| Description | Shares | Value | |||
| Short-Term Investments 103.1% | |||||
| Affiliated Mutual Fund 0.9% | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 3.777%) (cost $518,048)(wb) | 518,048 | $518,048 | |||
| Options Purchased*~ 102.2% | |||||
| (cost $57,566,413) | 56,896,820 | ||||
| TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 103.1% (cost $58,084,461) | 57,414,868 | ||||
| Options Written*~ (3.1)% | |||||
| (premiums received $2,557,427) | (1,739,679) | ||||
| TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 100.0% (cost $55,527,034) | 55,675,189 | ||||
| Liabilities in excess of other assets (0.0)% | (23,171) | ||||
| Net Assets 100.0% | $55,652,018 | ||||
| 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 | 05/28/27 | $7.56 | 735 | 74 | $54,035,186 | |||||||||
| State Street SPDR S&P 500 ETF Trust | Put | 05/28/27 | $756.48 | 735 | 74 | 2,861,634 | |||||||||
| Total Options Purchased (cost $57,566,413) | $56,896,820 | ||||||||||||||
| Exchange Traded | |||||||||||||||
| Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
| State Street SPDR S&P 500 ETF Trust | Call | 05/28/27 | $847.79 | 735 | 74 | $(907,585) | |||||||||
| State Street SPDR S&P 500 ETF Trust | Put | 05/28/27 | $605.18 | 735 | 74 | (832,094) | |||||||||
| Total Options Written (premiums received $2,557,427) | $(1,739,679) | ||||||||||||||