| Description | Shares | Value | |||
| Short-Term Investments 101.3% | |||||
| Affiliated Mutual Fund 1.2% | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 3.777%) (cost $23,688)(wb) | 23,688 | $23,688 | |||
| Options Purchased*~ 100.1% | |||||
| (cost $2,024,476) | 2,012,190 | ||||
| TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 101.3% (cost $2,048,164) | 2,035,878 | ||||
| Options Written*~ (1.3)% | |||||
| (premiums received $47,881) | (25,694) | ||||
| TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 100.0% (cost $2,000,283) | 2,010,184 | ||||
| Liabilities in excess of other assets (0.0)% | (851) | ||||
| Net Assets 100.0% | $2,009,333 | ||||
| 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 | 09/30/26 | $14.94 | 27 | 3 | $1,970,341 | |||||||||
| State Street SPDR S&P 500 ETF Trust | Put | 09/30/26 | $746.77 | 27 | 3 | 41,849 | |||||||||
| Total Options Purchased (cost $2,024,476) | $2,012,190 | ||||||||||||||
| Exchange Traded | |||||||||||||||
| Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
| State Street SPDR S&P 500 ETF Trust | Call | 09/30/26 | $787.39 | 27 | 3 | $(7,076) | |||||||||
| State Street SPDR S&P 500 ETF Trust | Put | 09/30/26 | $709.43 | 27 | 3 | (18,618) | |||||||||
| Total Options Written (premiums received $47,881) | $(25,694) | ||||||||||||||