||||||||
Asia/Pacific | 5.2 | 8,523,447 | ||||||||
Latin America | 2.6 | 4,215,701 | ||||||||
South Africa | 1.7 | 2,809,225 | ||||||||
Japan | 1.3 | 2,146,580 | ||||||||
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Total Investments — Long Positions | 100.0 | % | $ | 163,743,279 | ||||||
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Short Positions | ||||||||||
North America | (5.2 | )% | $ | (8,517,430 | ) | |||||
Europe | (0.1 | ) | (210,764 | ) | ||||||
Japan | (0.1 | ) | (62,030 | ) | ||||||
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|
|
| |||||||
Total Investments — Short Positions | (5.4 | )% | $ | (8,790,224 | ) | |||||
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| * | Total investments exclude options written. |
2
GAMCO Natural Resources, Gold & Income Trust
Schedule of Investments (Continued) — September 30, 2019 (Unaudited)
| Description | Number of Contracts | Notional Amount | Exercise Price | Expiration Date | Market Value | |||||||||||||||||||||||
Exchange Traded Call Options Purchased — 0.0% | ||||||||||||||||||||||||||||
Newmont Goldcorp Corp. | 260 | USD | 985,920 | USD | 55.00 | 03/20/20 | $ | 5,590 | ||||||||||||||||||||
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TOTAL EXCHANGE TRADED CALL OPTIONS PURCHASED | $ | 5,590 | ||||||||||||||||||||||||||
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As of September 30, 2019, options written outstanding were as follows:
| Description | Counterparty | Number of Contracts | Notional Amount | Exercise Price | Expiration Date | Market Value | ||||||||||||||||||||
OTC Call Options Written — (3.3)% |
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AGCO Corp. | Pershing LLC | 75 | USD | 567,750 | USD | 77.00 | 12/20/19 | $ | 28,006 | |||||||||||||||||
AGCO Corp. | Pershing LLC | 75 | USD | 567,750 | USD | 67.50 | 01/17/20 | 78,371 | ||||||||||||||||||
Agnico Eagle Mines Ltd. | Pershing LLC | 180 | USD | 964,980 | USD | 65.00 | 11/15/19 | 6,240 | ||||||||||||||||||
Agnico Eagle Mines Ltd. | Pershing LLC | 210 | USD | 1,125,810 | USD | 52.00 | 12/20/19 | 90,402 | ||||||||||||||||||
Agnico Eagle Mines Ltd. | Pershing LLC | 180 | USD | 964,980 | USD | 52.00 | 12/20/19 | 77,488 | ||||||||||||||||||
Agnico Eagle Mines Ltd. | Pershing LLC | 397 | USD | 2,128,317 | USD | 60.00 | 01/17/20 | 71,187 | ||||||||||||||||||
Alamos Gold Inc., Cl. A | Pershing LLC | 2,100 | USD | 1,218,000 | USD | 7.00 | 10/18/19 | 5,688 | ||||||||||||||||||
Alamos Gold Inc., Cl. A | Pershing LLC | 1,900 | USD | 1,102,000 | USD | 6.00 | 11/15/19 | 66,709 | ||||||||||||||||||
Alamos Gold Inc., Cl. A | Pershing LLC | 500 | USD | 290,000 | USD | 6.00 | 12/20/19 | 24,521 | ||||||||||||||||||
Alamos Gold Inc., Cl. A | Pershing LLC | 1,500 | USD | 870,000 | USD | 8.00 | 12/20/19 | 15,347 | ||||||||||||||||||
Anadarko Petroleum Corp. | Pershing LLC | 70 | USD | 509,390 | USD | 62.50 | 11/15/19 | 0 | ||||||||||||||||||
AngloGold Ashanti Ltd., ADR | Pershing LLC | 445 | USD | 813,015 | USD | 18.00 | 12/20/19 | 80,107 | ||||||||||||||||||
Apache Corp. | Pershing LLC | 57 | USD | 145,920 | USD | 25.00 | 01/17/20 | 15,588 | ||||||||||||||||||
Apache Corp. | Pershing LLC | 57 | USD | 145,920 | USD | 22.50 | 03/20/20 | 26,522 | ||||||||||||||||||
Archer-Daniels-Midland Co. | Pershing LLC | 240 | USD | 985,680 | USD | 42.00 | 10/18/19 | 8,181 | ||||||||||||||||||
Archer-Daniels-Midland Co. | Pershing LLC | 240 | USD | 985,680 | USD | 39.00 | 11/15/19 | 68,289 | ||||||||||||||||||
Archer-Daniels-Midland Co. | Pershing LLC | 250 | USD | 1,026,750 | USD | 42.00 | 12/20/19 | 29,508 | ||||||||||||||||||
