| Description | Shares | Value | |||
| Short-Term Investments 102.9% | |||||
| Affiliated Mutual Fund 0.8% | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 4.492%) (cost $121,471)(wb) | 121,471 | $121,471 | |||
| Options Purchased*~ 102.1% | |||||
| (cost $14,835,098) | 15,390,819 | ||||
| TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 102.9% (cost $14,956,569) | 15,512,290 | ||||
| Options Written*~ (2.9)% | |||||
| (premiums received $478,502) | (434,193) | ||||
| TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 100.0% (cost $14,478,067) | 15,078,097 | ||||
| Liabilities in excess of other assets(z) (0.0)% | (4,644) | ||||
| Net Assets 100.0% | $15,073,453 | ||||
| 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 | 241 | 24 | $15,023,559 | |||||||||
| SPDR S&P 500 ETF Trust | Put | 01/30/26 | $601.82 | 241 | 24 | 367,260 | |||||||||
| Total Options Purchased (cost $14,835,098) | $15,390,819 | ||||||||||||||
| Exchange Traded | |||||||||||||||
| Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
| SPDR S&P 500 ETF Trust | Call | 01/30/26 | $665.61 | 241 | 24 | $(344,784) | |||||||||
| SPDR S&P 500 ETF Trust | Put | 01/30/26 | $481.46 | 241 | 24 | (89,409) | |||||||||
| Total Options Written (premiums received $478,502) | $(434,193) | ||||||||||||||