| Description | Shares | Value | |||
| Short-Term Investments 108.3% | |||||
| Affiliated Mutual Fund 2.6% | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 3.805%) (cost $60,749)(wb) | 60,749 | $60,749 | |||
| Options Purchased*~ 105.7% | |||||
| (cost $2,281,060) | 2,471,914 | ||||
| TOTAL INVESTMENTS, BEFORE OPTION WRITTEN 108.3% (cost $2,341,809) | 2,532,663 | ||||
| Option Written*~ (8.3)% | |||||
| (premiums received $95,558) | (194,600) | ||||
| TOTAL INVESTMENTS, NET OF OPTION WRITTEN 100.0% (cost $2,246,251) | 2,338,063 | ||||
| Liabilities in excess of other assets (0.0)% | (990) | ||||
| Net Assets 100.0% | $2,337,073 | ||||
| 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 | 06/30/26 | $12.36 | 36 | 4 | $2,435,239 | |||||||||
| State Street SPDR S&P 500 ETF Trust | Put | 06/30/26 | $617.85 | 36 | 4 | 36,675 | |||||||||
| Total Options Purchased (cost $2,281,060) | $2,471,914 | ||||||||||||||
| Exchange Traded | |||||||||||||||
| Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
| State Street SPDR S&P 500 ETF Trust | Call | 06/30/26 | $662.61 | 36 | 4 | $(194,600) | |||||||||
| (premiums received $95,558) | |||||||||||||||