B2Gold Corp. | Pershing LLC | 1,315 | USD | 424,745 | USD | 3.00 | 10/18/19 | 43,132 | ||||||||||||||||||
B2Gold Corp. | Pershing LLC | 2,300 | USD | 742,900 | USD | 3.25 | 10/18/19 | 42,169 | ||||||||||||||||||
B2Gold Corp. | Pershing LLC | 890 | USD | 287,470 | USD | 3.00 | 11/15/19 | 37,958 | ||||||||||||||||||
B2Gold Corp. | Pershing LLC | 825 | USD | 266,475 | USD | 3.50 | 11/15/19 | 16,300 | ||||||||||||||||||
B2Gold Corp. | Pershing LLC | 100 | USD | 32,300 | USD | 3.50 | 12/20/19 | 2,952 | ||||||||||||||||||
Baker Hughes, a GE Company | Pershing LLC | 70 | USD | 162,400 | USD | 25.00 | 10/18/19 | 1,588 | ||||||||||||||||||
Baker Hughes, a GE Company | Pershing LLC | 65 | USD | 150,800 | USD | 23.00 | 12/20/19 | 10,952 | ||||||||||||||||||
Barrick Gold Corp. | Pershing LLC | 1,171 | USD | 2,029,343 | USD | 17.00 | 10/18/19 | 83,232 | ||||||||||||||||||
Barrick Gold Corp. | Pershing LLC | 780 | USD | 1,351,740 | USD | 17.50 | 12/20/19 | 87,156 | ||||||||||||||||||
Barrick Gold Corp. | Pershing LLC | 1,000 | USD | 1,733,000 | USD | 19.00 | 01/17/20 | 76,060 | ||||||||||||||||||
Barrick Gold Corp. | Pershing LLC | 334 | USD | 578,822 | USD | 19.50 | 01/17/20 | 21,223 | ||||||||||||||||||
BHP Group Ltd., ADR | Pershing LLC | 100 | USD | 493,800 | USD | 52.50 | 12/20/19 | 10,308 | ||||||||||||||||||
BHP Group Ltd., ADR | Pershing LLC | 100 | USD | 493,800 | USD | 53.00 | 01/17/20 | 12,145 | ||||||||||||||||||
BP plc, ADR | Pershing LLC | 140 | USD | 531,860 | USD | 40.00 | 11/15/19 | 3,690 | ||||||||||||||||||
BP plc, ADR | Pershing LLC | 140 | USD | 531,860 | USD | 38.00 | 12/20/19 | 16,937 | ||||||||||||||||||
3
GAMCO Natural Resources, Gold & Income Trust
Schedule of Investments (Continued) — September 30, 2019 (Unaudited)
| Description | Counterparty | Number of Contracts | Notional Amount | Exercise Price | Expiration Date | Market Value | ||||||||||||||||||||
BP plc, ADR | Pershing LLC | 140 | USD | 531,860 | USD | 38.00 | 01/17/20 | $ | 20,369 | |||||||||||||||||
Bunge Ltd. | Pershing LLC | 150 | USD | 849,300 | USD | 60.00 | 10/18/19 | 4,240 | ||||||||||||||||||
Bunge Ltd. | Pershing LLC | 150 | USD | 849,300 | USD | 60.00 | 11/15/19 | 13,943 | ||||||||||||||||||
Cabot Oil & Gas Corp. | Pershing LLC | 53 | USD | 93,121 | USD | 18.00 | 10/18/19 | 1,643 | ||||||||||||||||||
Cabot Oil & Gas Corp. | Pershing LLC | 55 | USD | 96,635 | USD | 24.00 | 10/18/19 | 0 | ||||||||||||||||||
Cabot Oil & Gas Corp. | Pershing LLC | 53 | USD | 93,121 | USD | 19.00 | 11/15/19 | 1,713 | ||||||||||||||||||
Cabot Oil & Gas Corp. | Pershing LLC | 43 | USD | 75,551 | USD | 24.00 | 11/15/19 | 1 | ||||||||||||||||||
Cabot Oil & Gas Corp. | Pershing LLC | 80 | USD | 140,560 | USD | 20.00 | 12/20/19 | 2,356 | ||||||||||||||||||
CF Industries Holdings Inc. | Pershing LLC | 120 | USD | 590,400 | USD | 45.00 | 11/15/19 | 60,357 | ||||||||||||||||||
CF Industries Holdings Inc. | Pershing LLC | 130 | USD | 639,600 | USD | 47.50 | 01/17/20 | 58,909 | ||||||||||||||||||
Chevron Corp. | Pershing LLC | 80 | USD | 948,800 | USD | 125.00 | 10/18/19 | 1,435 | ||||||||||||||||||
Chevron Corp. | Pershing LLC | 95 | USD | 1,126,700 | USD | 125.00 | 11/15/19 | 7,545 | ||||||||||||||||||
Chevron Corp. | Pershing LLC | 85 | USD | 1,008,100 | USD | 120.00 | 12/20/19 | 30,168 | ||||||||||||||||||
Cimarex Energy Co. | Pershing LLC | 16 | USD | 76,704 | USD | 50.00 | 12/20/19 | 6,089 | ||||||||||||||||||
Cimarex Energy Co. | Pershing LLC | 15 | USD | 71,910 | USD | 55.00 | 01/17/20 | 4,069 | ||||||||||||||||||
