| Description | Shares | Value | |||
| Short-Term Investments 105.8% | |||||
| Affiliated Mutual Fund 0.7% | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 3.777%) (cost $253,513)(wb) | 253,513 | $253,513 | |||
| Options Purchased*~ 105.1% | |||||
| (cost $34,881,895) | 36,298,211 | ||||
| TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 105.8% (cost $35,135,408) | 36,551,724 | ||||
| Options Written*~ (5.8)% | |||||
| (premiums received $1,647,182) | (1,994,685) | ||||
| TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 100.0% (cost $33,488,226) | 34,557,039 | ||||
| Liabilities in excess of other assets (0.0)% | (14,443) | ||||
| Net Assets 100.0% | $34,542,596 | ||||
| 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 | 02/26/27 | $6.86 | 482 | 48 | $35,524,413 | |||||||||
| State Street SPDR S&P 500 ETF Trust | Put | 02/26/27 | $685.99 | 482 | 48 | 773,798 | |||||||||
| Total Options Purchased (cost $34,881,895) | $36,298,211 | ||||||||||||||
| Exchange Traded | |||||||||||||||
| Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
| State Street SPDR S&P 500 ETF Trust | Call | 02/26/27 | $760.69 | 482 | 48 | $(1,770,357) | |||||||||
| State Street SPDR S&P 500 ETF Trust | Put | 02/26/27 | $548.79 | 482 | 48 | (224,328) | |||||||||
| Total Options Written (premiums received $1,647,182) | $(1,994,685) | ||||||||||||||