| Description | Shares | Value | |||
| Short-Term Investments 102.6% | |||||
| Affiliated Mutual Fund 0.7% | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 3.777%) (cost $223,338)(wb) | 223,338 | $223,338 | |||
| Options Purchased*~ 101.9% | |||||
| (cost $33,384,846) | 34,928,606 | ||||
| TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 102.6% (cost $33,608,184) | 35,151,944 | ||||
| Options Written*~ (2.6)% | |||||
| (premiums received $1,416,361) | (869,883) | ||||
| TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 100.0% (cost $32,191,823) | 34,282,061 | ||||
| Liabilities in excess of other assets (0.0)% | (14,005) | ||||
| Net Assets 100.0% | $34,268,056 | ||||
| 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 | 10/30/26 | $6.82 | 469 | 47 | $34,610,835 | |||||||||
| State Street SPDR S&P 500 ETF Trust | Put | 10/30/26 | $682.06 | 469 | 47 | 317,771 | |||||||||
| Total Options Purchased (cost $33,384,846) | $34,928,606 | ||||||||||||||
| Exchange Traded | |||||||||||||||
| Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
| State Street SPDR S&P 500 ETF Trust | Call | 10/30/26 | $760.29 | 469 | 47 | $(804,673) | |||||||||
| State Street SPDR S&P 500 ETF Trust | Put | 10/30/26 | $545.65 | 469 | 47 | (65,210) | |||||||||
| Total Options Written (premiums received $1,416,361) | $(869,883) | ||||||||||||||