PAGE 1 000 A000000 06/30/2015 000 C000000 0001438893 000 D000000 N 000 E000000 NF 000 F000000 Y 000 G000000 N 000 H000000 N 000 I000000 6.1 000 J000000 A 001 A000000 GAMCO NAT RES, GOLD & INC. TRUST 001 B000000 811-22216 001 C000000 9149215100 002 A000000 ONE CORPORATE CENTER 002 B000000 RYE 002 C000000 NY 002 D010000 10580 002 D020000 1422 003 000000 N 004 000000 N 005 000000 N 006 000000 N 007 A000000 N 007 B000000 0 007 C010100 1 008 A000001 GABELLI FUNDS, LLC 008 B000001 A 008 C000001 801-37706 008 D010001 RYE 008 D020001 NY 008 D030001 10580 008 D040001 1422 010 A000001 GABELLI FUNDS, LLC 010 B000001 801-37706 010 C010001 RYE 010 C020001 NY 010 C030001 10580 010 C040001 1422 010 A000002 BNY MELLON INVESTMENT SERVICING (US) INC. 010 B000002 84-01761 010 C010002 WILMINGTON 010 C020002 DE 010 C030002 19809 012 A000001 AMERICAN STOCK TRANSFER & TRUST COMPANY 012 B000001 84-00416 012 C010001 NEW YORK 012 C020001 NY 012 C030001 10038 013 A000001 PRICEWATERHOUSECOOPERS LLP 013 B010001 NEW YORK 013 B020001 NY 013 B030001 10017 PAGE 2 014 A000001 G.RESEARCH, INC. 014 B000001 8-21373 014 A000002 G.DISTRIBUTORS, LLC 014 B000002 8-68697 015 A000001 THE BANK OF NEW YORK MELLON 015 B000001 C 015 C010001 EVERETT 015 C020001 MA 015 C030001 02149 015 E010001 X 018 000000 Y 019 A000000 Y 019 B000000 34 019 C000000 GABELLIGRP 020 A000001 MERRILL LYNCH, PIERCE, FENNER & SMITH, INC. 020 B000001 13-5674085 020 C000001 32 020 A000002 NATIONAL BANK OF CANADA FINANCIAL, INC. 020 B000002 95-4108888 020 C000002 30 020 A000003 BMO NESBITT BURNS SECURITIES LTD. 020 B000003 10-3854261 020 C000003 12 020 A000004 RBC CAPITAL MARKETS LLC 020 B000004 13-5033225 020 C000004 12 020 A000005 MORGAN STANLEY & CO., INC. 020 B000005 13-2655998 020 C000005 9 020 A000006 J.P. MORGAN SECURITIES, INC. 020 B000006 13-3379014 020 C000006 8 020 A000007 CIBC WORLD MARKETS CORP. 020 B000007 13-2798343 020 C000007 8 020 A000008 GOLDMAN, SACHS & CO. 020 B000008 13-5108880 020 C000008 8 020 A000009 INTERACTIVE BROKERS LLC 020 B000009 13-3863700 020 C000009 5 020 A000010 CANTOR FITZGERALD & CO. 020 B000010 13-3680184 020 C000010 5 021 000000 167 022 A000001 BARCLAYS CAPITAL, INC. 022 B000001 06-1031656 022 C000001 52296 022 D000001 61897 022 A000002 DAIWA SECURITIES AMERICA, INC. 022 B000002 13-5680329 PAGE 3 022 C000002 11995 022 D000002 0 022 A000003 MORGAN STANLEY & CO., INC. 022 B000003 13-2655998 022 C000003 1284 022 D000003 429 022 A000004 GMP SECURITIES LLC 022 B000004 13-4036836 022 C000004 935 022 D000004 0 022 A000005 JEFFERIES & CO., INC. 022 B000005 95-2622900 022 C000005 348 022 D000005 0 022 A000006 PERSHING LLC 022 B000006 13-2741729 022 C000006 0 022 D000006 262 022 A000007 CANACCORD CAPITAL CORP. USA, INC. 022 B000007 41-1279945 022 C000007 142 022 D000007 0 023 C000000 67000 023 D000000 62588 024 000000 N 026 A000000 N 026 B000000 Y 026 C000000 N 026 D000000 Y 026 E000000 N 026 F000000 Y 026 G010000 N 026 G020000 N 026 H000000 N 027 000000 N 028 A010000 0 028 A020000 0 028 A030000 0 028 A040000 0 028 B010000 0 028 B020000 0 028 B030000 0 028 B040000 0 028 C010000 0 028 C020000 0 028 C030000 0 028 C040000 0 028 D010000 0 028 D020000 0 028 D030000 0 028 D040000 0 PAGE 4 028 E010000 0 028 E020000 0 028 E030000 0 028 E040000 0 028 F010000 0 028 F020000 0 028 F030000 0 028 F040000 0 028 G010000 0 028 G020000 0 028 G030000 0 028 G040000 0 028 H000000 0 030 A000000 0 030 B000000 0.00 030 C000000 0.00 031 A000000 0 031 B000000 0 032 000000 0 033 000000 0 035 000000 0 036 B000000 0 038 000000 0 042 A000000 0 