CNH Industrial NV | Pershing LLC | 450 | USD | 456,750 | USD | 10.50 | 11/15/19 | 18,411 | ||||||||||||||||||
CNH Industrial NV | Pershing LLC | 493 | USD | 500,395 | USD | 11.00 | 01/17/20 | 21,915 | ||||||||||||||||||
Concho Resources Inc. | Pershing LLC | 20 | USD | 135,800 | USD | 70.00 | 11/15/19 | 7,576 | ||||||||||||||||||
Concho Resources Inc. | Pershing LLC | 20 | USD | 135,800 | USD | 85.00 | 11/15/19 | 993 | ||||||||||||||||||
ConocoPhillips | Pershing LLC | 18 | USD | 102,564 | USD | 60.00 | 11/15/19 | 2,137 | ||||||||||||||||||
ConocoPhillips | Pershing LLC | 89 | USD | 507,122 | USD | 60.00 | 12/20/19 | 16,801 | ||||||||||||||||||
ConocoPhillips | Pershing LLC | 50 | USD | 284,900 | USD | 57.50 | 01/17/20 | 17,427 | ||||||||||||||||||
Deere & Co. | Pershing LLC | 85 | USD | 1,433,780 | USD | 160.00 | 10/18/19 | 85,932 | ||||||||||||||||||
Deere & Co. | Pershing LLC | 85 | USD | 1,433,780 | USD | 160.00 | 11/15/19 | 102,419 | ||||||||||||||||||
Deere & Co. | Pershing LLC | 120 | USD | 2,024,160 | USD | 150.00 | 12/20/19 | 266,382 | ||||||||||||||||||
Devon Energy Corp. | Pershing LLC | 63 | USD | 151,578 | USD | 26.00 | 11/15/19 | 5,170 | ||||||||||||||||||
Devon Energy Corp. | Pershing LLC | 63 | USD | 151,578 | USD | 25.00 | 12/20/19 | 9,909 | ||||||||||||||||||
Devon Energy Corp. | Pershing LLC | 62 | USD | 149,172 | USD | 29.00 | 12/20/19 | 2,840 | ||||||||||||||||||
Eni SpA | Morgan Stanley | 43 | EUR | 301,731 | EUR | 14.25 | 10/18/19 | 2,937 | ||||||||||||||||||
Eni SpA | Morgan Stanley | 40 | EUR | 280,680 | EUR | 14.50 | 12/20/19 | 5,746 | ||||||||||||||||||
Eni SpA | Morgan Stanley | 40 | EUR | 280,680 | EUR | 14.25 | 01/17/20 | 9,569 | ||||||||||||||||||
EOG Resources Inc. | Pershing LLC | 15 | USD | 111,330 | USD | 90.00 | 11/15/19 | 317 | ||||||||||||||||||
EOG Resources Inc. | Pershing LLC | 40 | USD | 296,880 | USD | 77.50 | 12/20/19 | 13,745 | ||||||||||||||||||
EOG Resources Inc. | Pershing LLC | 52 | USD | 385,944 | USD | 77.50 | 01/17/20 | 21,114 | ||||||||||||||||||
Exxon Mobil Corp. | Pershing LLC | 118 | USD | 833,198 | USD | 72.50 | 11/15/19 | 10,575 | ||||||||||||||||||
Exxon Mobil Corp. | Pershing LLC | 80 | USD | 564,880 | USD | 75.00 | 11/15/19 | 2,445 | ||||||||||||||||||
Exxon Mobil Corp. | Pershing LLC | 200 | USD | 1,412,200 | USD | 70.00 | 12/20/19 | 53,715 | ||||||||||||||||||
Exxon Mobil Corp. | Pershing LLC | 180 | USD | 1,270,980 | USD | 70.00 | 01/17/20 | 56,467 | ||||||||||||||||||
Exxon Mobil Corp. | Pershing LLC | 27 | USD | 190,647 | USD | 72.50 | 01/17/20 | 5,172 | ||||||||||||||||||
FMC Corp. | Pershing LLC | 100 | USD | 876,800 | USD | 85.00 | 11/15/19 | 51,475 | ||||||||||||||||||
FMC Corp. | Pershing LLC | 100 | USD | 876,800 | USD | 95.00 | 12/20/19 | 15,486 | ||||||||||||||||||
Franco-Nevada Corp. | Pershing LLC | 108 | USD | 984,528 | USD | 85.00 | 11/15/19 | 84,212 | ||||||||||||||||||
Franco-Nevada Corp. | Pershing LLC | 54 | USD | 492,264 | USD | 97.50 | 11/15/19 | 8,523 | ||||||||||||||||||
4
GAMCO Natural Resources, Gold & Income Trust
Schedule of Investments (Continued) — September 30, 2019 (Unaudited)
Description | Counterparty | Number of Contracts | Notional Amount | Exercise Price | Expiration Date | Market Value | ||||||||||||||||||||
Franco-Nevada Corp. | Pershing LLC | 230 | USD | 2,096,680 | USD | 85.00 | 12/20/19 | $ | 197,585 | |||||||||||||||||
Franco-Nevada Corp. | Pershing LLC | 50 | USD | 455,800 | USD | 95.00 | 01/17/20 | 20,209 | ||||||||||||||||||
Franco-Nevada Corp. | Pershing LLC | 54 | USD | 492,264 | USD | 97.50 | 01/17/20 | 17,278 | ||||||||||||||||||
Halliburton Co. | Pershing LLC | 87 | USD | 163,995 | USD | 20.00 | 11/15/19 | 6,041 | ||||||||||||||||||
