Description | Shares | Value | |||
Short-Term Investments 104.4% | |||||
Affiliated Mutual Fund 1.0% | |||||
PGIM Core Government Money Market Fund (7-day effective yield 4.492%) (cost $143,182)(wb) | 143,182 | $143,182 | |||
Options Purchased*~ 103.4% | |||||
(cost $13,996,276) | 14,182,221 | ||||
TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 104.4% (cost $14,139,458) | 14,325,403 | ||||
Options Written*~ (4.2)% | |||||
(premiums received $582,669) | (584,073) | ||||
TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 100.2% (cost $13,556,789) | 13,741,330 | ||||
Liabilities in excess of other assets(z) (0.2)% | (23,521) | ||||
Net Assets 100.0% | $13,717,809 |
Below is a list of the abbreviation(s) used in the quarterly schedule of portfolio holdings: |
ETF—Exchange-Traded Fund | |
S&P—Standard & Poor’s | |
SPDR—Standard & Poor’s Depositary Receipts |
* | Non-income producing security. |
# | Principal or notional amount is shown in U.S. dollars unless otherwise stated. |
~ | See tables subsequent to the Schedule of Investments for options detail. Options with maturity dates greater than one year from date of acquisition would be considered long-term investments. |
(wb) | Represents an investment in a Fund affiliated with the Manager. |
(z) | Includes net unrealized appreciation/(depreciation) and/or market value of the below holdings which are excluded from the Schedule of Investments: |
Exchange Traded | |||||||||||||||
Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
SPDR S&P 500 ETF Trust | Call | 06/30/26 | $6.18 | 219 | 22 | $13,590,702 | |||||||||
SPDR S&P 500 ETF Trust | Put | 06/30/26 | $617.85 | 219 | 22 | 591,519 | |||||||||
Total Options Purchased (cost $13,996,276) | $14,182,221 |
Exchange Traded | |||||||||||||||
Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
SPDR S&P 500 ETF Trust | Call | 06/30/26 | $703.79 | 219 | 22 | $(290,394) | |||||||||
SPDR S&P 500 ETF Trust | Put | 06/30/26 | $543.71 | 219 | 22 | (293,679) | |||||||||
Total Options Written (premiums received $582,669) | $(584,073) |