| Description | Shares | Value | |||
| Short-Term Investments 101.2% | |||||
| Affiliated Mutual Fund 0.9% | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 4.492%) (cost $177,245)(wb) | 177,245 | $177,245 | |||
| Options Purchased*~ 100.3% | |||||
| (cost $20,401,726) | 20,967,852 | ||||
| TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 101.2% (cost $20,578,971) | 21,145,097 | ||||
| Options Written*~ (1.1)% | |||||
| (premiums received $403,925) | (218,436) | ||||
| TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 100.1% (cost $20,175,046) | 20,926,661 | ||||
| Liabilities in excess of other assets(z) (0.1)% | (30,723) | ||||
| Net Assets 100.0% | $20,895,938 | ||||
| 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 | 334 | 33 | $20,858,300 | |||||||||
| SPDR S&P 500 ETF Trust | Put | 09/30/25 | $573.76 | 334 | 33 | 109,552 | |||||||||
| Total Options Purchased (cost $20,401,726) | $20,967,852 | ||||||||||||||
| Exchange Traded | |||||||||||||||
| Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
| SPDR S&P 500 ETF Trust | Call | 09/30/25 | $651.22 | 334 | 33 | $(185,704) | |||||||||
| SPDR S&P 500 ETF Trust | Put | 09/30/25 | $504.91 | 334 | 33 | (32,732) | |||||||||
| Total Options Written (premiums received $403,925) | $(218,436) | ||||||||||||||