Halliburton Co. | Pershing LLC | 85 | USD | 160,225 | USD | 24.00 | 12/20/19 | 1,243 | ||||||||||||||||||
Halliburton Co. | Pershing LLC | 87 | USD | 163,995 | USD | 20.00 | 01/17/20 | 9,806 | ||||||||||||||||||
Harmony Gold Mining Co. Ltd., ADR | Pershing LLC | 1,845 | USD | 523,980 | USD | 2.30 | 12/20/19 | 118,002 | ||||||||||||||||||
Helmerich & Payne Inc. | Pershing LLC | 18 | USD | 72,126 | USD | 47.50 | 11/15/19 | 404 | ||||||||||||||||||
Helmerich & Payne Inc. | Pershing LLC | 28 | USD | 112,196 | USD | 40.00 | 12/20/19 | 7,974 | ||||||||||||||||||
Helmerich & Payne Inc. | Pershing LLC | 25 | USD | 100,175 | USD | 51.00 | 12/20/19 | 545 | ||||||||||||||||||
Hess Corp. | Pershing LLC | 15 | USD | 90,720 | USD | 62.50 | 11/15/19 | 3,845 | ||||||||||||||||||
Hess Corp. | Pershing LLC | 22 | USD | 133,056 | USD | 60.00 | 12/20/19 | 10,351 | ||||||||||||||||||
HollyFrontier Corp. | Pershing LLC | 35 | USD | 187,740 | USD | 47.00 | 10/18/19 | 24,243 | ||||||||||||||||||
HollyFrontier Corp. | Pershing LLC | 15 | USD | 80,460 | USD | 53.00 | 12/20/19 | 5,829 | ||||||||||||||||||
HollyFrontier Corp. | Pershing LLC | 35 | USD | 187,740 | USD | 55.00 | 01/17/20 | 12,210 | ||||||||||||||||||
IDEXX Laboratories Inc. | Pershing LLC | 45 | USD | 1,223,685 | USD | 290.00 | 11/15/19 | 21,259 | ||||||||||||||||||
Kinder Morgan Inc. | Pershing LLC | 180 | USD | 370,980 | USD | 20.50 | 10/18/19 | 8,086 | ||||||||||||||||||
Kinder Morgan Inc. | Pershing LLC | 190 | USD | 391,590 | USD | 20.50 | 11/15/19 | 10,000 | ||||||||||||||||||
Kinder Morgan Inc. | Pershing LLC | 200 | USD | 412,200 | USD | 20.00 | 12/20/19 | 20,722 | ||||||||||||||||||
Kirkland Gold Ltd. | Pershing LLC | 115 | USD | 515,200 | USD | 50.00 | 12/20/19 | 23,894 | ||||||||||||||||||
Kubota Corp. | Morgan Stanley | 720 | JPY | 117,684,000 | JPY | 1,600.00 | 12/12/19 | 62,030 | ||||||||||||||||||
MAG Silver Corp. | Pershing LLC | 100 | USD | 106,100 | USD | 9.50 | 10/18/19 | 12,372 | ||||||||||||||||||
MAG Silver Corp. | Pershing LLC | 225 | USD | 238,725 | USD | 13.00 | 12/20/19 | 8,270 | ||||||||||||||||||
Marathon Oil Corp. | Pershing LLC | 70 | USD | 85,890 | USD | 13.00 | 11/15/19 | 3,507 | ||||||||||||||||||
Marathon Oil Corp. | Pershing LLC | 125 | USD | 153,375 | USD | 15.00 | 11/15/19 | 1,315 | ||||||||||||||||||
Marathon Oil Corp. | Pershing LLC | 125 | USD | 153,375 | USD | 15.00 | 12/20/19 | 2,408 | ||||||||||||||||||
Marathon Petroleum Corp. | Pershing LLC | 92 | USD | 558,900 | USD | 60.00 | 10/18/19 | 21,515 | ||||||||||||||||||
Marathon Petroleum Corp. | Pershing LLC | 92 | USD | 558,900 | USD | 50.00 | 11/15/19 | 105,037 | ||||||||||||||||||
Marathon Petroleum Corp. | Pershing LLC | 92 | USD | 558,900 | USD | 57.50 | 11/15/19 | 49,778 | ||||||||||||||||||
Marathon Petroleum Corp. | Pershing LLC | 68 | USD | 413,100 | USD | 50.00 | 12/20/19 | 78,736 | ||||||||||||||||||
Mowi ASA | Morgan Stanley | 40,000 | NOK | 8,396,000 | NOK | 205.00 | 12/20/19 | 64,600 | ||||||||||||||||||
Mowi ASA | Morgan Stanley | 40,000 | NOK | 8,396,000 | NOK | 210.00 | 02/21/20 | 48,331 | ||||||||||||||||||
Newmont Goldcorp Corp. | Pershing LLC | 560 | USD | 2,123,520 | USD | 37.00 | 10/18/19 | 84,842 | ||||||||||||||||||
Newmont Goldcorp Corp. | Pershing LLC | 150 | USD | 568,800 | USD | 40.00 | 11/15/19 | 13,362 | ||||||||||||||||||
Newmont Goldcorp Corp. | Pershing LLC | 239 | USD | 906,288 | USD | 42.00 | 11/15/19 | 11,124 | ||||||||||||||||||
Newmont Goldcorp Corp. | Pershing LLC | 340 | USD | 1,289,280 | USD | 37.00 | 12/20/19 | 88,503 | ||||||||||||||||||
