| Description | Shares | Value | |||
| Short-Term Investments 101.1% | |||||
| Affiliated Mutual Fund 0.9% | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 4.492%) (cost $71,729)(wb) | 71,729 | $71,729 | |||
| Options Purchased*~ 100.2% | |||||
| (cost $7,969,808) | 8,204,271 | ||||
| TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 101.1% (cost $8,041,537) | 8,276,000 | ||||
| Options Written*~ (1.1)% | |||||
| (premiums received $242,074) | (91,324) | ||||
| TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 100.0% (cost $7,799,463) | 8,184,676 | ||||
| Liabilities in excess of other assets(z) (0.0)% | (1,739) | ||||
| Net Assets 100.0% | $8,182,937 | ||||
| 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 | 11/28/25 | $6.03 | 129 | 13 | $8,062,629 | |||||||||
| SPDR S&P 500 ETF Trust | Put | 11/28/25 | $602.55 | 129 | 13 | 141,642 | |||||||||
| Total Options Purchased (cost $7,969,808) | $8,204,271 | ||||||||||||||
| Exchange Traded | |||||||||||||||
| Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
| SPDR S&P 500 ETF Trust | Call | 11/28/25 | $685.16 | 129 | 13 | $(41,209) | |||||||||
| SPDR S&P 500 ETF Trust | Put | 11/28/25 | $530.24 | 129 | 13 | (50,115) | |||||||||
| Total Options Written (premiums received $242,074) | $(91,324) | ||||||||||||||