| Description | Shares | Value | |||
| Long-Term Investments 107.3% | |||||
| Options Purchased*~ | |||||
| (cost $3,901,120) | $4,259,663 | ||||
| Total Long-Term Investments, BEFORE OPTIONS WRITTEN 107.3% (cost $3,901,120) | 4,259,663 | ||||
| Option Written*~ (8.8)% | |||||
| (premiums received $209,003) | (349,100) | ||||
| TOTAL LONG-TERM INVESTMENTS, NET OF OPTION WRITTEN 98.5% (cost $3,692,117) | 3,910,563 | ||||
| Short-Term Investment 1.5% | |||||
| Affiliated Mutual Fund | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 3.777%) (cost $62,111)(wb) | 62,111 | 62,111 | |||
| TOTAL INVESTMENTS 100.0% (cost $3,754,228) | 3,972,674 | ||||
| Liabilities in excess of other assets (0.0)% | (1,680) | ||||
| Net Assets 100.0% | $3,970,994 | ||||
| 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. |
| (wb) | Represents an investment in a Fund affiliated with the Manager. |
| Exchange Traded | |||||||||||||||
| Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
| State Street SPDR S&P 500 ETF Trust | Call | 08/31/26 | $12.90 | 58 | 6 | $4,255,972 | |||||||||
| State Street SPDR S&P 500 ETF Trust | Put | 08/31/26 | $645.05 | 58 | 6 | 3,691 | |||||||||
| Total Options Purchased (cost $3,901,120) | $4,259,663 | ||||||||||||||
| Exchange Traded | |||||||||||||||
| Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
| State Street SPDR S&P 500 ETF Trust | Call | 08/31/26 | $690.53 | 58 | 6 | $(349,100) | |||||||||
| (premiums received $209,003) | |||||||||||||||