Newmont Goldcorp Corp. | Pershing LLC | 150 | USD | 568,800 | USD | 42.00 | 12/20/19 | 11,690 | ||||||||||||||||||
Noble Energy Inc. | Pershing LLC | 92 | USD | 206,632 | USD | 25.00 | 11/15/19 | 4,761 | ||||||||||||||||||
Noble Energy Inc. | Pershing LLC | 47 | USD | 105,562 | USD | 22.50 | 12/20/19 | 8,441 | ||||||||||||||||||
Noble Energy Inc. | Pershing LLC | 93 | USD | 208,878 | USD | 22.50 | 01/17/20 | 19,006 | ||||||||||||||||||
Nutrien Ltd. | Pershing LLC | 250 | USD | 1,247,000 | USD | 52.00 | 10/18/19 | 7,215 | ||||||||||||||||||
Nutrien Ltd. | Pershing LLC | 125 | USD | 623,500 | USD | 52.00 | 11/15/19 | 12,809 | ||||||||||||||||||
Nutrien Ltd. | Pershing LLC | 125 | USD | 623,500 | USD | 52.50 | 11/15/19 | 10,661 | ||||||||||||||||||
5
GAMCO Natural Resources, Gold & Income Trust
Schedule of Investments (Continued) — September 30, 2019 (Unaudited)
| Description | Counterparty | Number of Contracts | Notional Amount | Exercise Price | Expiration Date | Market Value | ||||||||||||||||||||
Nutrien Ltd. | Pershing LLC | 250 | USD | 1,247,000 | USD | 52.50 | 12/20/19 | $ | 34,443 | |||||||||||||||||
Occidental Petroleum Corp. | Pershing LLC | 41 | USD | 182,327 | USD | 50.00 | 12/20/19 | 2,870 | ||||||||||||||||||
ONEOK Inc. | Pershing LLC | 40 | USD | 294,760 | USD | 70.00 | 10/18/19 | 16,487 | ||||||||||||||||||
ONEOK Inc. | Pershing LLC | 40 | USD | 294,760 | USD | 70.00 | 11/15/19 | 16,980 | ||||||||||||||||||
ONEOK Inc. | Pershing LLC | 40 | USD | 294,760 | USD | 70.00 | 12/20/19 | 20,531 | ||||||||||||||||||
Phillips 66 | Pershing LLC | 40 | USD | 409,600 | USD | 99.00 | 11/15/19 | 20,845 | ||||||||||||||||||
Phillips 66 | Pershing LLC | 40 | USD | 409,600 | USD | 105.00 | 12/20/19 | 12,905 | ||||||||||||||||||
Phillips 66 | Pershing LLC | 40 | USD | 409,600 | USD | 100.00 | 01/17/20 | 26,407 | ||||||||||||||||||
Pioneer Natural Resources Co. | Pershing LLC | 16 | USD | 201,232 | USD | 125.00 | 11/15/19 | 11,591 | ||||||||||||||||||
Pretium Resources Inc. | Pershing LLC | 550 | USD | 633,050 | USD | 16.00 | 02/21/20 | 18,497 | ||||||||||||||||||
Rio Tinto plc, ADR | Pershing LLC | 170 | USD | 885,530 | USD | 59.39 | 10/18/19 | 143 | ||||||||||||||||||
Rio Tinto plc, ADR | Pershing LLC | 170 | USD | 885,530 | USD | 51.89 | 11/15/19 | 35,163 | ||||||||||||||||||
Rio Tinto plc, ADR | Pershing LLC | 170 | USD | 885,530 | USD | 53.00 | 12/20/19 | 36,356 | ||||||||||||||||||
Royal Dutch Shell plc, Cl. A | Morgan Stanley | 12 | GBP | 286,080 | GBp | 2,400.00 | 11/15/19 | 5,437 | ||||||||||||||||||
Royal Dutch Shell plc, Cl. A | Morgan Stanley | 25 | GBP | 596,000 | GBp | 2,550.00 | 11/15/19 | 2,037 | ||||||||||||||||||
Royal Dutch Shell plc, Cl. A | Morgan Stanley | 20 | GBP | 476,800 | GBp | 2,350.00 | 12/20/19 | 19,741 | ||||||||||||||||||
Royal Dutch Shell plc, Cl. A | Morgan Stanley | 21 | GBP | 500,640 | GBp | 2,400.00 | 12/20/19 | 14,665 | ||||||||||||||||||
Royal Dutch Shell plc, Cl. A | Morgan Stanley | 33 | GBP | 786,720 | GBp | 2,350.00 | 01/17/20 | 37,702 | ||||||||||||||||||
Royal Gold Inc. | Pershing LLC | 67 | USD | 825,507 | USD | 97.50 | 10/18/19 | 171,425 | ||||||||||||||||||
Royal Gold Inc. | Pershing LLC | 65 | USD | 800,865 | USD | 105.00 | 11/15/19 | 123,381 | ||||||||||||||||||
Royal Gold Inc. | Pershing LLC | 60 | USD | 739,260 | USD | 105.00 | 12/20/19 | 118,423 | ||||||||||||||||||
Schlumberger Ltd. | Pershing LLC | 90 | USD | 307,530 | USD | 32.50 | 11/15/19 | 25,821 | ||||||||||||||||||
Schlumberger Ltd. | Pershing LLC | 92 | USD | 314,364 | USD | 35.00 | 12/20/19 | 16,116 | ||||||||||||||||||
