| Description | Shares | Value | |||
| Short-Term Investments 103.8% | |||||
| Affiliated Mutual Fund 0.5% | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 3.777%) (cost $229,656)(wb) | 229,656 | $229,656 | |||
| Options Purchased*~ 103.3% | |||||
| (cost $45,398,458) | 47,544,252 | ||||
| TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 103.8% (cost $45,628,114) | 47,773,908 | ||||
| Options Written*~ (3.8)% | |||||
| (premiums received $1,997,000) | (1,749,161) | ||||
| TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 100.0% (cost $43,631,114) | 46,024,747 | ||||
| Liabilities in excess of other assets (0.0)% | (18,911) | ||||
| Net Assets 100.0% | $46,005,836 | ||||
| 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 | 09/30/26 | $6.66 | 641 | 64 | $47,337,209 | |||||||||
| State Street SPDR S&P 500 ETF Trust | Put | 09/30/26 | $666.18 | 641 | 64 | 207,043 | |||||||||
| Total Options Purchased (cost $45,398,458) | $47,544,252 | ||||||||||||||
| Exchange Traded | |||||||||||||||
| Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
| State Street SPDR S&P 500 ETF Trust | Call | 09/30/26 | $734.93 | 641 | 64 | $(1,711,060) | |||||||||
| State Street SPDR S&P 500 ETF Trust | Put | 09/30/26 | $532.94 | 641 | 64 | (38,101) | |||||||||
| Total Options Written (premiums received $1,997,000) | $(1,749,161) | ||||||||||||||