| Description | Shares | Value | |||
| Short-Term Investments 106.5% | |||||
| Affiliated Mutual Fund 2.4% | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 3.777%) (cost $87,337)(wb) | 87,337 | $87,337 | |||
| Options Purchased*~ 104.1% | |||||
| (cost $3,572,094) | 3,819,889 | ||||
| TOTAL INVESTMENTS, BEFORE OPTION WRITTEN 106.5% (cost $3,659,431) | 3,907,226 | ||||
| Option Written*~ (6.5)% | |||||
| (premiums received $165,525) | (238,309) | ||||
| TOTAL INVESTMENTS, NET OF OPTION WRITTEN 100.0% (cost $3,493,906) | 3,668,917 | ||||
| Liabilities in excess of other assets (0.0)% | (1,552) | ||||
| Net Assets 100.0% | $3,667,365 | ||||
| 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 | $13.32 | 52 | 5 | $3,803,093 | |||||||||
| State Street SPDR S&P 500 ETF Trust | Put | 09/30/26 | $666.18 | 52 | 5 | 16,796 | |||||||||
| Total Options Purchased (cost $3,572,094) | $3,819,889 | ||||||||||||||
| 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 | $710.88 | 52 | 5 | $(238,309) | |||||||||
| (premiums received $165,525) | |||||||||||||||