| Description | Shares | Value | |||
| Short-Term Investments 104.1% | |||||
| Affiliated Mutual Fund 0.9% | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 3.805%) (cost $125,498)(wb) | 125,498 | $125,498 | |||
| Options Purchased*~ 103.2% | |||||
| (cost $13,821,066) | 14,566,416 | ||||
| TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 104.1% (cost $13,946,564) | 14,691,914 | ||||
| Options Written*~ (4.1)% | |||||
| (premiums received $555,877) | (571,201) | ||||
| TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 100.0% (cost $13,390,687) | 14,120,713 | ||||
| Liabilities in excess of other assets (0.0)% | (5,810) | ||||
| Net Assets 100.0% | $14,114,903 | ||||
| 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 | 07/31/26 | $6.32 | 209 | 21 | $14,269,053 | |||||||||
| State Street SPDR S&P 500 ETF Trust | Put | 07/31/26 | $632.08 | 209 | 21 | 297,363 | |||||||||
| Total Options Purchased (cost $13,821,066) | $14,566,416 | ||||||||||||||
| Exchange Traded | |||||||||||||||
| Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
| State Street SPDR S&P 500 ETF Trust | Call | 07/31/26 | $721.01 | 209 | 21 | $(436,584) | |||||||||
| State Street SPDR S&P 500 ETF Trust | Put | 07/31/26 | $556.23 | 209 | 21 | (134,617) | |||||||||
| Total Options Written (premiums received $555,877) | $(571,201) | ||||||||||||||