042 B000000 0 042 C000000 0 042 D000000 0 042 E000000 0 042 F000000 0 042 G000000 0 042 H000000 0 043 000000 0 044 000000 0 045 000000 Y 046 000000 N 047 000000 Y 048 000000 1.000 048 A010000 0 048 A020000 0.000 048 B010000 0 048 B020000 0.000 048 C010000 0 048 C020000 0.000 048 D010000 0 048 D020000 0.000 048 E010000 0 048 E020000 0.000 048 F010000 0 048 F020000 0.000 048 G010000 0 048 G020000 0.000 PAGE 5 048 H010000 0 048 H020000 0.000 048 I010000 0 048 I020000 0.000 048 J010000 0 048 J020000 0.000 048 K010000 0 048 K020000 0.000 049 000000 N 050 000000 N 051 000000 N 052 000000 N 053 A000000 N 054 A000000 Y 054 B000000 Y 054 C000000 Y 054 D000000 N 054 E000000 N 054 F000000 N 054 G000000 N 054 H000000 N 054 I000000 N 054 J000000 Y 054 K000000 N 054 L000000 N 054 M000000 Y 054 N000000 N 054 O000000 N 055 A000000 Y 055 B000000 N 056 000000 Y 057 000000 N 058 A000000 N 059 000000 Y 060 A000000 N 060 B000000 N 061 000000 0 062 A000000 N 062 B000000 0.0 062 C000000 0.0 062 D000000 0.0 062 E000000 0.0 062 F000000 0.0 062 G000000 0.0 062 H000000 0.0 062 I000000 0.0 062 J000000 0.0 062 K000000 0.0 062 L000000 0.0 062 M000000 0.0 062 N000000 0.0 PAGE 6 062 O000000 0.0 062 P000000 0.0 062 Q000000 0.0 062 R000000 0.0 063 A000000 0 063 B000000 0.0 066 A000000 Y 066 B000000 N 066 C000000 N 066 D000000 N 066 E000000 N 066 F000000 Y 066 G000000 N 067 000000 N 068 A000000 Y 068 B000000 N 069 000000 N 070 A010000 Y 070 A020000 N 070 B010000 Y 070 B020000 Y 070 C010000 Y 070 C020000 N 070 D010000 Y 070 D020000 N 070 E010000 Y 070 E020000 N 070 F010000 Y 070 F020000 N 070 G010000 Y 070 G020000 N 070 H010000 Y 070 H020000 N 070 I010000 Y 070 I020000 N 070 J010000 Y 070 J020000 N 070 K010000 Y 070 K020000 N 070 L010000 Y 070 L020000 Y 070 M010000 Y 070 M020000 Y 070 N010000 Y 070 N020000 N 070 O010000 N 070 O020000 N 070 P010000 Y 070 P020000 N 070 Q010000 N 070 Q020000 N PAGE 7 070 R010000 Y 070 R020000 N 071 A000000 74509 071 B000000 60786 071 C000000 177991 071 D000000 34 072 A000000 6 072 B000000 6 072 C000000 1448 072 D000000 0 072 E000000 0 072 F000000 939 072 G000000 0 072 H000000 52 072 I000000 9 072 J000000 13 072 K000000 0 072 L000000 53 072 M000000 40 072 N000000 0 072 O000000 0 072 P000000 0 072 Q000000 23 072 R000000 40 072 S000000 5 072 T000000 0 072 U000000 0 072 V000000 0 072 W000000 32 072 X000000 1206 072 Y000000 2 072 Z000000 250 072AA000000 0 072BB000000 8281 072CC010000 12522 072CC020000 0 072DD010000 265 072DD020000 0 072EE000000 0 073 A010000 0.0100 073 A020000 0.0000 073 B000000 0.0000 073 C000000 0.4100 074 A000000 0 074 B000000 0 074 C000000 1500 074 D000000 359 074 E000000 0 074 F000000 180672 074 G000000 0 074 H000000 0 PAGE 8 074 I000000 0 074 J000000 217 074 K000000 0 074 L000000 3908 074 M000000 84 074 N000000 186740 074 O000000 1587 074 P000000 180 074 Q000000 0 074 R010000 0 074 R020000 0 074 R030000 4753 074 R040000 453 074 S000000 0 074 T000000 179767 074 U010000 21051 074 U020000 0 074 V010000 8.54 074 V020000 0.00 074 W000000 0.0000 074 X000000 17983 074 Y000000 85331 075 A000000 0 075 B000000 188051 076 000000 7.65 077 A000000 N 078 000000 N 080 C000000 0 081 B000000 0 082 B000000 0 083 B000000 0 084 B000000 0 086 A010000 0 086 A020000 0 086 B010000 0 086 B020000 0 086 C010000 0 086 C020000 0 086 D010000 0 086 D020000 0 086 E010000 0 086 E020000 0 086 F010000 0 086 F020000 0 087 A010000 COMMON STOCK 087 A020000 36465E101 087 A030000 GNT 088 A000000 N 088 B000000 N 088 C000000 N 088 D000000 N PAGE 9 SIGNATURE SCOTT R. FUCHS TITLE ASSISTANT TREASURER