Schlumberger Ltd. | Pershing LLC | 91 | USD | 310,947 | USD | 35.00 | 01/17/20 | 18,935 | ||||||||||||||||||
SSR Mining Inc. | Pershing LLC | 220 | USD | 319,440 | USD | 16.00 | 11/15/19 | 9,958 | ||||||||||||||||||
Suncor Energy Inc. | Pershing LLC | 5 | USD | 15,790 | USD | 32.00 | 10/18/19 | 200 | ||||||||||||||||||
Suncor Energy Inc. | Pershing LLC | 75 | USD | 236,850 | USD | 32.50 | 11/15/19 | 4,916 | ||||||||||||||||||
Suncor Energy Inc. | Pershing LLC | 70 | USD | 221,060 | USD | 29.00 | 12/20/19 | 20,737 | ||||||||||||||||||
Suncor Energy Inc. | Pershing LLC | 65 | USD | 205,270 | USD | 29.50 | 01/17/20 | 18,206 | ||||||||||||||||||
Sunoco LP | Pershing LLC | 150 | USD | 471,750 | USD | 33.00 | 12/20/19 | 2,561 | ||||||||||||||||||
TechnipFMC plc | Pershing LLC | 85 | USD | 205,190 | USD | 25.00 | 10/18/19 | 3,761 | ||||||||||||||||||
TechnipFMC plc | Pershing LLC | 85 | USD | 205,190 | USD | 24.00 | 01/17/20 | 16,856 | ||||||||||||||||||
The Williams Companies Inc. | Pershing LLC | 110 | USD | 264,660 | USD | 25.00 | 10/18/19 | 1,573 | ||||||||||||||||||
The Williams Companies Inc. | Pershing LLC | 175 | USD | 421,050 | USD | 28.00 | 11/15/19 | 565 | ||||||||||||||||||
The Williams Companies Inc. | Pershing LLC | 110 | USD | 264,660 | USD | 24.00 | 12/20/19 | 11,320 | ||||||||||||||||||
TOTAL SA, ADR | Pershing LLC | 45 | USD | 234,000 | USD | 50.00 | 10/18/19 | 10,515 | ||||||||||||||||||
TOTAL SA, ADR | Pershing LLC | 115 | USD | 598,000 | USD | 55.00 | 11/15/19 | 5,516 | ||||||||||||||||||
TOTAL SA, ADR | Pershing LLC | 125 | USD | 650,000 | USD | 55.00 | 12/20/19 | 11,048 | ||||||||||||||||||
TOTAL SA, ADR | Pershing LLC | 45 | USD | 234,000 | USD | 54.00 | 01/17/20 | 5,480 | ||||||||||||||||||
Tyson Foods Inc., Cl. A | Pershing LLC | 150 | USD | 1,292,100 | USD | 70.00 | 10/18/19 | 245,284 | ||||||||||||||||||
Tyson Foods Inc., Cl. A | Pershing LLC | 150 | USD | 1,292,100 | USD | 83.00 | 11/15/19 | 84,773 | ||||||||||||||||||
Tyson Foods Inc., Cl. A | Pershing LLC | 150 | USD | 1,292,100 | USD | 80.00 | 12/20/19 | 126,326 | ||||||||||||||||||
Valero Energy Corp. | Pershing LLC | 43 | USD | 366,532 | USD | 75.00 | 10/18/19 | 45,588 | ||||||||||||||||||
6
GAMCO Natural Resources, Gold & Income Trust
Schedule of Investments (Continued) — September 30, 2019 (Unaudited)
| Description | Counterparty | Number of Contracts | Notional Amount | Exercise Price | Expiration Date | Market Value | ||||||||||||||||||||
Valero Energy Corp. | Pershing LLC | 41 | USD | 349,484 | USD | 77.50 | 12/20/19 | $ | 38,858 | |||||||||||||||||
Valero Energy Corp. | Pershing LLC | 40 | USD | 340,960 | USD | 84.00 | 01/17/20 | 24,190 | ||||||||||||||||||
Wheaton Precious Metals Corp. | Pershing LLC | 215 | USD | 564,160 | USD | 25.00 | 11/15/19 | 45,586 | ||||||||||||||||||
Wheaton Precious Metals Corp. | Pershing LLC | 220 | USD | 577,280 | USD | 31.00 | 11/15/19 | 5,648 | ||||||||||||||||||
Wheaton Precious Metals Corp. | Pershing LLC | 481 | USD | 1,262,144 | USD | 26.00 | 12/20/19 | 91,087 | ||||||||||||||||||
Wheaton Precious Metals Corp. | Pershing LLC | 774 | USD | 2,030,976 | USD | 30.00 | 01/17/20 | 63,064 | ||||||||||||||||||
Zoetis Inc. | Pershing LLC | 180 | USD | 2,242,620 | USD | 115.00 | 12/20/19 | 220,531 | ||||||||||||||||||
|
| |||||||||||||||||||||||||
TOTAL OTC CALL OPTIONS WRITTEN | $ | 5,441,090 | ||||||||||||||||||||||||
|
| |||||||||||||||||||||||||
| Description | Number of Contracts | Notional Amount | Exercise Price | Expiration Date | Market Value | |||||||||||||||||||||||
Exchange Traded Call Options Written — (1.9)% | ||||||||||||||||||||||||||||
