| Description | Shares | Value | |||
| Short-Term Investments 113.0% | |||||
| Affiliated Mutual Fund 1.5% | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 3.777%) (cost $72,406)(wb) | 72,406 | $72,406 | |||
| Options Purchased*~ 111.5% | |||||
| (cost $5,079,708) | 5,496,890 | ||||
| TOTAL INVESTMENTS, BEFORE OPTION WRITTEN 113.0% (cost $5,152,114) | 5,569,296 | ||||
| Option Written*~ (13.0)% | |||||
| (premiums received $314,352) | (637,704) | ||||
| TOTAL INVESTMENTS, NET OF OPTION WRITTEN 100.0% (cost $4,837,762) | 4,931,592 | ||||
| Liabilities in excess of other assets (0.0)% | (2,101) | ||||
| Net Assets 100.0% | $4,929,491 | ||||
| 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 | 03/31/27 | $13.01 | 74 | 7 | $5,397,565 | |||||||||
| State Street SPDR S&P 500 ETF Trust | Put | 03/31/27 | $650.34 | 74 | 7 | 99,325 | |||||||||
| Total Options Purchased (cost $5,079,708) | $5,496,890 | ||||||||||||||
| Exchange Traded | |||||||||||||||
| Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
| State Street SPDR S&P 500 ETF Trust | Call | 03/31/27 | $696.71 | 74 | 7 | $(637,704) | |||||||||
| (premiums received $314,352) | |||||||||||||||