| Description | Shares | Value | |||
| Short-Term Investments 105.2% | |||||
| Affiliated Mutual Fund 1.0% | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 3.777%) (cost $46,934)(wb) | 46,934 | $46,934 | |||
| Options Purchased*~ 104.2% | |||||
| (cost $4,922,920) | 5,166,020 | ||||
| TOTAL INVESTMENTS, BEFORE OPTION WRITTEN 105.2% (cost $4,969,854) | 5,212,954 | ||||
| Option Written*~ (5.2)% | |||||
| (premiums received $206,432) | (255,079) | ||||
| TOTAL INVESTMENTS, NET OF OPTION WRITTEN 100.0% (cost $4,763,422) | 4,957,875 | ||||
| Liabilities in excess of other assets (0.0)% | (2,283) | ||||
| Net Assets 100.0% | $4,955,592 | ||||
| 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 | $13.64 | 70 | 7 | $5,118,591 | |||||||||
| State Street SPDR S&P 500 ETF Trust | Put | 10/30/26 | $682.06 | 70 | 7 | 47,429 | |||||||||
| Total Options Purchased (cost $4,922,920) | $5,166,020 | ||||||||||||||
| 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 | $730.69 | 70 | 7 | $(255,079) | |||||||||
| (premiums received $206,432) | |||||||||||||||