| Description | Shares | Value | |||
| Short-Term Investments 104.7% | |||||
| Affiliated Mutual Fund 1.0% | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 3.805%) (cost $401,048)(wb) | 401,048 | $401,048 | |||
| Options Purchased*~ 103.7% | |||||
| (cost $42,422,532) | 42,765,007 | ||||
| TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 104.7% (cost $42,823,580) | 43,166,055 | ||||
| Options Written*~ (4.7)% | |||||
| (premiums received $1,883,659) | (1,932,632) | ||||
| TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 100.0% (cost $40,939,921) | 41,233,423 | ||||
| Liabilities in excess of other assets (0.0)% | (15,211) | ||||
| Net Assets 100.0% | $41,218,212 | ||||
| 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 | 12/31/26 | $6.82 | 599 | 60 | $40,612,200 | |||||||||
| State Street SPDR S&P 500 ETF Trust | Put | 12/31/26 | $681.92 | 599 | 60 | 2,152,807 | |||||||||
| Total Options Purchased (cost $42,422,532) | $42,765,007 | ||||||||||||||
| Exchange Traded | |||||||||||||||
| Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
| State Street SPDR S&P 500 ETF Trust | Call | 12/31/26 | $777.05 | 599 | 60 | $(856,762) | |||||||||
| State Street SPDR S&P 500 ETF Trust | Put | 12/31/26 | $600.09 | 599 | 60 | (1,075,870) | |||||||||
| Total Options Written (premiums received $1,883,659) | $(1,932,632) | ||||||||||||||