| Description | Shares | Value | |||
| Short-Term Investments 104.5% | |||||
| Affiliated Mutual Fund 0.9% | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 3.777%) (cost $334,679)(wb) | 334,679 | $334,679 | |||
| Options Purchased*~ 103.6% | |||||
| (cost $37,210,252) | 37,638,937 | ||||
| TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 104.5% (cost $37,544,931) | 37,973,616 | ||||
| Options Written*~ (4.5)% | |||||
| (premiums received $1,892,408) | (1,632,270) | ||||
| TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 100.0% (cost $35,652,523) | 36,341,346 | ||||
| Liabilities in excess of other assets (0.0)% | (15,038) | ||||
| Net Assets 100.0% | $36,326,308 | ||||
| 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 | 04/30/27 | $7.19 | 494 | 49 | $36,319,685 | |||||||||
| State Street SPDR S&P 500 ETF Trust | Put | 04/30/27 | $718.66 | 494 | 49 | 1,319,252 | |||||||||
| Total Options Purchased (cost $37,210,252) | $37,638,937 | ||||||||||||||
| Exchange Traded | |||||||||||||||
| Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
| State Street SPDR S&P 500 ETF Trust | Call | 04/30/27 | $799.87 | 494 | 49 | $(1,237,144) | |||||||||
| State Street SPDR S&P 500 ETF Trust | Put | 04/30/27 | $574.93 | 494 | 49 | (395,126) | |||||||||
| Total Options Written (premiums received $1,892,408) | $(1,632,270) | ||||||||||||||