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 | ||||||||
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 | ||||||||||||||||||||||||||
|
|
8