AGCO Corp. | 75 | USD | 567,750 | USD | 75.00 | 11/15/19 | $ | 27,750 | ||||||||||||||||||||
Alacer Gold Corp. | 1,000 | CAD | 535,000 | CAD | 4.50 | 11/15/19 | 73,593 | |||||||||||||||||||||
AngloGold Ashanti Ltd., ADR | 390 | USD | 712,530 | USD | 23.00 | 04/17/20 | 45,825 | |||||||||||||||||||||
Cimarex Energy Co. | 8 | USD | 38,352 | USD | 75.00 | 12/20/19 | 160 | |||||||||||||||||||||
Cimarex Energy Co. | 7 | USD | 33,558 | USD | 80.00 | 12/20/19 | 175 | |||||||||||||||||||||
CNH Industrial NV | 513 | USD | 520,695 | USD | 10.00 | 12/20/19 | 39,758 | |||||||||||||||||||||
Concho Resources Inc. | 18 | USD | 122,220 | USD | 70.00 | 12/20/19 | 9,180 | |||||||||||||||||||||
Concho Resources Inc. | 13 | USD | 88,270 | USD | 110.00 | 12/20/19 | 325 | |||||||||||||||||||||
Detour Gold Corp. | 770 | CAD | 1,497,650 | CAD | 16.00 | 11/15/19 | 225,214 | |||||||||||||||||||||
Detour Gold Corp. | 360 | CAD | 700,200 | CAD | 18.00 | 12/20/19 | 73,910 | |||||||||||||||||||||
Detour Gold Corp. | 566 | CAD | 1,100,870 | CAD | 28.00 | 01/17/20 | 13,244 | |||||||||||||||||||||
Diamondback Energy Inc. | 20 | USD | 179,820 | USD | 105.00 | 12/20/19 | 3,720 | |||||||||||||||||||||
Diamondback Energy Inc. | 20 | USD | 179,820 | USD | 95.00 | 01/17/20 | 11,000 | |||||||||||||||||||||
Endeavour Mining Corp. | 150 | CAD | 379,800 | CAD | 22.00 | 11/15/19 | 42,458 | |||||||||||||||||||||
Endeavour Mining Corp. | 160 | CAD | 405,120 | CAD | 21.00 | 12/20/19 | 60,384 | |||||||||||||||||||||
Endeavour Mining Corp. | 150 | CAD | 379,800 | CAD | 28.00 | 01/17/20 | 14,719 | |||||||||||||||||||||
Endeavour Mining Corp. | 150 | CAD | 379,800 | CAD | 30.00 | 04/17/20 | 18,115 | |||||||||||||||||||||
EOG Resources Inc. | 10 | USD | 74,220 | USD | 85.00 | 01/17/20 | 1,820 | |||||||||||||||||||||
Harmony Gold Mining Co. Ltd., ADR | 1,000 | USD | 284,000 | USD | 3.00 | 10/18/19 | 10,000 | |||||||||||||||||||||
Harmony Gold Mining Co. Ltd., ADR | 1,675 | USD | 475,700 | USD | 2.00 | 11/15/19 | 146,563 | |||||||||||||||||||||
IDEXX Laboratories Inc. | 45 | USD | 1,223,685 | USD | 220.00 | 10/18/19 | 236,250 | |||||||||||||||||||||
IDEXX Laboratories Inc. | 45 | USD | 1,223,685 | USD | 210.00 | 12/20/19 | 290,700 | |||||||||||||||||||||
Kirkland Gold Ltd. | 75 | USD | 336,000 | USD | 50.00 | 01/17/20 | 18,750 | |||||||||||||||||||||
Kirkland Gold Ltd. | 180 | USD | 806,400 | USD | 50.00 | 04/17/20 | 67,140 | |||||||||||||||||||||
Kirkland Lake Gold Ltd. | 280 | CAD | 1,661,800 | CAD | 48.00 | 10/18/19 | 240,131 | |||||||||||||||||||||
OceanaGold Corp. | 1,400 | CAD | 484,400 | CAD | 4.00 | 10/18/19 | 4,755 | |||||||||||||||||||||
OceanaGold Corp. | 700 | CAD | 242,200 | CAD | 4.50 | 10/18/19 | 1,321 | |||||||||||||||||||||
OceanaGold Corp. | 2,600 | CAD | 899,600 | CAD | 3.50 | 11/15/19 | 47,100 | |||||||||||||||||||||
OceanaGold Corp. | 2,500 | CAD | 865,000 | CAD | 4.00 | 12/20/19 | 29,249 | |||||||||||||||||||||
Osisko Gold Royalties Ltd. | 390 | CAD | 480,090 | CAD | 17.00 | 10/18/19 | 736 | |||||||||||||||||||||
7
GAMCO Natural Resources, Gold & Income Trust
Schedule of Investments (Continued) — September 30, 2019 (Unaudited)
| Description | Number of Contracts | Notional Amount | Exercise Price | Expiration Date | Market Value | |||||||||||||||||||||||
Osisko Gold Royalties Ltd. | 500 | CAD | 615,500 | CAD | 16.00 | 12/20/19 | $ | 4,718 | ||||||||||||||||||||
Pan American Silver Corp. | 173 | USD | 271,264 | USD | 15.00 | 10/18/19 | 17,300 | |||||||||||||||||||||
Pilgrim’s Pride Corp. | 50 | USD | 160,225 | USD | 27.00 | 12/20/19 | 27,750 | |||||||||||||||||||||
