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        <name>Royal Gold Inc</name>
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        <name>MERRILL LYNCH, PIERCE, FENNER &amp; SMITH INCORPORATED</name>
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      <invstOrSec>
        <name>MONTREAL EXCHANGE</name>
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          <ticker value="EDV 11 C28.5"/>
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        <name>INTL TRADING INC</name>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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      <invstOrSec>
        <name>NEW YORK STOCK EXCHANGE</name>
        <lei>549300HIIRNTNKXV3M12</lei>
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        <name>CBOE GLOBAL MARKETS, INC.</name>
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        <name>NEW YORK STOCK EXCHANGE</name>
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        <name>Apache Corp</name>
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      <invstOrSec>
        <name>Kubota Corp</name>
        <lei>549300CSY4INHEHQQT13</lei>
        <title>Kubota Corp</title>
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          <isin value="JP3266400005"/>
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        <name>Northern Dynasty Minerals Ltd</name>
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        <name>IMPERIAL CAPITAL, LLC</name>
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        <name>Archer-Daniels-Midland Co</name>
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        <name>OSISKO GOLD ROYALTIES</name>
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        <name>Halliburton Co</name>
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        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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        <name>BP PLC</name>
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        <name>Energy Select Sector SPDR Fund</name>
        <lei>54930064FLK0RD4TRU75</lei>
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        <name>BAY CREST PARTNERS LLC</name>
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        <name>IMPERIAL CAPITAL, LLC</name>
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        <securityLending>
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        <name>U S BANCORP PIPER JAFFRAY INC</name>
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        <payoffProfile>N/A</payoffProfile>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>U S BANCORP PIPER JAFFRAY INC</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                <issuerName>Phillips 66</issuerName>
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      <invstOrSec>
        <name>IMPERIAL CAPITAL, LLC</name>
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        <name>Alamos Gold Inc</name>
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        <name>J.P. MORGAN SECURITIES LLC</name>
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        <name>IMPERIAL CAPITAL, LLC</name>
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        <name>Williams Cos Inc/The</name>
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        <name>NATIONAL BANK OF CANADA</name>
        <lei>BSGEFEIOM18Y80CKCV46</lei>
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      <invstOrSec>
        <name>Concho Resources Inc</name>
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        <securityLending>
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        <name>HollyFrontier Corp</name>
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      <invstOrSec>
        <name>CBOE GLOBAL MARKETS, INC.</name>
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        <name>OPPENHEIMER &amp; CO. INC.</name>
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        <name>PRETIUM RESOURCES INC</name>
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        <name>STIFEL, NICOLAUS &amp; COMPANY, INCORPORATED</name>
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        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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        <name>SOCIETE GENERALE</name>
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        <name>Wheaton Precious Metals Corp</name>
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        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
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        <name>Barrick Gold Corp</name>
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        <name>NEW YORK STOCK EXCHANGE</name>
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            <writtenOrPur>Written</writtenOrPur>
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        <securityLending>
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    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2020-11-20</ncom:dateSigned>
      <ncom:nameOfApplicant>GAMCO Natural Resources, Gold &amp; Income Trust</ncom:nameOfApplicant>
      <ncom:signature>John C. Ball</ncom:signature>
      <ncom:signerName>John C. Ball</ncom:signerName>
      <ncom:title>Treasurer</ncom:title>
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  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
