| Description | Shares | Value | |||
| Short-Term Investments 104.0% | |||||
| Affiliated Mutual Fund 1.9% | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 3.777%) (cost $117,983)(wb) | 117,983 | $117,983 | |||
| Options Purchased*~ 102.1% | |||||
| (cost $6,292,496) | 6,271,708 | ||||
| TOTAL INVESTMENTS, BEFORE OPTION WRITTEN 104.0% (cost $6,410,479) | 6,389,691 | ||||
| Option Written*~ (4.0)% | |||||
| (premiums received $282,464) | (242,960) | ||||
| TOTAL INVESTMENTS, NET OF OPTION WRITTEN 100.0% (cost $6,128,015) | 6,146,731 | ||||
| Liabilities in excess of other assets (0.0)% | (2,131) | ||||
| Net Assets 100.0% | $6,144,600 | ||||
| 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 | 06/30/27 | $14.94 | 82 | 8 | $5,956,895 | |||||||||
| State Street SPDR S&P 500 ETF Trust | Put | 06/30/27 | $746.77 | 82 | 8 | 314,813 | |||||||||
| Total Options Purchased (cost $6,292,496) | $6,271,708 | ||||||||||||||
| Exchange Traded | |||||||||||||||
| Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
| State Street SPDR S&P 500 ETF Trust | Call | 06/30/27 | $806.21 | 82 | 8 | $(242,960) | |||||||||
| (premiums received $282,464) | |||||||||||||||