| Description | Shares | Value | |||
| Short-Term Investments 103.2% | |||||
| Affiliated Mutual Fund 1.3% | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 4.492%) (cost $98,471)(wb) | 98,471 | $98,471 | |||
| Options Purchased*~ 101.9% | |||||
| (cost $7,876,507) | 7,876,011 | ||||
| TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 103.2% (cost $7,974,978) | 7,974,482 | ||||
| Options Written*~ (3.8)% | |||||
| (premiums received $293,292) | (293,788) | ||||
| TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 99.4% (cost $7,681,686) | 7,680,694 | ||||
| Other assets in excess of liabilities(z) 0.6% | 46,751 | ||||
| Net Assets 100.0% | $7,727,445 | ||||
| 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. Options with maturity dates greater than one year from date of acquisition would be considered long-term investments. |
| (wb) | Represents an investment in a Fund affiliated with the Manager. |
| (z) | Includes net unrealized appreciation/(depreciation) and/or market value of the below holdings which are excluded from the Schedule of Investments: |
| Exchange Traded | |||||||||||||||
| Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
| SPDR S&P 500 ETF Trust | Call | 07/31/26 | $6.32 | 121 | 12 | $7,479,857 | |||||||||
| SPDR S&P 500 ETF Trust | Put | 07/31/26 | $632.08 | 121 | 12 | 396,154 | |||||||||
| Total Options Purchased (cost $7,876,507) | $7,876,011 | ||||||||||||||
| Exchange Traded | |||||||||||||||
| Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
| SPDR S&P 500 ETF Trust | Call | 07/31/26 | $702.75 | 121 | 12 | $(168,311) | |||||||||
| SPDR S&P 500 ETF Trust | Put | 07/31/26 | $505.66 | 121 | 12 | (125,477) | |||||||||
| Total Options Written (premiums received $293,292) | $(293,788) | ||||||||||||||