| Description | Shares | Value | |||
| Short-Term Investments 104.6% | |||||
| Affiliated Mutual Fund 0.6% | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 3.777%) (cost $246,094)(wb) | 246,094 | $246,094 | |||
| Options Purchased*~ 104.0% | |||||
| (cost $38,388,013) | 40,068,637 | ||||
| TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 104.6% (cost $38,634,107) | 40,314,731 | ||||
| Options Written*~ (4.6)% | |||||
| (premiums received $1,758,042) | (1,762,700) | ||||
| TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 100.0% (cost $36,876,065) | 38,552,031 | ||||
| Liabilities in excess of other assets (0.0)% | (16,088) | ||||
| Net Assets 100.0% | $38,535,943 | ||||
| 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 | 01/29/27 | $6.92 | 533 | 53 | $39,261,739 | |||||||||
| State Street SPDR S&P 500 ETF Trust | Put | 01/29/27 | $691.97 | 533 | 53 | 806,898 | |||||||||
| Total Options Purchased (cost $38,388,013) | $40,068,637 | ||||||||||||||
| Exchange Traded | |||||||||||||||
| Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
| State Street SPDR S&P 500 ETF Trust | Call | 01/29/27 | $765.66 | 533 | 53 | $(1,547,454) | |||||||||
| State Street SPDR S&P 500 ETF Trust | Put | 01/29/27 | $553.58 | 533 | 53 | (215,246) | |||||||||
| Total Options Written (premiums received $1,758,042) | $(1,762,700) | ||||||||||||||