| Description | Shares | Value | |||
| Long-Term Investment 1.3% | |||||
| Option Purchased*~ | |||||
| (cost $304,707) | $119,245 | ||||
| Total Long-Term Investment 1.3% (cost $304,707) | 119,245 | ||||
| Short-Term Investments 104.6% | |||||
| Affiliated Mutual Fund 1.5% | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 3.777%) (cost $137,414)(wb) | 137,414 | 137,414 | |||
| Option Purchased*~ 103.1% | |||||
| (cost $9,008,577) | 9,359,675 | ||||
| Total Short-Term Investments (cost $9,145,991) | 9,497,089 | ||||
| TOTAL INVESTMENTS, BEFORE OPTION WRITTEN 105.9% (cost $9,450,698) | 9,616,334 | ||||
| Option Written*~ (5.9)% | |||||
| (premiums received $519,050) | (533,222) | ||||
| TOTAL INVESTMENTS, NET OF OPTION WRITTEN 100.0% (cost $8,931,648) | 9,083,112 | ||||
| Liabilities in excess of other assets(z) (0.0)% | (3,582) | ||||
| Net Assets 100.0% | $9,079,530 | ||||
| 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. |
| (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 | |||||||||
| State Street SPDR S&P 500 ETF Trust | Call | 11/30/26 | $13.67 | 128 | 13 | $9,359,675 | |||||||||
| State Street SPDR S&P 500 ETF Trust | Put | 11/30/26 | $683.39 | 128 | 13 | 119,245 | |||||||||
| Total Options Purchased (cost $9,313,284) | $9,478,920 | ||||||||||||||
| Exchange Traded | |||||||||||||||
| Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
| State Street SPDR S&P 500 ETF Trust | Call | 11/30/26 | $731.09 | 128 | 13 | $(533,222) | |||||||||
| (premiums received $519,050) | |||||||||||||||