| Description | Shares | Value | |||
| Short-Term Investments 103.9% | |||||
| Affiliated Mutual Fund 1.0% | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 4.492%) (cost $37,701)(wb) | 37,701 | $37,701 | |||
| Options Purchased*~ 102.9% | |||||
| (cost $3,566,923) | 3,704,015 | ||||
| TOTAL INVESTMENTS, BEFORE OPTION WRITTEN 103.9% (cost $3,604,624) | 3,741,716 | ||||
| Option Written*~ (3.9)% | |||||
| (premiums received $110,789) | (139,744) | ||||
| TOTAL INVESTMENTS, NET OF OPTION WRITTEN 100.0% (cost $3,493,835) | 3,601,972 | ||||
| Liabilities in excess of other assets(z) (0.0)% | (1,379) | ||||
| Net Assets 100.0% | $3,600,593 | ||||
| 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 | 01/30/26 | $6.02 | 58 | 6 | $3,615,628 | |||||||||
| SPDR S&P 500 ETF Trust | Put | 01/30/26 | $601.82 | 58 | 6 | 88,387 | |||||||||
| Total Options Purchased (cost $3,566,923) | $3,704,015 | ||||||||||||||
| Exchange Traded | |||||||||||||||
| Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
| SPDR S&P 500 ETF Trust | Call | 01/30/26 | $646.48 | 58 | 6 | $(139,744) | |||||||||
| (premiums received $110,789) | |||||||||||||||