| Description | Shares | Value | |||
| Short-Term Investments 103.2% | |||||
| Affiliated Mutual Fund 0.8% | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 4.492%) (cost $86,864)(wb) | 86,864 | $86,864 | |||
| Options Purchased*~ 102.4% | |||||
| (cost $9,757,264) | 10,226,720 | ||||
| TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 103.2% (cost $9,844,128) | 10,313,584 | ||||
| Options Written*~ (3.2)% | |||||
| (premiums received $318,237) | (321,280) | ||||
| TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 100.0% (cost $9,525,891) | 9,992,304 | ||||
| Liabilities in excess of other assets(z) (0.0)% | (2,609) | ||||
| Net Assets 100.0% | $9,989,695 | ||||
| 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 | 02/27/26 | $5.94 | 160 | 16 | $9,984,000 | |||||||||
| SPDR S&P 500 ETF Trust | Put | 02/27/26 | $594.18 | 160 | 16 | 242,720 | |||||||||
| Total Options Purchased (cost $9,757,264) | $10,226,720 | ||||||||||||||
| Exchange Traded | |||||||||||||||
| Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
| SPDR S&P 500 ETF Trust | Call | 02/27/26 | $675.70 | 160 | 16 | $(212,045) | |||||||||
| SPDR S&P 500 ETF Trust | Put | 02/27/26 | $522.88 | 160 | 16 | (109,235) | |||||||||
| Total Options Written (premiums received $318,237) | $(321,280) | ||||||||||||||