| Description | Shares | Value | |||
| Short-Term Investments 102.7% | |||||
| Affiliated Mutual Fund 0.8% | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 4.492%) (cost $70,918)(wb) | 70,918 | $70,918 | |||
| Options Purchased*~ 101.9% | |||||
| (cost $8,860,729) | 9,416,700 | ||||
| TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 102.7% (cost $8,931,647) | 9,487,618 | ||||
| Options Written*~ (2.7)% | |||||
| (premiums received $299,498) | (245,382) | ||||
| TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 100.0% (cost $8,632,149) | 9,242,236 | ||||
| Liabilities in excess of other assets(z) (0.0)% | (2,376) | ||||
| Net Assets 100.0% | $9,239,860 | ||||
| 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 | 09/30/25 | $5.74 | 150 | 15 | $9,367,500 | |||||||||
| SPDR S&P 500 ETF Trust | Put | 09/30/25 | $573.76 | 150 | 15 | 49,200 | |||||||||
| Total Options Purchased (cost $8,860,729) | $9,416,700 | ||||||||||||||
| Exchange Traded | |||||||||||||||
| Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
| SPDR S&P 500 ETF Trust | Call | 09/30/25 | $631.71 | 150 | 15 | $(236,653) | |||||||||
| SPDR S&P 500 ETF Trust | Put | 09/30/25 | $459.01 | 150 | 15 | (8,729) | |||||||||
| Total Options Written (premiums received $299,498) | $(245,382) | ||||||||||||||