| Description | Shares | Value | |||
| Short-Term Investments 106.1% | |||||
| Affiliated Mutual Fund 0.5% | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 3.805%) (cost $88,215)(wb) | 88,215 | $88,215 | |||
| Options Purchased*~ 105.6% | |||||
| (cost $15,301,099) | 17,166,296 | ||||
| TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 106.1% (cost $15,389,314) | 17,254,511 | ||||
| Options Written*~ (6.1)% | |||||
| (premiums received $522,462) | (985,028) | ||||
| TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 100.0% (cost $14,866,852) | 16,269,483 | ||||
| Liabilities in excess of other assets (0.0)% | (6,884) | ||||
| Net Assets 100.0% | $16,262,599 | ||||
| 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 | 02/27/26 | $5.94 | 250 | 25 | $17,149,876 | |||||||||
| State Street SPDR S&P 500 ETF Trust | Put | 02/27/26 | $594.18 | 250 | 25 | 16,420 | |||||||||
| Total Options Purchased (cost $15,301,099) | $17,166,296 | ||||||||||||||
| Exchange Traded | |||||||||||||||
| Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
| State Street SPDR S&P 500 ETF Trust | Call | 02/27/26 | $657.94 | 250 | 25 | $(982,155) | |||||||||
| State Street SPDR S&P 500 ETF Trust | Put | 02/27/26 | $475.34 | 250 | 25 | (2,873) | |||||||||
| Total Options Written (premiums received $522,462) | $(985,028) | ||||||||||||||