| Description | Shares | Value | |||
| Short-Term Investments 103.3% | |||||
| Affiliated Mutual Fund 0.8% | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 3.805%) (cost $126,968)(wb) | 126,968 | $126,968 | |||
| Options Purchased*~ 102.5% | |||||
| (cost $16,276,949) | 16,377,221 | ||||
| TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 103.3% (cost $16,403,917) | 16,504,189 | ||||
| Options Written*~ (3.3)% | |||||
| (premiums received $735,836) | (524,904) | ||||
| TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 100.0% (cost $15,668,081) | 15,979,285 | ||||
| Liabilities in excess of other assets (0.0)% | (6,453) | ||||
| Net Assets 100.0% | $15,972,832 | ||||
| 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 | 10/30/26 | $6.82 | 230 | 23 | $15,661,503 | |||||||||
| State Street SPDR S&P 500 ETF Trust | Put | 10/30/26 | $682.06 | 230 | 23 | 715,718 | |||||||||
| Total Options Purchased (cost $16,276,949) | $16,377,221 | ||||||||||||||
| Exchange Traded | |||||||||||||||
| Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
| State Street SPDR S&P 500 ETF Trust | Call | 10/30/26 | $786.62 | 230 | 23 | $(180,870) | |||||||||
| State Street SPDR S&P 500 ETF Trust | Put | 10/30/26 | $600.21 | 230 | 23 | (344,034) | |||||||||
| Total Options Written (premiums received $735,836) | $(524,904) | ||||||||||||||