Pilgrim’s Pride Corp. | 50 | USD | 160,225 | USD | 32.00 | 01/17/20 | 11,750 | |||||||||||||||||||||
Pioneer Natural Resources Co. | 15 | USD | 188,655 | USD | 130.00 | 10/18/19 | 3,435 | |||||||||||||||||||||
Pioneer Natural Resources Co. | 15 | USD | 188,655 | USD | 150.00 | 10/18/19 | 263 | |||||||||||||||||||||
Pioneer Natural Resources Co. | 17 | USD | 213,809 | USD | 150.00 | 12/20/19 | 2,890 | |||||||||||||||||||||
Pretium Resources Inc. | 400 | USD | 460,400 | USD | 9.00 | 12/20/19 | 106,000 | |||||||||||||||||||||
Pretium Resources Inc. | 175 | USD | 201,425 | USD | 8.00 | 01/17/20 | 63,875 | |||||||||||||||||||||
Pretium Resources Inc. | 440 | USD | 506,440 | USD | 15.00 | 01/17/20 | 15,400 | |||||||||||||||||||||
SEMAFO Inc. | 500 | CAD | 212,500 | CAD | 5.00 | 11/15/19 | 3,019 | |||||||||||||||||||||
SEMAFO Inc. | 500 | CAD | 212,500 | CAD | 5.00 | 01/17/20 | 5,661 | |||||||||||||||||||||
SEMAFO Inc. | 500 | CAD | 212,500 | CAD | 5.00 | 04/17/20 | 8,491 | |||||||||||||||||||||
SSR Mining Inc. | 220 | USD | 319,440 | USD | 14.00 | 12/20/19 | 33,000 | |||||||||||||||||||||
SSR Mining Inc. | 220 | USD | 319,440 | USD | 19.00 | 01/17/20 | 6,600 | |||||||||||||||||||||
The Mosaic Co. | 200 | USD | 410,000 | USD | 25.00 | 12/20/19 | 5,800 | |||||||||||||||||||||
The Mosaic Co. | 185 | USD | 379,250 | USD | 32.00 | 01/17/20 | 1,387 | |||||||||||||||||||||
The Mosaic Co. | 200 | USD | 410,000 | USD | 23.00 | 03/20/20 | 26,700 | |||||||||||||||||||||
Torex Gold Resources Inc. | 250 | CAD | 410,500 | CAD | 18.00 | 11/15/19 | 10,378 | |||||||||||||||||||||
Torex Gold Resources Inc. | 250 | CAD | 410,500 | CAD | 18.00 | 12/20/19 | 16,511 | |||||||||||||||||||||
Torex Gold Resources Inc. | 470 | CAD | 771,740 | CAD | 21.00 | 01/17/20 | 16,851 | |||||||||||||||||||||
VanEck Vectors Gold Miners ETF | 325 | USD | 868,075 | USD | 27.00 | 11/15/19 | 37,375 | |||||||||||||||||||||
VanEck Vectors Gold Miners ETF | 420 | USD | 1,121,820 | USD | 25.00 | 12/20/19 | 112,560 | |||||||||||||||||||||
VanEck Vectors Gold Miners ETF | 385 | USD | 1,028,335 | USD | 26.00 | 12/20/19 | 80,080 | |||||||||||||||||||||
VanEck Vectors Gold Miners ETF | 138 | USD | 368,598 | USD | 27.00 | 12/20/19 | 21,390 | |||||||||||||||||||||
VanEck Vectors Gold Miners ETF | 365 | USD | 974,915 | USD | 27.00 | 01/17/20 | 64,605 | |||||||||||||||||||||
Zoetis Inc. | 180 | USD | 2,242,620 | USD | 105.00 | 10/18/19 | 354,600 | |||||||||||||||||||||
Zoetis Inc. | 180 | USD | 2,242,620 | USD | 115.00 | 11/15/19 | 212,400 | |||||||||||||||||||||
|
| |||||||||||||||||||||||||||
TOTAL EXCHANGE TRADED CALL OPTIONS WRITTEN | $ | 3,024,834 | ||||||||||||||||||||||||||
|
| |||||||||||||||||||||||||||
Exchange Traded Put Options Written — (0.2)% | ||||||||||||||||||||||||||||
Energy Select Sector SPDR ETF | 380 | USD | 2,249,600 | USD | 59.00 | 10/18/19 | $ | 36,100 | ||||||||||||||||||||
Energy Select Sector SPDR ETF | 380 | USD | 2,249,600 | USD | 55.00 | 11/15/19 | 20,900 | |||||||||||||||||||||
VanEck Vectors Gold Miners ETF | 900 | USD | 2,403,900 | USD | 24.00 | 10/18/19 | 6,300 | |||||||||||||||||||||
VanEck Vectors Gold Miners ETF | 1,800 | USD | 4,807,800 | USD | 26.00 | 11/15/19 | 153,000 | |||||||||||||||||||||
VanEck Vectors Gold Miners ETF | 900 | USD | 2,403,900 | USD | 26.00 | 12/20/19 | 108,000 | |||||||||||||||||||||
|
| |||||||||||||||||||||||||||
TOTAL EXCHANGE TRADED PUT OPTIONS WRITTEN | $ | 324,300 | ||||||||||||||||||||||||||
|
| |||||||||||||||||||||||||||
TOTAL OPTIONS WRITTEN | $ | 8,790,224 | ||||||||||||||||||||||||||
|
| |||||||||||||||||||||||||||
8