| Description | Shares | Value | |||
| Short-Term Investments 102.3% | |||||
| Affiliated Mutual Fund 1.1% | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 4.492%) (cost $103,763)(wb) | 103,763 | $103,763 | |||
| Options Purchased*~ 101.2% | |||||
| (cost $8,894,784) | 9,328,032 | ||||
| TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 102.3% (cost $8,998,547) | 9,431,795 | ||||
| Options Written*~ (2.3)% | |||||
| (premiums received $291,461) | (215,180) | ||||
| TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 100.0% (cost $8,707,086) | 9,216,615 | ||||
| Liabilities in excess of other assets(z) (0.0)% | (2,114) | ||||
| Net Assets 100.0% | $9,214,501 | ||||
| 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. Options with maturity dates greater than one year from date of acquisition would be considered long-term investments. |
| (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 | |||||||||
| SPDR S&P 500 ETF Trust | Call | 12/31/25 | $5.86 | 147 | 15 | $9,170,595 | |||||||||
| SPDR S&P 500 ETF Trust | Put | 12/31/25 | $586.08 | 147 | 15 | 157,437 | |||||||||
| Total Options Purchased (cost $8,894,784) | $9,328,032 | ||||||||||||||
| Exchange Traded | |||||||||||||||
| Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
| SPDR S&P 500 ETF Trust | Call | 12/31/25 | $667.19 | 147 | 15 | $(150,281) | |||||||||
| SPDR S&P 500 ETF Trust | Put | 12/31/25 | $515.75 | 147 | 15 | (64,899) | |||||||||
| Total Options Written (premiums received $291,461) | $(215,180) | ||||||||||||||