| Description | Shares | Value | |||
| Short-Term Investments 105.7% | |||||
| Affiliated Mutual Fund 1.8% | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 3.777%) (cost $94,725)(wb) | 94,725 | $94,725 | |||
| Options Purchased*~ 103.9% | |||||
| (cost $5,507,050) | 5,586,963 | ||||
| TOTAL INVESTMENTS, BEFORE OPTION WRITTEN 105.7% (cost $5,601,775) | 5,681,688 | ||||
| Option Written*~ (5.7)% | |||||
| (premiums received $281,150) | (304,161) | ||||
| TOTAL INVESTMENTS, NET OF OPTION WRITTEN 100.0% (cost $5,320,625) | 5,377,527 | ||||
| Liabilities in excess of other assets (0.0)% | (2,278) | ||||
| Net Assets 100.0% | $5,375,249 | ||||
| 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 | $14.37 | 74 | 7 | $5,389,342 | |||||||||
| State Street SPDR S&P 500 ETF Trust | Put | 04/30/27 | $718.66 | 74 | 7 | 197,621 | |||||||||
| Total Options Purchased (cost $5,507,050) | $5,586,963 | ||||||||||||||
| 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 | $768.68 | 74 | 7 | $(304,161) | |||||||||
| (premiums received $281,150) | |||||||||||||||